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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Cited in

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• Functional principal component analysis for longitudinal data with informative dropout
• Estimation in functional lagged regression
• Functional contour regression
• Conditional estimation for dependent functional data
• Series expansion for functional sufficient dimension reduction
• Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach
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• Local Linear Forests
• Convergence rates of support vector machines regression for functional data
• Tests of Normality of Functional Data
• Functional linear regression with Huber loss
• Functional polynomial multiple-index model
• Functional Nonlinear Learning
• Wasserstein Regression
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• Identifiability in penalized function-on-function regression models
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• Statistical inference in the partial functional linear expectile regression model
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• Smooth LASSO estimator for the function-on-function linear regression model
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• Linear mixed function-on-function regression models
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• Estimating functional linear mixed-effects regression models
• Penalized function-on-function regression
• Ridge regression for the functional concurrent model
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• Function-on-function quadratic regression models
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• Testing of multivariate spline growth model
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