Variable Selection in Function-on-Scalar Regression.

ABSTRACT: For regression models with functional responses and scalar predictors, it is common for the number of predictors to be large. Despite this, few methods for variable selection exist for function-on-scalar models, and none account for the inherent correlation of residual curves in such models. By expanding the coefficient functions using a B-spline basis, we pose the function-on-scalar model as a multivariate regression problem. Spline coefficients are grouped within coefficient function, and group-minimax concave penalty (MCP) is used for variable selection. We adapt techniques from generalized least squares to account for residual covariance by "pre-whitening" using an estimate of the covariance matrix, and establish theoretical properties for the resulting estimator. We further dev

SUBMITTER: Chen Y 

PROVIDER: S-EPMC4943585 | biostudies-literature | 2016

REPOSITORIES: biostudies-literature