Functional linear regression that’s interpretable
نویسندگان
چکیده
منابع مشابه
Functional Linear Regression That’s Interpretable
Regression models to relate a scalar Y to a functional predictor X(t) are becoming increasingly common. Work in this area has concentrated on estimating a coefficient function, β(t), with Y related to X(t) through ∫ β(t)X(t) dt . Regions where β(t) = 0 correspond to places where there is a relationship between X(t) and Y . Alternatively, points where β(t)= 0 indicate no relationship. Hence, for...
متن کاملDocumentation for the R-code to implement the FLRTI methodology in “Functional Linear Regression That’s Interpretable”
This is a set of functions that fit the FLRTI approach. The main fitting function is “flrti”. In addition “flrti.boot” produces bootstrap confidence intervals for β(t), “flrti.cv” performs cross-validation to choose the tuning parameters, “flrti.perm” tests statistical significance between Y and X(t) and “predict.flrti” produces predictions for a new set of X(t) predictors. We provide documenta...
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Theoretical results in the functional linear regression literature have so far focused on minimax estimation where smoothness parameters are assumed to be known and the estimators typically depend on these smoothness parameters. In this paper we consider adaptive estimation in functional linear regression. The goal is to construct a single data-driven procedure that achieves optimality results ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/08-aos641