Investigating SIR, DOC and SAVE for the Polychotomous Response Lee, Hak-Bae; Lee, Hee-Min;
This paper investigates the central subspace related with SIR, DOC and SAVE when the response has more than two values. The subspaces constructed by SIR, DOC and SAVE are investigated and compared. The SAVE paradigm is the most comprehensive. In addition, the SAVE coincides with the central subspace when the conditional distribution of predictors given the response is normally distributed.