On functional logistic regression: some conceptual issues
From MaRDI portal
(Redirected from Publication:6169916)
Abstract: The main ideas behind the classical multivariate logistic regression model make sense when translated to the functional setting, where the explanatory variable is a function and the response is binary. However, some important technical issues appear (or are aggravated with respect to those of the multivariate case) due to the functional nature of the explanatory variable. First, the mere definition of the model can be questioned: while most approaches so far proposed rely on the -based model, we suggest an alternative (in some sense, more general) approach, based on the theory of Reproducing Kernel Hilbert Spaces (RKHS). The validity conditions of such RKHS-based model, as well as its relation with the -based one are investigated and made explicit in two formal results. Some relevant particular cases are considered as well. Second we show that, under very general conditions, the maximum likelihood (ML) of the logistic model parameters fail to exist in the functional case. Third, on a more positive side, we suggest an RKHS-based restricted version of the ML estimator. This is a methodological paper, aimed at a better understanding of the functional logistic model, rather than focusing on numerical and practical issues.
Recommendations
- Principal component estimation of functional logistic regression: discussion of two different approaches
- Functional Logistic Discrimination Via Regularized Basis Expansions
- Penalized spline approaches for functional logit regression
- An RKHS model for variable selection in functional linear regression
Cites work
- An Approach to Time Series Analysis
- An RKHS formulation of the inverse regression dimension-reduction problem
- An RKHS model for variable selection in functional linear regression
- Applied logistic regression
- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
- Bias reduction of maximum likelihood estimates
- Brownian motion. With an appendix by Oded Schramm and Wendelin Werner
- Characterizing the function space for Bayesian kernel models
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Functional logistic regression: a comparison of three methods
- Gaussian Hilbert Spaces
- Generalized functional linear models
- Generalized Linear Models with Functional Predictors
- scientific article; zbMATH DE number 4022397 (Why is no real title available?)
- scientific article; zbMATH DE number 3746271 (Why is no real title available?)
- scientific article; zbMATH DE number 3797051 (Why is no real title available?)
- scientific article; zbMATH DE number 5055767 (Why is no real title available?)
- scientific article; zbMATH DE number 3197604 (Why is no real title available?)
- Likelihood ratios of Gaussian processes
- Linear prediction in functional data analysis
- Linear processes in function spaces. Theory and applications
- Logistic regression models.
- Logistic regression with Brownian-like predictors
- Logit Models from Economics and Other Fields
- Modern Multivariate Statistical Techniques
- Nonparametric functional data analysis. Theory and practice.
- On Mahalanobis distance in functional settings
- On the existence of maximum likelihood estimates in logistic regression models
- On the optimal reconstruction of partially observed functional data
- On the Use of Reproducing Kernel Hilbert Spaces in Functional Classification
- Principal component estimation of functional logistic regression: discussion of two different approaches
- Stochastic processes with sample paths in reproducing kernel Hilbert spaces
- Supervised classification for a family of Gaussian functional models
- The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis
- The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier
Cited in
(11)- Functional PLS logit regression model
- Favorability functions based on kernel density estimation for logistic models: a case study
- Point separation in logistic regression on Hilbert space-valued variables
- Logistic regression with Brownian-like predictors
- A functional method for the conditional logistic regression with errors-in-covariates
- Functional Logistic Discrimination Via Regularized Basis Expansions
- Consistent Functional Methods for Logistic Regression With Errors in Covariates
- Principal component estimation of functional logistic regression: discussion of two different approaches
- Review on functional data classification
- A mixture of experts regression model for functional response with functional covariates
- On the functional regression model and its finite-dimensional approximations
This page was built for publication: On functional logistic regression: some conceptual issues
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6169916)