Variable Selection in Generalized Functional Linear Models

• Published in: Stat Vol. 2; no. 1; p. 86
• Main Authors: Gertheiss, J, Maity, A, Staicu, A-M
• Format: Journal Article
• Language: English
• Published: United States 2013
• Subjects: penalized estimation; group lasso; variable selection; multiple functional predictors

Modern research data, where a large number of functional predictors is collected on few subjects are becoming increasingly common. In this paper we propose a variable selection technique, when the predictors are functional and the response is scalar. Our approach is based on adopting a generalized f...