Penalized versions of functional PLS regression Articles uri icon

publication date

  • May 2016

start page

  • 80

end page

  • 92

volume

  • 154

international standard serial number (ISSN)

  • 0169-7439

electronic international standard serial number (EISSN)

  • 1873-3239

abstract

  • Least squares estimation of the functional linear regression model with scalar response is an ill-posed problem due to the infinite dimension of the functional predictor. Dimension reduction approaches as principal component regression or partial least squares regression are proposed and widely used in applications. In both cases the interpretation of the model could be difficult because of the roughness of the coefficient regression function. In this paper, two penalized estimations of this model based on modifying the partial least squares criterion with roughness penalties for the weight functions are proposed. One introduces the penalty in the definition of the norm in the functional space, and the other one in the cross-covariance operator. A simulation study and several applications on real data show the efficiency of the penalized approaches with respect to the non-penalized ones. (C) 2016 Elsevier B.V. All rights reserved.

keywords

  • pls; functional data; penalized splines; basis representation; partial least-squares; linear-model; principal