Penalized spline approaches for functional logit regression

M. Aguilera-Morillo (), Ana Aguilera, Manuel Escabias and Mariano Valderrama

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2013, vol. 22, issue 2, 277 pages

Abstract: The problem of multicollinearity associated with the estimation of a functional logit model can be solved by using as predictor variables a set of functional principal components. The functional parameter estimated by functional principal component logit regression is often nonsmooth and then difficult to interpret. To solve this problem, different penalized spline estimations of the functional logit model are proposed in this paper. All of them are based on smoothed functional PCA and/or a discrete penalty in the log-likelihood criterion in terms of B-spline expansions of the sample curves and the functional parameter. The ability of these smoothing approaches to provide an accurate estimation of the functional parameter and their classification performance with respect to unpenalized functional PCA and LDA-PLS are evaluated via simulation and application to real data. Leave-one-out cross-validation and generalized cross-validation are adapted to select the smoothing parameter and the number of principal components or basis functions associated with the considered approaches. Copyright Sociedad de Estadística e Investigación Operativa 2013

Keywords: Functional logit regression; Functional principal components analysis; Penalized splines; B-splines; 62H25; 60E99; 60G12; 46C05; 46A35 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (13)

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DOI: 10.1007/s11749-012-0307-1

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