Functional Partial Linear Regression

Details Functional Partial Linear Regression Functional Partial Linear Regression

2009-08-05

arxiv.org/abs/0908.0618v1

Statistics

Methodology

Scientific paper

When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated relationships with the responses. In this paper, we propose a new semi-parametric model to take advantage of both parametric and nonparametric functional modeling. Asymptotic properties of the proposed estimators are established and finite sample behavior is investigated through a small simulation experiment.

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