A fixed effect curvilinear model

MaRDI QIDQ1965997zbMATH OpenFDO

Authors Frédéric Ferraty, Philippe Besse

Publication date 2 March 2000

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

bootstrapcurvilinear modelprincipal components analysisspline smoothers

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Graphical methods in statistics (62A09) Nonparametric statistical resampling methods (62G09) Factor analysis and principal components; correspondence analysis (62H25)

Review text

The authors introduce an extension of a fixed effects model for principal components analysis (PCA) which builds smooth optimal transformations of the data and then derive graphical displays. This leads to a new computational approach replacing B-splines or I-splines by a spline smoother. The estimation is performed by a smoothing alternative least squares algorithm (SALSA) implemented in the software S+. Estimates of the risk functions are computed with the help of bootstrap resampling. The efficiency of the approach is tested on simulated data by comparing the true risk function values and their estimates. Results obtained by SAS and SALSA are compared.

Recommendations

• Functional principal components analysis via penalized rank one approximation
• Generalized principal component analysis with respect to instrumental variables via univariate spline transformations
• Principal components analysis of sampled functions
• Penalized Spline Models for Functional Principal Component Analysis
• Parametric Functional Principal Component Analysis

Cited in

(3)

• Nonlinear principal components. II: Characterization of normal distributions
• Probabilistic auto-associative models and semi-linear PCA
• Auto-associative models and generalized principal component analysis

Describes a project that uses

Uses Software

• SAS

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