Penalized nonparametric scalar-on-function regression via principal coordinates.

A number of classical approaches to nonparametric regression have recently been extended to the case of functional predictors. This paper introduces a new method of this type, which extends intermediate-rank penalized smoothing to scalar-on-function regression. In the proposed method, which we call principal coordinate ridge regression, one regresses the response on leading principal coordinates defined by a relevant distance among the functional predictors, while applying a ridge penalty. Our publicly available implementation, based on generalized additive modeling software, allows for fast optimal tuning parameter selection and for extensions to multiple functional predictors, exponential family-valued responses, and mixed-effects models. In an application to signature verification data, principal coordinate ridge regression, with dynamic time warping distance used to define the principal coordinates, is shown to outperform a functional generalized linear model.

Pointwise influence matrices for functional-response regression.

We extend the notion of an influence or hat matrix to regression with functional responses and scalar predictors. For responses depending linearly on a set of predictors, our definition is shown to reduce to the conventional influence matrix for linear models. The pointwise degrees of freedom, the trace of the pointwise influence matrix, are shown to have an adaptivity property that motivates a two-step bivariate smoother for modeling nonlinear dependence on a single predictor. This procedure adapts to varying complexity of the nonlinear model at different locations along the function, and thereby achieves better performance than competing tensor product smoothers in an analysis of the development of white matter microstructure in the brain.

On sample size estimation and re-estimation adjusting for variability in confirmatory trials.

Sample size estimation (SSE) is an important issue in the planning of clinical studies. While larger studies are likely to have sufficient power, it may be unethical to expose more patients than necessary to answer a scientific question. Budget considerations may also cause one to limit the study to an adequate size to answer the question at hand. Typically at the planning stage, a statistically based justification for sample size is provided. An effective sample size is usually planned under a pre-specified type I error rate, a desired power under a particular alternative and variability associated with the observations recorded. The nuisance parameter such as the variance is unknown in practice. Thus, information from a preliminary pilot study is often used to estimate the variance. However, calculating the sample size based on the estimated nuisance parameter may not be stable. Sample size re-estimation (SSR) at the interim analysis may provide an opportunity to re-evaluate the uncertainties using accrued data and continue the trial with an updated sample size. This article evaluates a proposed SSR method based on controlling the variability of nuisance parameter. A numerical study is used to assess the performance of proposed method with respect to the control of type I error. The proposed method and concepts could be extended to SSR approaches with respect to other criteria, such as maintaining effect size, achieving conditional power, and reaching a desired reproducibility probability.