FPCA-based estimation for generalized functional partially linear models

Ruiyuan Cao, Jiang Du (), Jianjun Zhou and Tianfa Xie
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Ruiyuan Cao: Beijing University of Technology
Jiang Du: Beijing University of Technology
Jianjun Zhou: Yunnan University
Tianfa Xie: Beijing University of Technology

Statistical Papers, 2020, vol. 61, issue 6, No 19, 2715-2735

Abstract: Abstract In real data analysis, practitioners frequently come across the case that a discrete response will be related to both a function-valued random variable and a vector-value random variable as the predictor variables. In this paper, we consider the generalized functional partially linear models (GFPLM). The infinite slope function in the GFPLM is estimated by the principal component basis function approximations. Then, we consider the theoretical properties of the estimator obtained by maximizing the quasi likelihood function. The asymptotic normality of the estimator of the finite dimensional parameter and the rate of convergence of the estimator of the infinite dimensional slope function are established, respectively. We investigate the finite sample properties of the estimation procedure via Monte Carlo simulation studies and a real data analysis.

Keywords: Generalized linear model; Functional partially linear model; Quasi likelihood; Karhunen–Loève representation; 62G08; 62G20 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00362-018-01066-8

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