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Re: st: new package -smvcir- available in SSC
From
David Ashcraft <[email protected]>
To
"[email protected]" <[email protected]>
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.
Regards
David
On Tuesday, December 17, 2013 2:51:14 AM, Charles Lindsey <[email protected]> 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.
http://dx.doi.org/10.1007/s00180-013-0460-3
--Charles
[email protected]
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