Transformation and SIR.
We will discuss
1. Why SIR can reveal various patterns like blurring curves,
clusters, heteroscedasticty?
2. Relationship with multiple linear regression, additive model,
ACE, and
projection pursuit regression
NOTE : additive model, ACE and projection pursuit are implemented in S+.
Today's pdf files.
Note : Supplemental pdf files ( population ANOVA identity; condtion
mean E(x| b'x) )
for Monday's lecture is now available; revist Moday's page.