American Statistical Association
New York City
Metropolitan Area Chapter

Levin Lecture Series: Fall 2019 Colloquium Seminars
Department of Biostatistics
Mailman School of Public Health
Columbia University



RESTRICTED FUNCTION-ON-FUNCTION LINEAR REGRESSION MODEL

by

Dr. Ruiyan Luo
Associate Professor
Division of Epidemiology & Biostatistics
School of Public Health
Georgia State University

Host: Todd Ogden


Abstract

In the usual function-on-function linear regression model, the coefficient surface is defined in a rectangular region and the value of the response curve at any point is influenced by the entire trajectory of the predictor curve. In a couple of variants of function-on-function models, such as the historical model, the response value is influenced only by a subset of the predictor curve. In this paper, we consider the restricted function-on-function linear model where the coefficient surface is defined in a sub-region of the rectangle, and the value of the response curve at any point is influenced by a sub-curve of the predictor. The restricted function-on-function model includes the usual function-on-function model and its variants as special cases. We have two major purposes. First, given the sub-region, we propose an efficient estimation procedure for the corresponding restricted function-on-function model based on the optimal expansion of the coefficient surface. Second, as the sub-region is seldom specified in practice, we propose a sub-region selection procedure which can lead to models with better interpretation and better performance than the model without any restriction. Algorithms are developed for both model estimation and sub-region selection.


Date: Thursday, October 31, 2019
Time: 11:30 A.M. - 12:30 P.M.
Location: Mailman School of Public Health
Department of Biostatistics
722 West 168th Street
AR Building
8th Floor Auditorium
New York, New York

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