Fast Penalized Generalized Estimating Equations for Large Longitudinal Functional Datasets.

Longitudinal binary or count functional data are common in neuroscience, but are often too large to analyze with existing functional regression methods. We propose one-step penalized generalized estimating equations that supports continuous, count, or binary functional outcomes and is fast even when datasets have a large number of clusters and large cluster sizes. The method applies to both functional and scalar covariates, and the one-step estimation framework enables efficient smoothing parameter selection, bootstrapping, and joint confidence interval construction. Importantly, this semi-parametric approach yields coefficient confidence intervals that are provably valid asymptotically even under working correlation misspecification. By developing a general theory for adaptive one-step M-estimation, we prove that the coefficient estimates are asymptotically normal and as efficient as the fully-iterated estimator; we verify these theoretical properties in extensive simulations. Finally, we apply our method to a calcium imaging dataset published in