English

Robust function-on-function interaction regression

Methodology 2024-10-25 v1

Abstract

A function-on-function regression model with quadratic and interaction effects of the covariates provides a more flexible model. Despite several attempts to estimate the model's parameters, almost all existing estimation strategies are non-robust against outliers. Outliers in the quadratic and interaction effects may deteriorate the model structure more severely than their effects in the main effect. We propose a robust estimation strategy based on the robust functional principal component decomposition of the function-valued variables and τ\tau-estimator. The performance of the proposed method relies on the truncation parameters in the robust functional principal component decomposition of the function-valued variables. A robust Bayesian information criterion is used to determine the optimum truncation constants. A forward stepwise variable selection procedure is employed to determine relevant main, quadratic, and interaction effects to address a possible model misspecification. The finite-sample performance of the proposed method is investigated via a series of Monte-Carlo experiments. The proposed method's asymptotic consistency and influence function are also studied in the supplement, and its empirical performance is further investigated using a U.S. COVID-19 dataset.

Keywords

Cite

@article{arxiv.2410.18338,
  title  = {Robust function-on-function interaction regression},
  author = {Ufuk Beyaztas and Han Lin Shang and Abhijit Mandal},
  journal= {arXiv preprint arXiv:2410.18338},
  year   = {2024}
}

Comments

35 pages, 3 tables