Coefficient Shape Alignment in Multiple Functional Linear Regression

In multivariate functional data analysis, different functional covariates often exhibit homogeneity. The covariates with pronounced homogeneity can be analyzed jointly within the same group, offering a parsimonious approach to modeling multivariate functional data. In this article, a novel grouped multiple functional regression model with a new regularization approach termed “coefficient shape alignment” is developed to tackle functional covariates homogeneity. The modeling procedure includes two steps: first aggregate covariates into disjoint groups using the new regularization approach; then the grouped multiple functional regression model is established based on the detected grouping structure. In this grouped model, the coefficient functions of covariates in the same group share the same shape, invariant to scaling. The new regularization approach works by penalizing coefficient shape discrepancy. We establish the conditions under which the true grouping structure can be accurately identified and derive the asymptotic properties of the model estimates. Extensive simulation studies are conducted to assess the finite-sample performance of the proposed methods. The practical applicability of the model is demonstrated through real data analysis in the context of sugar quality evaluation. This work offers a novel framework for analyzing the homogeneity of functional covariates and constructing parsimonious models for multivariate functional data. Supplementary materials for this article are available online, including a standardized description of the materials available for reproducing the work. © 2024 American Statistical Association.