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Functional Generalized Additive Models
Authors:Mathew W McLean  Giles Hooker  Ana-Maria Staicu  Fabian Scheipl  David Ruppert
Abstract:We introduce the functional generalized additive model (FGAM), a novel regression model for association studies between a scalar response and a functional predictor. We model the link-transformed mean response as the integral with respect to t of F{X(t), t} where F( ·, ·) is an unknown regression function and X(t) is a functional covariate. Rather than having an additive model in a finite number of principal components as by Müller and Yao (2008 Müller, H.G., and Yao, F. (2008), “Functional Additive Models,” Journal of the American Statistical Association, 103, 15341544.Taylor & Francis Online], Web of Science ®] Google Scholar]), our model incorporates the functional predictor directly and thus our model can be viewed as the natural functional extension of generalized additive models. We estimate F( ·, ·) using tensor-product B-splines with roughness penalties. A pointwise quantile transformation of the functional predictor is also considered to ensure each tensor-product B-spline has observed data on its support. The methods are evaluated using simulated data and their predictive performance is compared with other competing scalar-on-function regression alternatives. We illustrate the usefulness of our approach through an application to brain tractography, where X(t) is a signal from diffusion tensor imaging at position, t, along a tract in the brain. In one example, the response is disease-status (case or control) and in a second example, it is the score on a cognitive test. The FGAM is implemented in R in the refund package. There are additional supplementary materials available online.
Keywords:Diffusion tensor imaging  Functional data analysis  Functional regression  P-spline
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