Restricted likelihood ratio tests for linearity in scalar-on-function regression

DOI10.1007/S11222-014-9473-1zbMATH Open1332.62250OpenAlexW3103068106MaRDI QIDQ261040FDOQ261040

Authors Mathew W. McLean, David Ruppert, Giles Hooker 

Publication date 22 March 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.5811

zbMATH Keywords

functional data analysisfunctional regressiongeneralized additive modelP-splineP-spline analysis of variancerestricted likelihood ratio test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Analysis of variance and covariance (ANOVA) (62J10)

Abstract: We propose a procedure for testing the linearity of a scalar-on-function regression relationship. To do so, we use the functional generalized additive model (FGAM), a recently developed extension of the functional linear model. For a functional covariate X(t), the FGAM models the mean response as the integral with respect to t of F{X(t),t} where F is an unknown bivariate function. The FGAM can be viewed as the natural functional extension of generalized additive models. We show how the functional linear model can be represented as a simple mixed model nested within the FGAM. Using this representation, we then consider restricted likelihood ratio tests for zero variance components in mixed models to test the null hypothesis that the functional linear model holds. The methods are general and can also be applied to testing for interactions in a multivariate additive model or for testing for no effect in the functional linear model. The performance of the proposed tests is assessed on simulated data and in an application to measuring diesel truck emissions, where strong evidence of nonlinearities in the relationship between the functional predictor and the response are found.

Recommendations

• A comparison of testing methods in scalar-on-function regression
• Classical testing in functional linear models
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Cited In (12)

• Methods for Scalar‐on‐Function Regression
• Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares
• Testing for additivity in non-parametric regression
• A projection-based diagnostic test for generalized functional regression models
• Interaction models for functional regression
• A comparison of testing methods in scalar-on-function regression
• A general framework for functional regression modelling
• Classical testing in functional linear models
• Functional data analysis: an introduction and recent developments
• A note on repeated measures analysis for functional data
• Testing for linearity in scalar-on-function regression with responses missing at random
• A review of goodness-of-fit tests for models involving functional data

Uses Software

• R
• lme4
• nlme
• fda (R)
• SAS
• SemiPar
• refund
• gamair
• fda.usc
• npfda

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