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功能广义相加模型

Functional Generalized Additive Models.

作者信息

McLean Mathew W, Hooker Giles, Staicu Ana-Maria, Scheipl Fabian, Ruppert David

机构信息

PhD Student, School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853.

Assistant Professor, Department of Biological Statistics and Computational Biology, Cornell University, Ithaca, NY, 14853.

出版信息

J Comput Graph Stat. 2014;23(1):249-269. doi: 10.1080/10618600.2012.729985.

Abstract

We introduce the functional generalized additive model (FGAM), a novel regression model for association studies between a scalar response and a functional predictor. We model the link-transformed mean response as the integral with respect to of {(), } where (·,·) is an unknown regression function and () is a functional covariate. Rather than having an additive model in a finite number of principal components as in Müller and Yao (2008), our model incorporates the functional predictor directly and thus our model can be viewed as the natural functional extension of generalized additive models. We estimate (·,·) using tensor-product B-splines with roughness penalties. A pointwise quantile transformation of the functional predictor is also considered to ensure each tensor-product B-spline has observed data on its support. The methods are evaluated using simulated data and their predictive performance is compared with other competing scalar-on-function regression alternatives. We illustrate the usefulness of our approach through an application to brain tractography, where () is a signal from diffusion tensor imaging at position, , along a tract in the brain. In one example, the response is disease-status (case or control) and in a second example, it is the score on a cognitive test. R code for performing the simulations and fitting the FGAM can be found in supplemental materials available online.

摘要

我们引入了功能广义相加模型(FGAM),这是一种用于标量响应与功能预测变量之间关联研究的新型回归模型。我们将链接变换后的平均响应建模为关于{(), }的积分,其中(·,·)是一个未知的回归函数,()是一个功能协变量。与Müller和Yao(2008)中在有限数量的主成分中使用相加模型不同,我们的模型直接纳入了功能预测变量,因此我们的模型可以被视为广义相加模型的自然功能扩展。我们使用带有粗糙度惩罚的张量积B样条来估计(·,·)。还考虑了功能预测变量的逐点分位数变换,以确保每个张量积B样条在其支撑上有观测数据。使用模拟数据对这些方法进行评估,并将它们的预测性能与其他竞争性的标量对函数回归方法进行比较。我们通过将其应用于脑纤维束成像来说明我们方法的有用性,其中()是来自沿着大脑中一条纤维束在位置处的扩散张量成像的信号。在一个例子中,响应是疾病状态(病例或对照),在第二个例子中,它是认知测试的分数。执行模拟和拟合FGAM的R代码可以在网上提供的补充材料中找到。

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