论文标题

伯恩斯坦多项式的功能回归中形状受限的估计

Shape-constrained Estimation in Functional Regression with Bernstein Polynomials

论文作者

Ghosal, Rahul, Ghosh, Sujit, Urbanek, Jacek, Schrack, Jennifer A., Zipunnikov, Vadim

论文摘要

对功能回归系数的形状限制,例如非阴性,单调性,凸度或凹度,通常以先验知识的形式获得,或者需要在功能回归模型中维持结构一致性。使用Bernstein多项式在形状受限的功能回归模型中开发了一种新的估计方法。具体而言,非参数回归的估计方法扩展到功能数据,适当地考虑了大量功能回归模型中的形状约束,例如标量 - 功能回归(SOFR),函数 - 量表回归(FOSR)和功能 - 在线功能 - 在线功能 - 功能 - 功能回归(FOFR)(FOFR)。理论结果确定了在标准规律条件下受约束估计量的渐近一致性。基于投影的方法为受约束的估计器提供了重点渐近置信区间。开发了自举测试,促进了形状约束的测试。使用模拟的数值分析说明了在形状约束下使用所提出的方法的使用来提高估计量的效率。两种应用包括i)通过限制形状的FOSR和ii)在巴尔的摩纵向研究(BLSA)中,通过形状限制的FOSR和ii)在心理健康研究中对药物效应进行建模。提供了拟议估计方法和测试的R软件实现和插图。

Shape restrictions on functional regression coefficients such as non-negativity, monotonicity, convexity or concavity are often available in the form of a prior knowledge or required to maintain a structural consistency in functional regression models. A new estimation method is developed in shape-constrained functional regression models using Bernstein polynomials. Specifically, estimation approaches from nonparametric regression are extended to functional data, properly accounting for shape-constraints in a large class of functional regression models such as scalar-on-function regression (SOFR), function-on-scalar regression (FOSR), and function-on-function regression (FOFR). Theoretical results establish the asymptotic consistency of the constrained estimators under standard regularity conditions. A projection based approach provides point-wise asymptotic confidence intervals for the constrained estimators. A bootstrap test is developed facilitating testing of the shape constraints. Numerical analysis using simulations illustrate improvement in efficiency of the estimators from the use of the proposed method under shape constraints. Two applications include i) modeling a drug effect in a mental health study via shape-restricted FOSR and ii) modeling subject-specific quantile functions of accelerometry-estimated physical activity in the Baltimore Longitudinal Study of Aging (BLSA) as outcomes via shape-restricted quantile-function on scalar regression (QFOSR). R software implementation and illustration of the proposed estimation method and the test is provided.

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