From: Sparse sliced inverse regression for high dimensional data analysis
Method | Mean test error | \(\#\) of variables selected | ||
---|---|---|---|---|
\({\widehat{{\varvec{\beta }}}}_{1}\) | \({\widehat{{\varvec{\beta }}}}_{2}\) | \({\widehat{{\varvec{\beta }}}}_{3}\) | ||
CISESIR | 0.005 (0.0218) | 352.26 | 352.26 | 352.26 |
CISELDA | 0.002 (0.0147) | 297.63 | 297.63 | 297.63 |
MGSDA | 0.007 (0.0024) | 4.30 | 4.30 | 4.30 |
PLDA | 0.058 (0.0094) | 6774.9 | 5225.3 | 5476.8 |
MSDA | – | – |  |  |