Functional Linear Regression That ’ s Interpretable

@inproceedings{Ames2006FunctionalLR,
  title={Functional Linear Regression That ’ s Interpretable},
  author={A Ames and HU JIZ},
  year={2006}
}
Regression models to relate a scalar Y to a functional predictor W(t) are becoming increasingly common. Work in this area has concentrated on estimating a co efficient function,β(t), with Y related to W(t) through ∫ β(t)W(t)dt. Regions whereβ(t) 6= 0 correspond to places where there is a relationship betweenW(t) andY. Alternatively, points whereβ(t) = 0 indicate no relationship. Hence, for interpretation purposes, it is desirable for a regression p r cedure to be capable of producing estimates… CONTINUE READING
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