Parameter estimation of the functional linear model with scalar response with responses missing at random

Abstract

We construct a goodness-of-fit test for the Functional Linear Model with Scalar Response (FLMSR) with responses Missing At Random (MAR). For that, we extend an existing testing procedure for the case where all responses have been observed to the case where the responses are MAR. The testing procedure gives rise to a statistic based on a marked empirical process indexed by the randomly projected functional covariate. The test statistic depends on a suitable estimator of the functional slope of the FLMSR when the sample has MAR responses, so several estimators are proposed and compared. With any of them, the test statistic is relatively easy to compute and its distribution under the null hypothesis is simple to calibrate based on a wild bootstrap procedure. The behavior of the resulting testing procedure as a function of the estimators of the functional slope of the FLMSR is illustrated by means of several Monte Carlo experiments. Additionally, the testing procedure is applied to a real data set to check whether the linear hypothesis holds.