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Statistica Sinica 14(2004), 1239-1257





AN $F$ TEST FOR LINEAR MODELS WITH

FUNCTIONAL RESPONSES


Qing Shen and Julian Faraway


Edmunds.com and University of Michigan


Abstract: Linear models where the response is a function, but the predictors are vectors are considered. A functional $F$ test for choosing among two nested functional linear models is developed. Its null distribution is derived and a convenient approximation is presented. A simple way to test individual predictors is presented. The test is applied to some data from Ergonomics and compared to some competing tests. The ability to detect certain types of differences between models is explored. A simulation study is conducted to assess the size and power of the tests.



Key words and phrases: ANOVA model, F test, functional data analysis, power, regression.



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