Truncated estimation in functional generalized linear regression models

Truncated estimation in functional generalized linear regression models
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函数广义线性回归模型中的截断估计

DOI:
10.1016/j.csda.2022.107421
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发表时间:
2022
影响因子:
1.8
通讯作者:
Petersen, Alexander
Petersen, Alexander
中科院分区:
数学3区
文献类型:
--
作者:
Liu, Xi;Divani, Afshin A.;Petersen, Alexander

文献摘要

参考文献

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函数广义线性模型研究函数预测因子对标量响应的影响。一个有趣的情况是,当函数预测被认为只通过其值在域中的某个点上对响应的条件均值施加影响时。在文献中,对函数效应具有这种类型限制的模型被称为截断或历史回归模型。将结构变量选择方法与回归系数函数的局部B样条展开相结合,给出了惩罚似然估计。除了函数回归中典型的平滑惩罚外,还包括嵌套组套索惩罚,这保证了B样条的顺序进入,从而在估计量上引起所需的截断。一个优化方案的发展,以计算有效的解决方案的路径时,改变截断调谐参数。在适当的光滑性假设下,给出了系数函数估计的收敛速度和截断点估计的相合性。所提出的方法是通过模拟和应用程序,涉及的影响,血压值的患者谁遭受了自发性脑出血。
Functional generalized linear models investigate the effect of functional predictors on a scalar response. An interesting case is when the functional predictor is thought to exert an influence on the conditional mean of the response only through its values up to a certain point in the domain. In the literature, models with this type of restriction on the functional effect have been termed truncated or historical regression models. A penalized likelihood estimator is formulated by combining a structured variable selection method with a localized B-spline expansion of the regression coefficient function. In addition to a smoothing penalty that is typical for functional regression, a nested group lasso penalty is also included which guarantees the sequential entering of B-splines and thus induces the desired truncation on the estimator. An optimization scheme is developed to compute the solution path efficiently when varying the truncation tuning parameter. The convergence rate of the coefficient function estimator and consistency of the truncation point estimator are given under suitable smoothness assumptions. The proposed method is demonstrated through simulations and an application involving the effects of blood pressure values in patients who suffered a spontaneous intracerebral hemorrhage.
DOI: 10.5705/ss.2010.237
发表时间: 2013-01-01
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DOI: 10.1385/ncc:1:1:31
发表时间: 2004
期刊: Neurocritical Care
影响因子: 3.5
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