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Re: st: new package -smvcir- available in SSC

From   David Ashcraft <>
To   "" <>
Subject   Re: st: new package -smvcir- available in SSC
Date   Mon, 16 Dec 2013 22:20:46 -0800 (PST)

The data set -wine- used in the example is not available within STATA 11 or on the web. Can you please upload this data set that can be used.


On Tuesday, December 17, 2013 2:51:14 AM, Charles Lindsey <> wrote:
Thanks to Kit Baum, the package -smvcir- is now available in the SSC.

To install, type -ssc install smvcir-.

smvcir performs the sliced mean variance–covariance inverse   regression 
(SMVCIR) algorithm on grouped multivariate data.
The data are transformed to a new coordinate system where the group
mean, variance, and covariance differences are more apparent.

See this paper for more details:

Lindsey, C. L. and S. J. Sheather, and J. W. McKean. 2013.  Using sliced 
mean variance–covariance inverse regression for classification and 
dimension reduction.  Computational Statistics.


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