Inverse regression for longitudinal data

Abstract

Sliced inverse regression (Duan and Li [Ann. Statist. 19 (1991) 505-530], Li [J. Amer. Statist. Assoc. 86 (1991) 316-342]) is an appealing dimension reduction method for regression models with multivariate covariates. It has been extended by Ferré and Yao [Statistics 37 (2003) 475-488, Statist. Sinica 15 (2005) 665-683] and Hsing and Ren [Ann. Statist. 37 (2009) 726-755] to functional covariates where the whole trajectories of random functional covariates are completely observed. The focus of this paper is to develop sliced inverse regression for intermittently and sparsely measured longitudinal covariates. We develop asymptotic theory for the new procedure and show, under some regularity conditions, that the estimated directions attain the optimal rate of convergence. Simulation studies and data analysis are also provided to demonstrate the performance of our method.

Published in at http://dx.doi.org/10.1214/13-AOS1193 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org). With Corrections

References in corpus (4)

• Single and multiple index functional regression models with nonparametric link
• An RKHS formulation of the inverse regression dimension-reduction problem
• Deciding the dimension of effective dimension reduction space for functional and high-dimensional data
• Inverse regression for longitudinal data

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• Functional Inverse Regression in an Enlarged Dimension Reduction Space
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