Varying-coefficient functional linear regression

DOI10.3150/09-BEJ231zbMATH Open1220.62046arXiv1102.5217OpenAlexW3102814627WikidataQ57439357 ScholiaQ57439357MaRDI QIDQ637079FDOQ637079

Authors: Yichao Wu, Jianqing Fan, Hans-Georg Müller 

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Abstract: Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression models is a regression parameter function in one or two arguments. If, in addition, one has scalar predictors, as is often the case in applications to longitudinal studies, the question arises how to incorporate these into a functional regression model. We study a varying-coefficient approach where the scalar covariates are modeled as additional arguments of the regression parameter function. This extension of the functional linear regression model is analogous to the extension of conventional linear regression models to varying-coefficient models and shares its advantages, such as increased flexibility; however, the details of this extension are more challenging in the functional case. Our methodology combines smoothing methods with regularization by truncation at a finite number of functional principal components. A practical version is developed and is shown to perform better than functional linear regression for longitudinal data. We investigate the asymptotic properties of varying-coefficient functional linear regression and establish consistency properties.

Full work available at URL: https://arxiv.org/abs/1102.5217

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zbMATH Keywords

asymptoticsfunctional data analysislongitudinal dataeigenfunctionslocal polynomial smoothingvarying-coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

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Cited In (33)

• Shape-constrained estimation in functional regression with Bernstein polynomials
• Identifiability in penalized function-on-function regression models
• Covariate-adjusted region-referenced generalized functional linear model for EEG data
• Functional quadratic regression
• A note on functional linear regression
• Data depth for measurable noisy random functions
• Partial functional linear regression with autoregressive errors
• Fast multiscale functional estimation in optimal EMG placement for robotic prosthesis controllers
• RKHS‐based functional nonparametric regression for sparse and irregular longitudinal data
• A block bootstrap for quasi-likelihood in sparse functional data
• A new test for functional one-way ANOVA with applications to ischemic heart screening
• Penalized function-on-function regression
• Estimating functional linear mixed-effects regression models
• Additive Function-on-Function Regression
• Covariate adjusted functional principal components analysis for longitudinal data
• Functional horseshoe smoothing for functional trend estimation
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• A novel two-way functional linear model with applications in human mortality data analysis
• Functional-coefficient regression model and its estimation
• Quantile regression methods with varying-coefficient models for censored data
• Varying coefficient partially functional linear regression models
• Optimal EMG placement for a robotic prosthesis controller with sequential, adaptive functional estimation (SAFE)
• Heterogeneous spatial dynamical regression in a Hilbert-valued context
• On some stable linear functional regression estimators based on random projections
• A quantile varying-coefficient regression approach to length-biased data modeling
• Testing for the significance of functional covariates
• Methodology and theory for partial least squares applied to functional data
• Functional linear regression that's interpretable
• Varying-coefficient partially functional linear quantile regression models
• Functional linear regression via canonical analysis
• Regression Analysis of Asynchronous Longitudinal Functional and Scalar Data
• Varying-coefficient additive models for functional data
• Functional multiple-outcome model in application to multivariate growth curves of infant data

Uses Software

• fda (R)

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