SINGLE INDEX FRECHET REGRESSION

• 成果类型: Article
• 署名作者: Bhattacharjee, Satarupa; Muller, Hans-georg
• 署名单位: University of California System; University of California Davis
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/23-AOS2307
• 发表日期: 2023
• 页码: 1770-1798
• 关键词: extrinsic sample means; quantile regression; moment convergence; least-squares; models; coefficient; connectivity; MANIFOLDS; density

摘要

Single index models provide an effective dimension reduction tool in regression, especially for high-dimensional data, by projecting a general multivariate predictor onto a direction vector. We propose a novel single-index model for regression models where metric space-valued random object responses are coupled with multivariate Euclidean predictors. The responses in this regression model include complex, non-Euclidean data, including covariance matrices, graph Laplacians of networks and univariate probability distribution functions, among other complex objects that lie in abstract metric spaces. While Frechet regression has proved useful for modeling the conditional mean of such random objects given multivariate Euclidean vectors, it does not provide for regression parameters such as slopes or intercepts, since the metric space-valued responses are not amenable to linear operations. As a consequence, distributional results for Frechet regression have been elusive. We show here that for the case of multivariate Euclidean predictors, the parameters that define a single index and projection vector can be used to substitute for the inherent absence of parameters in Frechet regression. Specifically, we derive the asymptotic distribution of suitable estimates of these parameters, which then can be utilized to test linear hypotheses for the parameters, subject to an identifiability condition. Consistent estimation of the link function of the single index Frechet regression model is obtained through local linear Frechet regression. We demonstrate the finite sample performance of estimation and inference for the proposed single index Frechet regression model through simulation studies, including the special cases where responses are probability distributions and graph adjacency matrices. The method is illustrated for resting-state functional Magnetic Resonance Imaging (fMRI) data from the ADNI study.