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Longitudinal dynamic functional regression

Author

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  • Ana‐Maria Staicu
  • Md Nazmul Islam
  • Raluca Dumitru
  • Eric van Heugten

Abstract

The paper develops a parsimonious modelling framework to study the time‐varying association between scalar outcomes and functional predictors observed at many instances, in longitudinal studies. The methods enable us to reconstruct the full trajectory of the response and are applicable to Gaussian and non‐Gaussian responses. The idea is to model the time‐varying functional predictors by using orthogonal basis functions and to expand the time‐varying regression coefficient by using the same basis. Numerical investigation through simulation studies and data analysis show excellent performance in terms of accurate prediction and efficient computations, when compared with existing alternatives. The methods are inspired and applied to an animal science application, where of interest is to study the association between the feed intake of lactating sows and the minute‐by‐minute temperature throughout the 21 days of their lactation period. R code and an R illustration are provided.

Suggested Citation

  • Ana‐Maria Staicu & Md Nazmul Islam & Raluca Dumitru & Eric van Heugten, 2020. "Longitudinal dynamic functional regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(1), pages 25-46, January.
    • Handle: RePEc:bla:jorssc:v:69:y:2020:i:1:p:25-46
    DOI: 10.1111/rssc.12376
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