Generalized additive models provide a flexible and easily-interpretable method for uncovering a nonlinear relationship between response and covariates. In many situations, the effect of a continuous covariate on the response varies across groups defined by the levels of a categorical variable. When confronted with a considerable number of groups defined by the levels of the categorical variable and a factor-by-curve interaction is detected in the model, it then becomes important to compare these regression curves. When the null hypothesis of equality of curves is rejected, leading to the clear conclusion that at least one curve is different, we may assume that individuals can be grouped into a number of classes whose members all share the same regression function. We propose a method that allows determining such groups with an automatic selection of their number by means of bootstrapping. The validity and behavior of the proposed method were evaluated through simulation studies. The applicability of the proposed method is illustrated using real data from an experimental study in neurology.
Keywords: clustering of regression curves; factor-by-curve interaction; generalized additive model; multiple regression curves; nonlinear regression; number of groups.