Simultaneous Variable Selection, Clustering, and Smoothing in Function on Scalar Regression
Applications
2019-06-26 v1
Abstract
We address the problem of multicollinearity in a function-on-scalar regression model by using a prior which simultaneously selects, clusters, and smooths functional effects. Our methodology groups effects of highly correlated predictors, performing dimension reduction without dropping relevant predictors from the model. We validate our approach via a simulation study, showing superior performance relative to existing dimension reduction approaches in the function-on-scalar literature. We also demonstrate the use of our model on a data set of age specific fertility rates from the United Nations Gender Information database.
Cite
@article{arxiv.1906.10286,
title = {Simultaneous Variable Selection, Clustering, and Smoothing in Function on Scalar Regression},
author = {Suchit Mehrotra and Arnab Maity},
journal= {arXiv preprint arXiv:1906.10286},
year = {2019}
}