论文标题
部分最小二乘在功能在功能上的交互回归方法
A partial least squares approach for function-on-function interaction regression
论文作者
论文摘要
提出了部分最小二乘回归,用于估计功能功能回归模型,其中功能响应和多个功能预测因子由具有二次和相互作用效应的随机曲线组成。对功能在功能上的回归模型的直接估计通常是一个问题不足的问题。实际上,为了克服这一困难,属于无限维空间的功能数据通常被投影到一个有限的基础函数空间中。在功能功能回归模型转换为基础扩展系数的多元回归模型。在提出方法的估计阶段,功能变量通过有限维基函数扩展方法近似。我们表明,通过功能响应,多个功能预测指标和功能预测变量二次/相互作用项构建的部分最小二乘回归等同于使用功能变量的基础扩展构建的部分最小二乘回归。从功能变量的基础扩展的部分最小二乘回归中,我们为部分最小二乘估算功能在功能在功能功能的回归模型的系数函数的明确公式提供了一个明确的公式。由于模型的真实形式通常未指定,因此我们为模型选择提出了一个远期程序。使用多个蒙特卡洛实验和两个经验数据分析检查了所提出方法的有限样本性能,发现结果与现有方法相比有利。
A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction effects. The direct estimation of a function-on-function regression model is usually an ill-posed problem. To overcome this difficulty, in practice, the functional data that belong to the infinite-dimensional space are generally projected into a finite-dimensional space of basis functions. The function-on-function regression model is converted to a multivariate regression model of the basis expansion coefficients. In the estimation phase of the proposed method, the functional variables are approximated by a finite-dimensional basis function expansion method. We show that the partial least squares regression constructed via a functional response, multiple functional predictors, and quadratic/interaction terms of the functional predictors is equivalent to the partial least squares regression constructed using basis expansions of functional variables. From the partial least squares regression of the basis expansions of functional variables, we provide an explicit formula for the partial least squares estimate of the coefficient function of the function-on-function regression model. Because the true forms of the models are generally unspecified, we propose a forward procedure for model selection. The finite sample performance of the proposed method is examined using several Monte Carlo experiments and two empirical data analyses, and the results were found to compare favorably with an existing method.