Functional Modelling and Classification of Longitudinal Data*

Hans‐georg Müller

Scandinavian Journal of Statistics, 2005, vol. 32, issue 2, 223-240

Abstract: Abstract. We review and extend some statistical tools that have proved useful for analysing functional data. Functional data analysis primarily is designed for the analysis of random trajectories and infinite‐dimensional data, and there exists a need for the development of adequate statistical estimation and inference techniques. While this field is in flux, some methods have proven useful. These include warping methods, functional principal component analysis, and conditioning under Gaussian assumptions for the case of sparse data. The latter is a recent development that may provide a bridge between functional and more classical longitudinal data analysis. Besides presenting a brief review of functional principal components and functional regression, we develop some concepts for estimating functional principal component scores in the sparse situation. An extension of the so‐called generalized functional linear model to the case of sparse longitudinal predictors is proposed. This extension includes functional binary regression models for longitudinal data and is illustrated with data on primary biliary cirrhosis.

Date: 2005
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:32:y:2005:i:2:p:223-240

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