An Algorithm with Projection Pursuit for Sliced Inverse Regression Model

In the paper, we investigate a conditional density function of sliced response variables and propose an algorithm for the sliced inverse regression (SIR) model with projection pursuit.The SIR model is a general model for dimension reduction of explanatory variables on regression analysis. Some algorithms for SIR model are proposed; SIR, SIR2, Bivariate SIR. We apply the algorithms to some typical data sets. They can not find suitable reductions for all of the data sets. The proposed algorithm can get reasonable results for all of them.