2016
DOI: 10.1080/10485252.2016.1231806
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Classical testing in functional linear models

Abstract: We extend four tests common in classical regression - Wald, score, likelihood ratio and F tests - to functional linear regression, for testing the null hypothesis, that there is no association between a scalar response and a functional covariate. Using functional principal component analysis, we re-express the functional linear model as a standard linear model, where the effect of the functional covariate can be approximated by a finite linear combination of the functional principal component scores. In this s… Show more

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Cited by 59 publications
(56 citation statements)
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“…For quantitative traits, the LRT of functional linear models was found to have inflated type I error rates when sample sizes are smaller than or equal to 1,000 and to have accurate type I error rates when sample sizes are 1,500 or 2,000, while F -tests were found to have accurate type I error rates over all sample sizes examined [Fan et al 2013]. Similar results regarding type I error rates were found in Kong et al [2014].…”
Section: Discussionmentioning
confidence: 65%
“…For quantitative traits, the LRT of functional linear models was found to have inflated type I error rates when sample sizes are smaller than or equal to 1,000 and to have accurate type I error rates when sample sizes are 1,500 or 2,000, while F -tests were found to have accurate type I error rates over all sample sizes examined [Fan et al 2013]. Similar results regarding type I error rates were found in Kong et al [2014].…”
Section: Discussionmentioning
confidence: 65%
“…We need to develop valid hypothesis testing procedures to test the association [Fan et al, 2013, 2014]. To our knowledge, Kong et al [2014] is the only paper to deal with the hypothesis testing of functional linear models, except for Fan et al [2013, 2014]. Kong et al [2014] calculates type I error rates at a 0.05 level, by using 5,000 simulated replicates.…”
Section: Introductionmentioning
confidence: 99%
“…To our knowledge, Kong et al [2014] is the only paper to deal with the hypothesis testing of functional linear models, except for Fan et al [2013, 2014]. Kong et al [2014] calculates type I error rates at a 0.05 level, by using 5,000 simulated replicates. In short, there has been very limited research on the hypothesis testing of functional regression models.…”
Section: Introductionmentioning
confidence: 99%
“…Two past approaches have commented on the potential for hypothesis tests in the FLM through the use of tests for zero variance components, but neither fully developed a method or study the properties of a hypothesis test (Reiss and Ogden, 2010;Gertheiss et al, 2012) (the former in the context of scalar-on-image regression). The theory for classical testing for H 0 : γ(s) = 0 in FLM has been developed, but still lacks computational implementability and the ability to test other null hypotheses Kong et al (2013). Tests for zero variance components, as proposed herein, are readily implementable and allow for testing a variety of null hypotheses.…”
Section: Introductionmentioning
confidence: 99%