Functional regression: Difference between revisions

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where <math>\langle \cdot, \cdot \rangle</math> here denotes the inner product in <math>L^2</math>. One approach to estimating <math>\beta_0</math> and <math>\beta(\cdot)</math> is to expand the centered covariate <math>X^c(\cdot)</math> and the coefficient function <math>\beta(\cdot)</math> in the same [[Basis function|functional basis]], for example, [[B-spline]] basis or the eigenbasis used in the [[Karhunen&ndash;Loève theorem|Karhunen&ndash;Loève expansion]]. Suppose <math>\{\phi_k\}_{k=1}^\infty</math> is an [[orthonormal basis]] of <math>L^2</math>. Expanding <math>X^c</math> and <math>\beta</math> in this basis, <math>X^c(\cdot) = \sum_{k=1}^\infty x_k \phi_k(\cdot)</math>, <math>\beta(\cdot) = \sum_{k=1}^\infty \beta_k \phi_k(\cdot)</math>, model ({{EquationNote|2}}) becomes
<math display="block">Y = \beta_0 + \sum_{k=1}^\infty \beta_k x_k +\varepsilon.</math>
For implementation, regularization is needed and can be done through truncation, <math>L^2</math> penalization or <math>L^1</math> penalization.<ref name=morr:15>Morris{{cite (2015)journal|doi=10. "1146/annurev-statistics-010814-020413|title=Functional regression".Regression|year=2015|last1=Morris|first1=Jeffrey ''S.|journal=[[Annual Review of Statistics and Its Application''. ''']]|volume=2''':321&ndash;359|issue=1|pages=321–359|arxiv=1406. [[Digital object identifier4068|doi]]:[http://doibibcode=2015AnRSA.org/10.1146/annurev-statistics-010814-020413 10.1146/annurev-statistics-010814-020413]2..321M|s2cid=18637009}}</ref> In addition, a [[reproducing kernel Hilbert space]] (RKHS) approach can also be used to estimate <math>\beta_0</math> and <math>\beta(\cdot)</math> in model ({{EquationNote|2}})<ref>Yuan and Cai (2010). "A reproducing kernel Hilbert space approach to functional linear regression". ''The Annals of Statistics''. '''38''' (6):3412&ndash;3444. [[Digital object identifier|doi]]:[http://doi.org/10.1214/09-AOS772 10.1214/09-AOS772].</ref>
 
Adding multiple functional and scalar covariates, model ({{EquationNote|2}}) can be extended to
{{NumBlk|::|<math display="block">Y = \sum_{k=1}^q Z_k\alpha_k + \sum_{j=1}^p \int_{\mathcal{T}_j} X_j^c(t) \beta_j(t) \,dt + \varepsilon,</math>|{{EquationRef|3}}}}
where <math>Z_1,\ldots,Z_q</math> are scalar covariates with <math>Z_1=1</math>, <math>\alpha_1,\ldots,\alpha_q</math> are regression coefficients for <math>Z_1,\ldots,Z_q</math>, respectively, <math>X^c_j</math> is a centered functional covariate given by <math>X_j^c(\cdot) = X_j(\cdot) - \mathbb{E}(X_j(\cdot))</math>, <math>\beta_j</math> is regression coefficient function for <math>X_j^c(\cdot)</math>, and <math>\mathcal{T}_j</math> is the ___domain of <math>X_j</math> and <math>\beta_j</math>, for <math>j=1,\ldots,p</math>. However, due to the parametric component <math>\alpha</math>, the estimation methods for model ({{EquationNote|2}}) cannot be used in this case<ref name=wang:16>Wang,{{cite Chiou and Müller (2016)journal|doi=10. "1146/annurev-statistics-041715-033624|title=Functional dataData analysis". ''Analysis|year=2016|last1=Wang|first1=Jane-Ling|last2=Chiou|first2=Jeng-Min|last3=Müller|first3=Hans-Georg|journal=[[Annual Review of Statistics and Its Application'']]|volume=3|issue=1|pages=257–295|bibcode=2016AnRSA... '''3''':257&ndash;295. [[Digital object identifier.257W|doi]]:[httpurl=https://doizenodo.org/10.1146record/annurev-statistics-041715-033624 10.1146/annurev-statistics-041715-033624].895750}}</ref> and alternative estimation methods for model ({{EquationNote|3}}) are available.<ref>Kong, Xue, Yao and Zhang (2016). "Partially functional linear regression in high dimensions". ''Biometrika''. '''103''' (1):147&ndash;159. [[Digital object identifier|doi]]:[http://doi.org/10.1093/biomet/asv062 10.1093/biomet/asv062].</ref><ref>Hu, Wang and Carroll (2004). "Profile-kernel versus backfitting in the partially linear models for longitudinal/clustered data". ''Biometrika''. '''91''' (2): 251&ndash;262. [[Digital object identifier|doi]]:[http://doi.org/10.1093/biomet/91.2.251 10.1093/biomet/91.2.251].</ref>
 
=== Functional linear models with functional responses ===