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Generalized Functional Extended Redundancy Analysis

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  • Heungsun Hwang
  • Hye Suk
  • Yoshio Takane
  • Jang-Han Lee
  • Jooseop Lim

Abstract

Functional extended redundancy analysis (FERA) was recently developed to integrate data reduction into functional linear models. This technique extracts a component from each of multiple sets of predictor data in such a way that the component accounts for the maximum variance of response data. Moreover, it permits predictor and/or response data to be functional. FERA can be of use in describing overall characteristics of each set of predictor data and in summarizing the relationships between predictor and response data. In this paper, we extend FERA into the framework of generalized linear models (GLM), so that it can deal with response data generated from a variety of distributions. Specifically, the proposed method reduces each set of predictor functions to a component and uses the component for explaining exponential-family responses. As in GLM, we specify the random, systematic, and link function parts of the proposed method. We develop an iterative algorithm to maximize a penalized log-likelihood criterion that is derived in combination with a basis function expansion approach. We conduct two simulation studies to investigate the performance of the proposed method based on synthetic data. In addition, we apply the proposed method to two examples to demonstrate its empirical usefulness. Copyright The Psychometric Society 2015

Suggested Citation

  • Heungsun Hwang & Hye Suk & Yoshio Takane & Jang-Han Lee & Jooseop Lim, 2015. "Generalized Functional Extended Redundancy Analysis," Psychometrika, Springer;The Psychometric Society, vol. 80(1), pages 101-125, March.
    • Handle: RePEc:spr:psycho:v:80:y:2015:i:1:p:101-125
    DOI: 10.1007/s11336-013-9373-x
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    References listed on IDEAS

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    Cited by:

    1. Minjung Kyung & Ju-Hyun Park & Ji Yeh Choi, 2022. "Bayesian Mixture Model of Extended Redundancy Analysis," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 946-966, September.
    2. Hye Won Suk & Heungsun Hwang, 2016. "Functional Generalized Structured Component Analysis," Psychometrika, Springer;The Psychometric Society, vol. 81(4), pages 940-968, December.

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