منابع مشابه
Fisher and Regression
In 1922 R. A. Fisher introduced the modern regression model, synthesizing the regression theory of Pearson and Yule and the least squares theory of Gauss. The innovation was based on Fisher’s realization that the distribution associated with the regression coefficient was unaffected by the distribution of X. Subsequently Fisher interpreted the fixed X assumption in terms of his notion of ancill...
متن کاملComment: Fisher Lecture: Dimension Reduction in Regression
I am pleased to participate in this well-deserved recognition of Dennis Cook’s remarkable career. Cook points out Fisher’s insistence that predictor variables in regression be chosen without reference to the dependent variable. Reduction by principal components clearly satisfies that dictum. One of my primary objections to partial least squares regression when I first encountered it as an alter...
متن کاملComment: Fisher Lecture: Dimension Reduction in Regression
This paper puts dimension reduction into the historical context of sufficiency, efficiency and principal component analysis, and opens up an avenue toward efficient dimension reduction via maximum likelihood estimation of inverse regression. I congratulate Professor Cook for this insightful and groundbreaking work. My discussion will focus on two points that explore and extend Cook’s ideas. The...
متن کاملRelations between Renyi Distance and Fisher Information
In this paper, we first show that Renyi distance between any member of a parametric family and its perturbations, is proportional to its Fisher information. We, then, prove some relations between the Renyi distance of two distributions and the Fisher information of their exponentially twisted family of densities. Finally, we show that the partial ordering of families induced by Renyi dis...
متن کاملMarc Fisher , MD , and
Only months from now, another decade will dawn on stroke research with a dearth of therapeutic innovations developed to reverse the devastating effects of acute ischemic stroke. Despite generations of academic research investigators and associated industry collaborations, our clinical trials have marked each decade by successive eras of failed treatments with only a few exceptions. The recent p...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2005
ISSN: 0883-4237
DOI: 10.1214/088342305000000331