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Activity Number: 319
Type: Contributed
Date/Time: Tuesday, August 4, 2009 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Computing
Abstract - #305737
Title: Functional Linear Model
Author(s): Robertas Gabrys*+ and Piotr Kokoszka and Lajos Horvath
Companies: Utah State University and Utah State University and The University of Utah
Address: 3900 Old Main Hill, Logan, UT, 84322,
Keywords: Functional observations ; Functional linear model
Abstract:

The paper deals with an estimation and evaluation of the goodness-of-fit of the functional linear model. We discuss three types of residuals obtained from projecting infinite onto finite dimensional space, estimating a subspace and model parameters. We propose a chi-squared test to assess the goodness of fit of the functional linear model. The simulation study and applications are carried out to illustrate and verify theoretical investigations.


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