Estimation and inference in functional mixed-effects models

Abstract

Functional mixed-effects models are very useful in analyzing functional data. A general functional mixed-effects model that inherits the flexibility of linear mixed-effects models in handling complex designs and correlation structures is considered. A wavelet decomposition approach is used to model both fixed-effects and random-effects in the same functional space, meaning that the population-average curve and the subject-specific curves have the same smoothness property. A linear mixed-effects representation is then obtained that is used for estimation and inference in the general functional mixed-effects model. Adapting recent methodologies in linear mixed-effects and nonparametric regression models, hypothesis testing procedures for both fixed-effects and random-effects are provided. Using classical linear mixed-effects estimation techniques, the linear mixed-effects representation is also used to obtain wavelet-based estimates for both fixed-effects and random-effects in the general functional mixed-effects model. The usefulness of the proposed estimation and hypothesis testing procedures is illustrated by means of a small simulation study and a real-life dataset arising from physiology. © 2006 Elsevier B.V. All rights reserved.