Modeling environmental data by functional principal component logistic regression

被引:57
作者
Escabias, M [1 ]
Aguilera, AM [1 ]
Valderrama, MJ [1 ]
机构
[1] Univ Granada, Fac Farm, Dept Stat & Operat Res, Granada 18071, Spain
关键词
functional data; logistic regression; principal components;
D O I
10.1002/env.696
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
In recent years, many studies have dealt with predicting a response variable based on the information provided by a functional variable. When the response variable is binary, different problems arise, such as multicollinearity and high dimensionality, which prejudice the estimation of the model and the interpretation of its parameters. In this article we address these problems by using functional logistic regression and principal component analysis. In order to obtain a unique solution for the maximum likelihood estimation of the parameter function, quasi-natural cubic spline interpolation of sample paths on their discrete time observations is proposed. We also introduce a new interpretation of the relationship between the response variable and the functional predictor where the change in the odds of success is evaluated from the estimated parameter function. An analysis of climatological data is finally presented to illustrate the practical performance of the proposed methodologies. Copyright (c) 2004 John Wiley & Sons, Ltd.
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页码:95 / 107
页数:13
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