Kernel-Based Partial Permutation Test for Detecting Heterogeneous Functional Relationship

doi:10.1080/01621459.2021.2000867

2022-01-05

Xinran Li

BoJiang(江波) (Bo Jiang)

Jun S. Liu *

DOI：10.1080/01621459.2021.2000867

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摘要

En 中文

We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the projections of the response vector Y on leading principle components of a kernel matrix fixed and permute Y's projections on the remaining principle components. The proposed test allows for different choices of kernels, corresponding to different classes of functions under the null hypothesis. First, using linear or polynomial kernels, our partial permutation tests are exactly valid in finite samples for linear or polynomial regression models with Gaussian noise; similar results straightforwardly extend to kernels with finite feature spaces. Second, by allowing the kernel feature space to diverge with the sample size, the test can be large-sample valid for a wider class of functions. Third, for general kernels with possibly infinite-dimensional feature space, the partial permutation test is exactly valid when the covariates are exactly balanced across all groups, or asymptotically valid when the underlying function follows certain regularized Gaussian processes. We further suggest test statistics using likelihood ratio between two (nested) Gaussian process regression models, and propose computationally efficient algorithms utilizing the EM algorithm and Newton's method, where the latter also involves Fisher scoring and quadratic programming and is particularly useful when EM suffers from slow convergence. Extensions to correlated and non-Gaussian noises have also been investigated theoretically or numerically. Furthermore, the test can be extended to use multiple kernels together and can thus enjoy properties from each kernel. Both simulation study and application illustrate the properties of the proposed test.

Keyword:

Gaussian kernel

Gaussian process regression

Permutation test

Polynomial kernel

Regression discontinuity design