Testing for the significance of functional covariates
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Abstract: Regression models with a response variable taking values in a Hilbert space and hybrid covariates are considered. This means two sets of regressors are allowed, one of finite dimension and a second one functional with values in a Hilbert space. The problem we address is the test of the effect of the functional covariates. This problem occurs for instance when checking the goodness-of-fit of some regression models for functional data. The significance test for functional regressors in nonparametric regression with hybrid covariates and scalar or functional responses is another example where the core problem is the test on the effect of functional covariates. We propose a new test based on kernel smoothing. The test statistic is asymptotically standard normal under the null hypothesis provided the smoothing parameter tends to zero at a suitable rate. The one-sided test is consistent against any fixed alternative and detects local alternatives `a la Pitman approaching the null hypothesis. In particular we show that neither the dimension of the outcome nor the dimension of the functional covariates influences the theoretical power of the test against such local alternatives. Simulation experiments and a real data application illustrate the performance of the new test with finite samples.
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Cited in
(10)- Testing conditional mean independence for functional data
- Testing independence of functional variables by an Hilbert-Schmidt independence criterion estimator
- Testing for no effect in the spatial functional linear regression model
- An association test for functional data based on Kendall's tau
- A review of goodness-of-fit tests for models involving functional data
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- Testing for lack of dependence between functional variables
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- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration
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