In this paper, three regression models (parametric, semiparametric and nonparametric) are considered and estimated respectively by multiple linear regression (MLR), sliced inverse regression (SIR) and ...

The purpose of statistical model selection is to identify a parsimonious model, which is a model that is as simple as possible while maintaining good predictive ability over the outcome of interest.

Inferential research commonly involves identification of causal factors from within high dimensional data but selection of the ‘correct’ variables can be problematic. One specific problem is that ...