A general framework for functional regression modelling

Greven, Sonja und Scheipl, Fabian (2017): A general framework for functional regression modelling. In: Statistical Modelling, Bd. 17, Nr. 43132: S. 1-35

Abstract

Researchers are increasingly interested in regression models for functional data. This article discusses a comprehensive framework for additive (mixed) models for functional responses and/or functional covariates based on the guiding principle of reframing functional regression in terms of corresponding models for scalar data, allowing the adaptation of a large body of existing methods for these novel tasks. The framework encompasses many existing as well as new models. It includes regression for generalized' functional data, mean regression, quantile regression as well as generalized additive models for location, shape and scale (GAMLSS) for functional data. It admits many flexible linear, smooth or interaction terms of scalar and functional covariates as well as (functional) random effects and allows flexible choices of basesparticularly splines and functional principal componentsand corresponding penalties for each term. It covers functional data observed on common (dense) or curve-specific (sparse) grids. Penalized-likelihood-based and gradient-boosting-based inference for these models are implemented in R packages <sans-serif>refund</sans-serif> and <sans-serif>FDboost</sans-serif>, respectively. We also discuss identifiability and computational complexity for the functional regression models covered. A running example on a longitudinal multiple sclerosis imaging study serves to illustrate the flexibility and utility of the proposed model class. Reproducible code for this case study is made available online.

• Dokumententyp: Zeitschriftenartikel
• Fakultät: Mathematik, Informatik und Statistik > Statistik
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• ISSN: 1471-082X
• Allianz-/Nationallizenz: Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG-geförderten) Allianz- bzw. Nationallizenz frei zugänglich.
• Sprache: Englisch