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Using DAGs to identify the sufficient dimension reduction in the principal fitted components model. (English) Zbl 1414.62221

Summary: We identify the sufficient reduction for the Principal Fitted Components model under mild conditions which generalize those considered in previous works. We give a short proof of the main result based on the \(d\)-separation for directed acyclic graphs (DAGs), linking two areas that, to our knowledge, have not been linked before in statistics.

MSC:

62H25 Factor analysis and principal components; correspondence analysis
05C90 Applications of graph theory
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