K-Means Inverse Regression
Claude Messan Setodji, R. Dennis Cook · Technometrics · 2004
Li suggested the method of sliced inverse regression for dimension reduction in regressions with a univariate response. In this article we extend that method to multivariate regressions by introducing a new way of performing the slicing. This method applies for any number of response variables and may be particularly useful at the outset of an analysis, before positing a multivariate model. The emphasis is on application; no new asymptotic theory is presented.