Variable selection in functional additive regression models

Manuel Febrero-Bande (), Wenceslao González-Manteiga () and Manuel Oviedo de la Fuente ()
Additional contact information
Manuel Febrero-Bande: Universidade de Santiago de Compostela
Wenceslao González-Manteiga: Universidade de Santiago de Compostela
Manuel Oviedo de la Fuente: Universidade de Santiago de Compostela

Computational Statistics, 2019, vol. 34, issue 2, No 3, 469-487

Abstract: Abstract This paper considers the problem of variable selection in regression models in the case of functional variables that may be mixed with other type of variables (scalar, multivariate, directional, etc.). Our proposal begins with a simple null model and sequentially selects a new variable to be incorporated into the model based on the use of distance correlation proposed by Székely et al. (Ann Stat 35(6):2769–2794, 2007). For the sake of simplicity, this paper only uses additive models. However, the proposed algorithm may assess the type of contribution (linear, non linear, ...) of each variable. The algorithm has shown quite promising results when applied to simulations and real data sets.

Keywords: Variable selection; Functional regression additive models; Energy production (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://link.springer.com/10.1007/s00180-018-0844-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-018-0844-5

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/180/PS2

DOI: 10.1007/s00180-018-0844-5

Access Statistics for this article

Computational Statistics is currently edited by Wataru Sakamoto, Ricardo Cao and Jürgen Symanzik

More articles in Computational Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().