Generalized Linear Models with Functional Predictors

نویسنده

  • GARETH M. JAMES
چکیده

In this paper we present a technique for extending generalized linear models (GLM) to the situation where some of the predictor variables are observations from a curve or function. The technique is particularly useful when only fragments of each curve have been observed. We demonstrate, on both simulated and real world data sets, how this approach can be used to perform linear, logistic and censored regression with functional predictors. In addition, we show how functional principal components can be used to gain insight into the relationship between the response and functional predictors. Finally, we extend the methodology to apply GLM and principal components to standard missing data problems. Some key words: Censored regression; Functional data analysis; Functional principal components; Generalized linear models; Logistic regression.

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تاریخ انتشار 2002