SearcharxivSearch

arXiv · 2304.02651

Generalized functional linear regression models with a mixture of complex function-valued and scalar-valued covariates prone to measurement error

Abstract

While extensive work has been done to correct for biases due to measurement error in scalar-valued covariates prone to errors in generalized linear regression models, limited work has been done to address biases associated with functional covariates prone to errors or the combination of scalar and functional covariates prone to errors in these models. We propose Simulation Extrapolation (SIMEX) and Regression Calibration approaches to correct measurement errors associated with a mixture of functional and scalar covariates prone to classical measurement errors in generalized functional linear regression. The simulation extrapolation method is developed to handle the functional and scalar covariates prone to errors. We also develop methods based on regression calibration extended to our current measurement error settings. Extensive simulation studies are conducted to assess the finite sample performance of our developed methods. The methods are applied to the 2011-2014 cycles of the National Health and Examination Survey data to assess the relationship between physical activity and total caloric intake with type 2 diabetes among community-dwelling adults living in the United States. We treat the device-based measures of physical activity as error-prone functional covariates prone to complex arbitrary heteroscedastic errors, while the total caloric intake is considered a scalar-valued covariate prone to error. We also examine the characteristics of observed measurement errors in device-based physical activity by important demographic subgroups including age, sex, and race.

Explore related subjects

Keep this discovery

BibTeXRIS

Yuanyuan Luan, Roger S. Zoh, Sneha Jadhav, Lan Xue, Carmen D. Tekwe. 2023-04-04. Generalized functional linear regression models with a mixture of complex function-valued and scalar-valued covariates prone to measurement error. https://arxiv.org/abs/2304.02651

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Surprise Reduction and Nullification in Bayesian and Inverse Bayesian Inference under Ambiguous Prediction-Error Attribution

In non-stationary environments, prediction errors may signal environmental change or transient outliers, and adaptive systems must track such changes without overreacting to outliers. We distinguish surprise reduction, which updates beliefs to fit observations, from surprise nullification, which weakens constraints imposed by the predictive structure, and formalize both within Bayesian and inverse Bayesian (BIB) inference. Belief and likelihood updates are derived from variational objectives sharing a nullification strength, determined endogenously by minimizing surprise under the candidate post-update predictive distribution. In the Gaussian case, nullification expands belief and likelihood variances by a common factor relative to standard Bayesian updating, leaving the ratio unchanged. BIB thus defers attribution of the prediction error, committing to neither latent-state change nor observation-process uncertainty. The nullification strength is carried over as a candidate and is maintained or released according to the predictive surprise of the next observation. In a mean estimation task with outliers and changepoints, no scanned parameter setting of a Sage-Husa-type adaptive Kalman filter, fixed-strength BIB variant, or belief-forgetting-only variant outperforms BIB in both changepoint tracking and post-outlier stability. An oracle-informed reduced Bayesian model tracks changepoints better but is less stable after outliers. Although BIB maintains no explicit hypotheses about changepoints or outliers, it generates event-dependent dynamics. The learning rate increases after changepoints, whereas after outliers, nullification is released, and this increase is suppressed. Deferring attribution and letting subsequent observations differentiate the responses may constitute a principle of adaptive inference in non-stationary environments.

stat.ME

Generalized Ridge Refitting for the Lasso and Prediction Improvement Bounds

We study a class of Lasso based estimators obtained by applying a quadratic correction on the Lasso equicorrelation set. The penalty matrix determines both the magnitude and geometry of the correction and contains, among other cases, the isotropic Lasso--Ridge correction, least squares refitting, Gram proportional interpolation between the Lasso and least squares, and coordinate specific penalties. We first derive a closed form representation and isolate the positive gain component of the resulting prediction improvement. We then control the remaining stochastic linear term in expectation by localizing the random signed equicorrelation model around a deterministic reference support. This yields a finite sample expectation bound that explicitly accounts for the randomness induced by Lasso model selection. The resulting decomposition provides a unified framework for understanding when Lasso based quadratic corrections can improve prediction.

stat.ME

Discretization in covariate-adaptive randomization: gains and losses

Covariate-adaptive randomization(CAR) is widely implemented in clinical trials to balance prognostic covariates across treatment arms. Continuous covariates are often discretized into strata in practice, yet their consequences are not clearly understood. This paper provides a comprehensive study of the impact of discretization on both the CAR design process and the inferential results thereafter. We establish the asymptotic properties of both imbalance measures and treatment effect estimators under discretized and non-discretized settings. Practical recommendations are given on when and how discretization should be employed. We show that discretization in design is generally recommended, as it enhances robustness against model misspecification. However, if the true model is known, the most efficient strategy is to balance covariates according to that model in the design. The theoretical results are corroborated by extensive simulation studies and an empirical application to a diabetes trial dataset. Together, the results clarify the gains and losses of discretization in CAR and pave the way for learning impact of discretization to other designs and beyond.

stat.ME