Functional data analysis with covariate‐dependent mean and covariance structures

Chenlin Zhang, Huazhen Lin, Li Liu, Jin Liu and Yi Li

Biometrics, 2023, vol. 79, issue 3, 2232-2245

Abstract: Functional data analysis has emerged as a powerful tool in response to the ever‐increasing resources and efforts devoted to collecting information about response curves or anything that varies over a continuum. However, limited progress has been made with regard to linking the covariance structures of response curves to external covariates, as most functional models assume a common covariance structure. We propose a new functional regression model with covariate‐dependent mean and covariance structures. Particularly, by allowing variances of random scores to be covariate‐dependent, we identify eigenfunctions for each individual from the set of eigenfunctions that govern the variation patterns across all individuals, resulting in high interpretability and prediction power. We further propose a new penalized quasi‐likelihood procedure that combines regularization and B‐spline smoothing for model selection and estimation and establish the convergence rate and asymptotic normality of the proposed estimators. The utility of the developed method is demonstrated via simulations, as well as an analysis of the Avon Longitudinal Study of Parents and Children concerning parental effects on the growth curves of their offspring, which yields biologically interesting results.

Date: 2023
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