Biostatistics Commons^™

Penalized Function-On-Function Regression, Andrada E. Ivanescu, Ana-Maria Staicu, Fabian Scheipl, Sonja Greven

Johns Hopkins University, Dept. of Biostatistics Working Papers

We propose a general framework for smooth regression of a functional response on one or multiple functional predictors. Using the mixed model representation of penalized regression expands the scope of function on function regression to many realistic scenarios. In particular, the approach can accommodate a densely or sparsely sampled functional response as well as multiple functional predictors that are observed: 1) on the same or different domains than the functional response; 2) on a dense or sparse grid; and 3) with or without noise. It also allows for seamless integration of continuous or categorical covariates and provides approximate confidence intervals …