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Neural Networks for Partially Linear Quantile Regression

用于部分线性分位数回归的神经网络

Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regression remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more parsimonious way than nonparametric smoothing methods. However, while deep learning brought breakthroughs in prediction, it is not well suited for statistical inference due to its black box nature. In this article, we leverage the advantages of…

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Inverse regression for longitudinal data

纵向数据的逆回归

Sliced inverse regression (Duan and Li [Ann. Statist. 19 (1991) 505–530], Li [J. Amer. Statist. Assoc. 86 (1991) 316–342]) is an appealing dimension reduction method for regression models with multivariate covariates. It has been extended by Ferré and Yao [Statistics 37 (2003) 475–488, Statist. Sinica 15 (2005) 665–683] and Hsing and Ren [Ann. Statist. 37 (2009) 726–755] to functional covariates where the whole trajectories of random functional covariates are completely…

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Time-Varying Additive Models for Longitudinal Data

纵向数据的时变加性模型

The additive model is an effective dimension-reduction approach that also provides flexibility in modeling the relation between a response variable and key covariates. The literature is largely developed to scalar response and vector covariates. In this article, more complex data are of interest, where both the response and the covariates are functions. We propose a functional additive model together with a new backfitting algorithm to estimate the unknown regression…

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Functional single index models for longitudinal data

纵向数据的函数型单指标模型

A new single-index model that reflects the time-dynamic effects of the single index is proposed for longitudinal and functional response data, possibly measured with errors, for both longitudinal and time-invariant covariates. With appropriate initial estimates of the parametric index, the proposed estimator is shown to be $\sqrt{n}$-consistent and asymptotically normally distributed. We also address the nonparametric estimation of regression functions and provide estimates…

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Covariate adjusted functional principal components analysis for longitudinal data

纵向数据的协变量调整函数主成分分析

Classical multivariate principal component analysis has been extended to functional data and termed functional principal component analysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal of this paper to develop two methods that do. In the first approach, both the mean and covariance functions depend on the covariate Z and time scale t while in the second approach only the mean function depends on the covariate Z. Both new…

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Properties of principal component methods for functional and longitudinal data analysis

函数型与纵向数据分析中主成分方法的性质

The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of “functional data analysis,” it has often been assumed that a sample of random functions is observed precisely, in the continuum and without noise. While this has been the traditional setting for functional data analysis, in the context of longitudinal data analysis a random function typically represents a patient, or subject, who is observed…

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Functional linear regression analysis for longitudinal data

纵向数据的函数型线性回归分析

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth random trajectories, and the data consist of a small number of noisy repeated measurements made at irregular times for a sample of subjects. In longitudinal studies, the number of repeated measurements per subject is often small and may…

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Functional Data Analysis for Sparse Longitudinal Data

稀疏纵向数据的函数型数据分析

We propose a nonparametric method to perform functional principal components analysis for the case of sparse longitudinal data. The method aims at irregularly spaced longitudinal data, where the number of repeated measurements available per subject is small. In contrast, classical functional data analysis requires a large number of regularly spaced measurements per subject. We assume that the repeated measurements are located randomly with a random number of repetitions for…

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Two-Sample Inference for Median Survival Times Based on One-Sample Procedures for Censored Survival Data

基于单样本程序的删失生存时间中位数双样本推断

Confidence intervals for median survival times are derived for censored survival data. The intervals are obtained by using the quantiles of the Kaplan-Meier product-limit estimator and have the same Pitman efficiency as the intervals found by inverting the sign test. Two-sample tests and confidence intervals for the difference in median survival times are then developed based on the comparison of the one-sample confidence intervals. Several methods for choosing the…

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