Varying-coefficient functional linear regression

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

Authors Yichao Wu, Jianqing Fan, Hans-Georg Müller 

Publication date 2 September 2011

Published in Bernoulli (Search for Journal in Brave)

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

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)

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.

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Cited In (46)

• Shape-constrained estimation in functional regression with Bernstein polynomials
• Identifiability in penalized function-on-function regression models
• Estimation in functional single-index varying coefficient model
• 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
• A block bootstrap for quasi-likelihood in sparse functional data
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• Functional linear regression with truncated signatures
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• Quantile regression methods with varying-coefficient models for censored data
• Varying coefficient partially functional linear regression models
• RKHS-based functional nonparametric regression for sparse and irregular longitudinal data
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Uses Software

• fda (R)

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