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函数线性模型中的假设检验。

Hypothesis testing in functional linear models.

作者信息

Su Yu-Ru, Di Chong-Zhi, Hsu Li

机构信息

Biostatistics, Division of Public Health Sciences Fred Hutchinson Cancer Research Center, Seattle, Washington, U.S.A.

出版信息

Biometrics. 2017 Jun;73(2):551-561. doi: 10.1111/biom.12624. Epub 2017 Mar 10.

Abstract

Functional data arise frequently in biomedical studies, where it is often of interest to investigate the association between functional predictors and a scalar response variable. While functional linear models (FLM) are widely used to address these questions, hypothesis testing for the functional association in the FLM framework remains challenging. A popular approach to testing the functional effects is through dimension reduction by functional principal component (PC) analysis. However, its power performance depends on the choice of the number of PCs, and is not systematically studied. In this article, we first investigate the power performance of the Wald-type test with varying thresholds in selecting the number of PCs for the functional covariates, and show that the power is sensitive to the choice of thresholds. To circumvent the issue, we propose a new method of ordering and selecting principal components to construct test statistics. The proposed method takes into account both the association with the response and the variation along each eigenfunction. We establish its theoretical properties and assess the finite sample properties through simulations. Our simulation results show that the proposed test is more robust against the choice of threshold while being as powerful as, and often more powerful than, the existing method. We then apply the proposed method to the cerebral white matter tracts data obtained from a diffusion tensor imaging tractography study.

摘要

功能数据在生物医学研究中经常出现,在此类研究中,探究功能预测变量与标量响应变量之间的关联通常很有意义。虽然功能线性模型(FLM)被广泛用于解决这些问题,但在FLM框架中对功能关联进行假设检验仍然具有挑战性。一种流行的检验功能效应的方法是通过功能主成分(PC)分析进行降维。然而,其功效表现取决于主成分数量的选择,且尚未得到系统研究。在本文中,我们首先研究了在为功能协变量选择主成分数量时,具有不同阈值的 Wald 型检验的功效表现,并表明功效对标量的选择很敏感。为规避该问题,我们提出了一种对主成分进行排序和选择以构建检验统计量的新方法。所提出的方法同时考虑了与响应的关联以及沿每个特征函数的变化。我们建立了其理论性质,并通过模拟评估了有限样本性质。我们的模拟结果表明,所提出的检验在对标量的选择上更稳健,同时与现有方法具有相同的功效,并且通常比现有方法更强大。然后,我们将所提出的方法应用于从扩散张量成像纤维束造影研究中获得的脑白质纤维束数据。

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