Robust Functional Linear Regression Models

With advancements in technology and data storage, the availability of functional data whose sample observations are recorded over a continuum, such as time, wavelength, space grids, and depth, progressively increases in almost all scientific branches. The functional linear regression models, including scalar-on-function and function-on-function, have become popular tools for exploring the functional relationships between the scalar response-functional predictors and functional response-functional predictors, respectively. However, most existing estimation strategies are based on non-robust estimators that are seriously hindered by outlying observations, which are common in applied research. In the case of outliers, the non-robust methods lead to undesirable estimation and prediction results. Using a readily-available R package robflreg, this paper presents several robust methods build upon the functional principal component analysis for modeling and predicting scalar-on-function and function-on-function regression models in the presence of outliers. The methods are demonstrated via simulated and empirical datasets.

Ufuk Beyaztas (Marmara University) , Han Lin Shang (Macquarie University)
2023-09-07

Supplementary materials

Supplementary materials are available in addition to this article. It can be downloaded at RJ-2023-033.zip

References

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Citation

For attribution, please cite this work as

Beyaztas & Shang, "Robust Functional Linear Regression Models", The R Journal, 2023

BibTeX citation

@article{RJ-2023-033,
  author = {Beyaztas, Ufuk and Shang, Han Lin},
  title = {Robust Functional Linear Regression Models},
  journal = {The R Journal},
  year = {2023},
  note = {https://doi.org/10.32614/RJ-2023-033},
  doi = {10.32614/RJ-2023-033},
  volume = {15},
  issue = {1},
  issn = {2073-4859},
  pages = {212-233}
}