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功能加性混合模型

Functional Additive Mixed Models.

作者信息

Scheipl Fabian, Staicu Ana-Maria, Greven Sonja

机构信息

Ludwig-Maximilians-Universität München.

North Carolina State University.

出版信息

J Comput Graph Stat. 2015 Apr 1;24(2):477-501. doi: 10.1080/10618600.2014.901914.

Abstract

We propose an extensive framework for additive regression models for correlated functional responses, allowing for multiple partially nested or crossed functional random effects with flexible correlation structures for, e.g., spatial, temporal, or longitudinal functional data. Additionally, our framework includes linear and nonlinear effects of functional and scalar covariates that may vary smoothly over the index of the functional response. It accommodates densely or sparsely observed functional responses and predictors which may be observed with additional error and includes both spline-based and functional principal component-based terms. Estimation and inference in this framework is based on standard additive mixed models, allowing us to take advantage of established methods and robust, flexible algorithms. We provide easy-to-use open source software in the pffr() function for the R-package refund. Simulations show that the proposed method recovers relevant effects reliably, handles small sample sizes well and also scales to larger data sets. Applications with spatially and longitudinally observed functional data demonstrate the flexibility in modeling and interpretability of results of our approach.

摘要

我们为相关函数响应的加法回归模型提出了一个广泛的框架,该框架允许具有灵活相关结构的多个部分嵌套或交叉的函数随机效应,例如用于空间、时间或纵向函数数据。此外,我们的框架包括函数协变量和标量协变量的线性和非线性效应,这些效应可能在函数响应的索引上平滑变化。它适用于密集或稀疏观测的函数响应和预测变量,这些变量可能带有额外误差进行观测,并且包括基于样条和基于函数主成分的项。此框架中的估计和推断基于标准加法混合模型,这使我们能够利用已有的方法和强大、灵活的算法。我们在R包refund的pffr()函数中提供了易于使用的开源软件。模拟表明,所提出的方法能够可靠地恢复相关效应,很好地处理小样本量,并且也能扩展到更大的数据集。对空间和纵向观测的函数数据的应用展示了我们方法在建模和结果可解释性方面的灵活性。

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