Functional regression: Difference between revisions

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== Functional nonlinear models ==
=== Functional polynomial models ===
Functional polynomial models are an extension of the FLMs with scalar responses, analogous to extending linear regression to [[polynomial regression]]. For a scalar response <math>Y</math> and a functional covariate <math>X(\cdot)</math> with ___domain <math>\mathcal{T}</math>, the simplest example of functional polynomial models is functional quadratic regression<ref name="yao:10">Yao{{Cite andjournal Müller|last=Yao (2010)|first=F. "Functional|last2=Muller quadratic regression"|first2=H. ''Biometrika''-G. '''97'''|date=2010-03-01 (1):49&ndash;64.|title=Functional [[Digitalquadratic objectregression identifier|doi]]:[httpurl=https://doiacademic.orgoup.com/biomet/article-lookup/doi/10.1093/biomet/asp069 |journal=Biometrika |language=en |volume=97 |issue=1 |pages=49–64 |doi=10.1093/biomet/asp069]. |issn=0006-3444}}</ref>
<math display="block">Y = \alpha + \int_\mathcal{T}\beta(t)X^c(t)\,dt + \int_\mathcal{T} \int_\mathcal{T} \gamma(s,t) X^c(s)X^c(t) \,ds\,dt + \varepsilon,</math>
where <math>X^c(\cdot) = X(\cdot) - \mathbb{E}(X(\cdot))</math> is the centered functional covariate, <math>\alpha</math> is a scalar coefficient, <math>\beta(\cdot)</math> and <math>\gamma(\cdot,\cdot)</math> are coefficient functions with domains <math>\mathcal{T}</math> and <math>\mathcal{T}\times\mathcal{T}</math>, respectively, and <math>\varepsilon</math> is a random error with mean zero and finite variance. By analogy to FLMs with scalar responses, estimation of functional polynomial models can be obtained through expanding both the centered covariate <math>X^c</math> and the coefficient functions <math>\beta</math> and <math>\gamma</math> in an orthonormal basis.<ref name=yao:10/>