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Functional response regression analysis

Author

Listed:
  • Chen, Xuerong
  • Li, Haoqi
  • Liang, Hua
  • Lin, Huazhen

Abstract

In this paper, we study functional regression with a random response curve and vector covariates. We propose a supervised least squares estimation procedure after utilizing B-spline functions to approximate the unknown functions and establish the asymptotic normality of the proposed estimators. The method has an analytic form and is easily implemented. Compared to existing methods, it does not rely on a normality assumption and can be broadly applied to sparse or non-sparse, equally or non-equally spaced, and balanced or unbalanced observations. We assess the numerical performance of the proposed procedure through simulation experiments and illustrate its performance on a real example.

Suggested Citation

  • Chen, Xuerong & Li, Haoqi & Liang, Hua & Lin, Huazhen, 2019. "Functional response regression analysis," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 218-233.
    • Handle: RePEc:eee:jmvana:v:169:y:2019:i:c:p:218-233
    DOI: 10.1016/j.jmva.2018.09.009
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    References listed on IDEAS

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    2. Chen, Feifei & Jiang, Qing & Feng, Zhenghui & Zhu, Lixing, 2020. "Model checks for functional linear regression models based on projected empirical processes," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    3. Chenlin Zhang & Huazhen Lin & Li Liu & Jin Liu & Yi Li, 2023. "Functional data analysis with covariate‐dependent mean and covariance structures," Biometrics, The International Biometric Society, vol. 79(3), pages 2232-2245, September.

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