Detection of Interaction Effects in a Nonparametric Concurrent Regression Model

Many methods have been developed to study nonparametric function-on-function regression models. Nevertheless, there is a lack of model selection approach to the regression function as a functional function with functional covariate inputs. To study interaction effects among these functional covariat...

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Main Authors: Rui Pan, Zhanfeng Wang, Yaohua Wu
Format: Article
Language:English
Published: MDPI AG 2023-09-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/25/9/1327
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author Rui Pan
Zhanfeng Wang
Yaohua Wu
author_facet Rui Pan
Zhanfeng Wang
Yaohua Wu
author_sort Rui Pan
collection DOAJ
description Many methods have been developed to study nonparametric function-on-function regression models. Nevertheless, there is a lack of model selection approach to the regression function as a functional function with functional covariate inputs. To study interaction effects among these functional covariates, in this article, we first construct a tensor product space of reproducing kernel Hilbert spaces and build an analysis of variance (ANOVA) decomposition of the tensor product space. We then use a model selection method with the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>L</mi><mn>1</mn></msub></semantics></math></inline-formula> criterion to estimate the functional function with functional covariate inputs and detect interaction effects among the functional covariates. The proposed method is evaluated using simulations and stroke rehabilitation data.
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spelling doaj.art-269ab1cb7179489db284683f022fc65a2023-11-19T10:36:04ZengMDPI AGEntropy1099-43002023-09-01259132710.3390/e25091327Detection of Interaction Effects in a Nonparametric Concurrent Regression ModelRui Pan0Zhanfeng Wang1Yaohua Wu2School of Data Science, University of Science and Technology of China, Hefei 230026, ChinaDepartment of Statistics and Finance, Management School, University of Science and Technology of China, Hefei 230026, ChinaDepartment of Statistics and Finance, Management School, University of Science and Technology of China, Hefei 230026, ChinaMany methods have been developed to study nonparametric function-on-function regression models. Nevertheless, there is a lack of model selection approach to the regression function as a functional function with functional covariate inputs. To study interaction effects among these functional covariates, in this article, we first construct a tensor product space of reproducing kernel Hilbert spaces and build an analysis of variance (ANOVA) decomposition of the tensor product space. We then use a model selection method with the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>L</mi><mn>1</mn></msub></semantics></math></inline-formula> criterion to estimate the functional function with functional covariate inputs and detect interaction effects among the functional covariates. The proposed method is evaluated using simulations and stroke rehabilitation data.https://www.mdpi.com/1099-4300/25/9/1327model selection<i>L</i><sub>1</sub> criterionreproducing kernel Hilbert spacesmoothing spline
spellingShingle Rui Pan
Zhanfeng Wang
Yaohua Wu
Detection of Interaction Effects in a Nonparametric Concurrent Regression Model
Entropy
model selection
<i>L</i><sub>1</sub> criterion
reproducing kernel Hilbert space
smoothing spline
title Detection of Interaction Effects in a Nonparametric Concurrent Regression Model
title_full Detection of Interaction Effects in a Nonparametric Concurrent Regression Model
title_fullStr Detection of Interaction Effects in a Nonparametric Concurrent Regression Model
title_full_unstemmed Detection of Interaction Effects in a Nonparametric Concurrent Regression Model
title_short Detection of Interaction Effects in a Nonparametric Concurrent Regression Model
title_sort detection of interaction effects in a nonparametric concurrent regression model
topic model selection
<i>L</i><sub>1</sub> criterion
reproducing kernel Hilbert space
smoothing spline
url https://www.mdpi.com/1099-4300/25/9/1327
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AT zhanfengwang detectionofinteractioneffectsinanonparametricconcurrentregressionmodel
AT yaohuawu detectionofinteractioneffectsinanonparametricconcurrentregressionmodel