Corrected confidence bands for functional data using principal components

Biometrics. 2013 Mar;69(1):41-51. doi: 10.1111/j.1541-0420.2012.01808.x. Epub 2012 Sep 24.


Functional principal components (FPC) analysis is widely used to decompose and express functional observations. Curve estimates implicitly condition on basis functions and other quantities derived from FPC decompositions; however these objects are unknown in practice. In this article, we propose a method for obtaining correct curve estimates by accounting for uncertainty in FPC decompositions. Additionally, pointwise and simultaneous confidence intervals that account for both model- and decomposition-based variability are constructed. Standard mixed model representations of functional expansions are used to construct curve estimates and variances conditional on a specific decomposition. Iterated expectation and variance formulas combine model-based conditional estimates across the distribution of decompositions. A bootstrap procedure is implemented to understand the uncertainty in principal component decomposition quantities. Our method compares favorably to competing approaches in simulation studies that include both densely and sparsely observed functions. We apply our method to sparse observations of CD4 cell counts and to dense white-matter tract profiles. Code for the analyses and simulations is publicly available, and our method is implemented in the R package refund on CRAN.

Publication types

  • Comparative Study
  • Research Support, N.I.H., Extramural
  • Research Support, Non-U.S. Gov't

MeSH terms

  • Brain / pathology
  • CD4 Lymphocyte Count
  • Computer Simulation
  • Confidence Intervals*
  • HIV / growth & development
  • HIV Infections / diagnosis
  • Humans
  • Magnetic Resonance Imaging
  • Models, Statistical*
  • Multiple Sclerosis / pathology
  • Principal Component Analysis / methods*