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Dynamic partially functional linear regression model

Author

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  • Jiang Du

    (Beijing University of Technology)

  • Hui Zhao

    (Beijing University of Technology)

  • Zhongzhan Zhang

    (Beijing University of Technology)

Abstract

In this paper, we develop a dynamic partially functional linear regression model in which the functional dependent variable is explained by the first order lagged functional observation and a finite number of real-valued variables. The bivariate slope function is estimated by bivariate tensor-product B-splines. Under some regularity conditions, the large sample properties of the proposed estimators are established. We investigate the finite sample performance of the proposed methods via Monte Carlo simulation studies, and illustrate its usefulness by the analysis of the electricity consumption data.

Suggested Citation

  • Jiang Du & Hui Zhao & Zhongzhan Zhang, 2019. "Dynamic partially functional linear regression model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(4), pages 679-693, December.
    • Handle: RePEc:spr:stmapp:v:28:y:2019:i:4:d:10.1007_s10260-019-00457-x
    DOI: 10.1007/s10260-019-00457-x
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    References listed on IDEAS

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    1. He, Xuming & Fung, Wing K. & Zhu, Zhongyi, 2005. "Robust Estimation in Generalized Partial Linear Models for Clustered Data," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1176-1184, December.
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    3. Hörmann, Siegfried & Horváth, Lajos & Reeder, Ron, 2013. "A Functional Version Of The Arch Model," Econometric Theory, Cambridge University Press, vol. 29(2), pages 267-288, April.
    4. Aneiros-Pérez, Germán & Vieu, Philippe, 2008. "Nonparametric time series prediction: A semi-functional partial linear modeling," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 834-857, May.
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