Functional linear regression analysis for longitudinal data

DOI10.1214/009053605000000660MaRDI QIDQ96109zbMATH OpenOpenAlexWikidataFDO

Authors Fang Yao, Hans-Georg Müller, Jane-Ling Wang, Fang Yao, Jane-Ling Wang, Hans-Georg Müller

Publication date 1 December 2005

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0603132

zbMATH Keywords

predictionsmoothingcoefficient of determinationconfidence bandeigenfunctionsfunctional analysisrepeated measurements

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) Inference from stochastic processes and prediction (62M20)

Abstract: We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth random trajectories, and the data consist of a small number of noisy repeated measurements made at irregular times for a sample of subjects. In longitudinal studies, the number of repeated measurements per subject is often small and may be modeled as a discrete random number and, accordingly, only a finite and asymptotically nonincreasing number of measurements are available for each subject or experimental unit. We propose a functional regression approach for this situation, using functional principal component analysis, where we estimate the functional principal component scores through conditional expectations. This allows the prediction of an unobserved response trajectory from sparse measurements of a predictor trajectory. The resulting technique is flexible and allows for different patterns regarding the timing of the measurements obtained for predictor and response trajectories. Asymptotic properties for a sample of $n$ subjects are investigated under mild conditions, as $noinfty$, and we obtain consistent estimation for the regression function. Besides convergence results for the components of functional linear regression, such as the regression parameter function, we construct asymptotic pointwise confidence bands for the predicted trajectories. A functional coefficient of determination as a measure of the variance explained by the functional regression model is introduced, extending the standard $R^2$ to the functional case. The proposed methods are illustrated with a simulation study, longitudinal primary biliary liver cirrhosis data and an analysis of the longitudinal relationship between blood pressure and body mass index.

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• Functional data analysis by matrix completion
• Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces
• Hypothesis testing in large-scale functional linear regression
• Function-on-function partial quantile regression
• Functional linear models for interval-valued data
• Rank-based test for partial functional linear regression models
• Additive Function-on-Function Regression
• Estimation and inference in partially functional linear regression with multiple functional covariates
• Testing for error correlation in partially functional linear regression models
• Additive functional regression in reproducing kernel Hilbert spaces under smoothness condition
• A simultaneous confidence band for dense longitudinal regression
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• Functional multiple-outcome model in application to multivariate growth curves of infant data
• Functional reproducing kernel Hilbert spaces for non-point-evaluation functional data
• Functional envelope for model-free sufficient dimension reduction
• PCA-based estimation for functional linear regression with functional responses
• Nonlinear functional canonical correlation analysis via distance covariance
• Statistical inference of varying-coefficient partial functional spatial autoregressive model
• FPCA-based estimation for generalized functional partially linear models
• Smooth LASSO estimator for the function-on-function linear regression model
• Functional principal variance component testing for a genetic association study of HIV progression
• Recursive nonparametric regression estimation for dependent strong mixing functional data
• Convergence rates of support vector machines regression for functional data
• Gaussian process methods for nonparametric functional regression with mixed predictors
• Nonparametric operator-regularized covariance function estimation for functional data
• Partially observed functional data: the case of systematically missing parts
• Dynamic functional data analysis with non-parametric state space models
• Comparison of a large number of regression curves
• Design optimal sampling plans for functional regression models
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• Ridge regression for the functional concurrent model
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• Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
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• Function-on-function quadratic regression models
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• Adaptive global testing for functional linear models
• Reduced rank modeling for functional regression with functional responses
• Functional response regression analysis
• Testing for the significance of functional covariates
• Fast implementation of partial least squares for function-on-function regression
• Nonparametric random effects functional regression model using Gaussian process priors
• Statistical inference for the slope parameter in functional linear regression
• Partial functional linear regression
• Dynamical functional prediction and classification, with application to traffic flow prediction
• Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study
• Forecasting pollen concentration by a two-step functional model
• Functional Data Analysis for Sparse Longitudinal Data
• Functional outlier detection and taxonomy by sequential transformations
• Multi-dimensional functional principal component analysis
• Function-on-function regression with thousands of predictive curves
• Functional contour regression
• Conditional estimation for dependent functional data
• Maximal autocorrelation functions in functional data analysis
• Series expansion for functional sufficient dimension reduction
• A survey of functional principal component analysis
• Factor models and variable selection in high-dimensional regression analysis
• Estimation in functional lagged regression
• Discussion of different logistic models with functional data. Application to systemic lupus erythematosus
• Two Samples Tests for Functional Data
• Bayesian functional linear regression with sparse step functions
• Generalized Gaussian process regression model for non-Gaussian functional data
• Wasserstein Regression
• Functional linear regression via canonical analysis
• Functional principal components analysis via penalized rank one approximation
• Linear mixed function-on-function regression models
• Linear Regression Models for Functional Data
• Fourier analysis of stationary time series in function space
• A robust partial least squares approach for function-on-function regression
• Bayesian latent factor regression for functional and longitudinal data
• Asymptotics of prediction in functional linear regression with functional outputs
• A note on modeling sparse exponential-family functional response curves
• Nonparametric variable importance assessment using machine learning techniques
• Minimax and adaptive prediction for functional linear regression
• On the effect of noisy measurements of the regressor in functional linear models
• Feature selection for functional data
• Shrinkage estimation for functional principal component scores with application to the population kinetics of plasma folate
• A nonparametric estimator for the covariance function of functional data
• Penalized function-on-function regression
• Estimating Truncated Functional Linear Models With a Nested Group Bridge Approach
• Recovering the underlying trajectory from sparse and irregular longitudinal data
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