Frequentist Model Averaging For Functional Logistic Regression Model

Abstract: Frequentist model averaging as a newly emerging approach provides us a way to overcome the uncertainty caused by traditional model selection in estimation. It acknowledges the contribution of multiple models, instead of making inference and prediction purely based on one single model. Functional logistic regression is also a burgeoning method in studying the relationship between functional covariates and a binary response. In this paper, the frequentist model averaging approach is applied to the functional logistic regression model. A simulation study is implemented to compare its performance with model selection. The analysis shows that when conditional probability is taken as the focus parameter, model averaging is superior to model selection based on BIC. When the focus parameter is the intercept and slopes, model selection performs better.