Principal component estimation of functional logistic regression: Discussion of two different approaches

被引:97
作者
Escabias, M [1 ]
Aguilera, AM [1 ]
Valderrama, MJ [1 ]
机构
[1] Univ Granada, Dept Stat & Operat Res, E-18071 Granada, Spain
关键词
functional data analysis; logistic regression; principal components;
D O I
10.1080/10485250310001624738
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Over the last few years many methods have been developed for analyzing functional data with different objectives. The purpose of this paper is to predict a binary response variable in terms of a functional variable whose sample information is given by a set of curves measured without error. In order to solve this problem we formulate a functional logistic regression model and propose its estimation by approximating the sample paths in a finite dimensional space generated by a basis. Then, the problem is reduced to a multiple logistic regression model with highly correlated covariates. In order to reduce dimension and to avoid multicollinearity, two different approaches of functional principal component analysis of the sample paths are proposed. Finally, a simulation study for evaluating the estimating performance of the proposed principal component approaches is developed.
引用
收藏
页码:365 / 384
页数:20
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