. Author manuscript; available in PMC: 2025 Jul 1.

Published in final edited form as: J Multivar Anal. 2024 Feb 27;202:105302. doi: 10.1016/j.jmva.2024.105302

Table 3:

RVMR and Distance Correlation between the estimated predictors and the true predictors of models in Section 6.2, with their Monte Carlo standard errors in parentheses, computed using $L_{1}$ -GSIR, $L_{2}$ -GSIR, and W-GSIR.

Models	$L_{1}$ -GSIR1	$L_{2}$ -GSIR1	W-GSIR1

		RVMR

I-1	0.258 (0.233)	0.356 (0.276)	0.839 (0.115)
I-2	0.322 (0.236)	0.433 (0.244)	0.607 (0.206)
I-3	0.307 (0.242)	0.359 (0.205)	0.880 (0.037)
I-4	0.313 (0.252)	0.441 (0.278)	0.652 (0.253)
		Dcor

I-1	0.773 (0.129)	0.731 (0.171)	0.969 (0.022)
I-2	0.778 (0.173)	0.690 (0.203)	0.935 (0.041)
I-3	0.779 (0.169)	0.688 (0.196)	0.978 (0.005)
I-4	0.779 (0.129)	0.740 (0.176)	0.936 (0.042)