Subgroup analysis for functional partial linear regression model

Abstract

AbstractIn a functional partial linear regression (FPLR) model, where the response variable is scalar while the explanatory variables involve both infinite‐dimensional functional predictors and finite‐dimensional scalar covariates, the relationships between the response and the explanatory variables are often assumed to be the same for all subjects. This article relaxes this assumption and considers a subgroup analysis for the FPLR model, which allows the intercepts to vary for different subgroups from a heterogeneous population. By projecting the functional predictors onto the corresponding eigenspace, the subgroup analysis based on the FPLR model can be simplified to a framework that is similar to the classical subgroup analysis problem. To automatically identify subgroups among observations and estimate the regression parameters of interest, we combine the functional principal component analysis with the concave pairwise penalized approach and develop an ADMM algorithm for functional subgroup analysis. We also establish the consistency of the proposed estimators under mild conditions. Simulation experiments demonstrate that the concave penalized subgroup approach could potentially achieve substantial gains over the ordinary FPLR model. The analysis of data from a creative achievement study is used to illustrate the practical performance of the subgroup analysis for the FPLR model.