Accounting for time series errors in partially linear model with single- or multiple-run

Such features arise naturally from biomedical data in for e.g. brain fMRI and call for special treatment beyond classical methods in either a purely nonparametric regression model or a PLM with independent errors.

We develop a stepwise procedure for estimating the parametric and nonparametric components of the multiple-run PLM and making inference for parameters of interest, adaptive to either single- or multiple-run, in the presence of error temporal dependence. Simulation study and real fMRI data applications illustrate the computational simplicity and effectiveness of the proposed methods. Supplementary material for this paper is available online.