On the Number of Independent Pieces of Information in a Functional Linear Model with a Scalar Response

Eduardo L. Montoya
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Eduardo L. Montoya: Department of Mathematics, California State University, Bakersfield, CA 93311, USA

Stats, 2020, vol. 3, issue 4, 1-16

Abstract: In a functional linear model (FLM) with scalar response, the parameter curve quantifies the relationship between a functional explanatory variable and a scalar response. While these models can be ill-posed, a penalized regression spline approach may be used to obtain an estimate of the parameter curve. The penalized regression spline estimate will be dependent on the value of a smoothing parameter. However, the ability to obtain a reasonable parameter curve estimate is reliant on how much information is present in the covariate functions for estimating the parameter curve. We propose to quantify the information present in the covariate functions to estimate the parameter curve. In addition, we examine the influence of this information on the stability of the parameter curve estimator and on the performance of smoothing parameter selection methods in a FLM with a scalar response.

Keywords: eigenvalues; smoothing parameter; functional linear model (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2020
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