SMVCIR: Stata module to compute sliced mean variance-covariance inverse regression

smvcir performs the sliced mean variance–covariance inverse regression (SMVCIR) algorithm on grouped multivariate data. The data are transformed to a new coordinate system where the group mean, variance, and covariance differences are more apparent. A test for the dimension of this new coordinate space is also provided. See Lindsey et al. (Computational Statistics, 2013) for details on the SMVCIR algorithm.