Artículos de revistas
Consistent Variable Selection For Functional Regression Models
Registration in:
Journal Of Multivariate Analysis. ELSEVIER INC, n. 146, p. 63 - 71.
0047-259X
WOS:000373648200006
10.1016/j.jmva.2015.06.007
Author
Collazos
JAA; Dias
R; Zambom
AZ
Institutions
Abstract
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) The dual problem of testing the predictive significance of a particular covariate, and identification of the set of relevant covariates is common in applied research and methodological investigations. To study this problem in the context of functional linear regression models with predictor variables observed over a grid and a scalar response, we consider basis expansions of the functional covariates and apply the likelihood ratio test. Based on p-values from testing each predictor, we propose a new variable selection method, which is consistent in selecting the relevant predictors from set of available predictors that is allowed to grow with the sample size n. Numerical simulations suggest that the proposed variable selection procedure outperforms existing methods found in the literature. A real dataset from weather stations in Japan is analyzed. (C) 2016 Published by Elsevier Inc. 146
63 71 CNPq [302956/2013-1] Fapesp [2013/07375-0, 2013/00506-1] CAPES Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)