Fit dimension reduction regression

Description

Internal function that estimates the central subspace. This will not typically be called directly by the user. dr.fit.y is the generic name of a function that returns the response for the particular dimension reduction regression object. Typically, this just returns a centered version of the response, but for phdres it returns OLS residuals.

Usage

dr.fit(object, numdir=4, tol=1e-07, ...)
dr.fit.y(object)

Arguments

object dimension reduction regression object
numdir maximum number of dimensions to consider
tol tolerance passed to singular value decomposition
... other arguments passed to dr.fit.M

Value

evectors ordered eigenvectors that describe the estimates of the dimension reduction subspace
evalues ordered eigenvalues
numdir number of eigenvalues
raw.evectors eigenvectors of the rotated data
decomp which decomposition was used?

Author(s)

Sanford Weisberg <sandy@stat.umn.edu>

See Also

dr


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