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Permutation tests

Cook (1998) and Yin (2000) discuss permutation tests of dimension that can be used with a dimension reduction method. These are implemented in the function dr.permutation.test. Typical use of this function is
> dr.permutation.test(i1,npermute=499)

Permutation tests
Number of permutations:
[1] 499

Test results:
               Stat p-value
0D vs >= 1D 219.205   0.000
1D vs >= 2D  41.870   0.002
2D vs >= 3D  11.534   0.284
3D vs >= 4D   3.509   0.354
The function requires the name of the object. The number of permutations defaults to 50 and the number of directions defaults to 3. Increasing either can increase the computation time required to obtain the solution. The permutation test results for the example are very similar to the asymptotic results given earlier.

Sandy Weisberg 2002-01-10