Multiset sparse redundancy analysis for high‐dimensional omics data

Redundancy Analysis (RDA) is a well‐known method used to describe the directional relationship between related data sets. Recently, we proposed sparse Redundancy Analysis (sRDA) for high‐dimensional genomic data analysis to find explanatory variables that explain the most variance of the response variables. As more and more biomolecular data become available from different biological levels, such as genotypic and phenotypic data from different omics domains, a natural research direction is to apply an integrated analysis approach in order to explore the underlying biological mechanism of certain phenotypes of the given organism. We show that the multiset sparse Redundancy Analysis (multi‐sRDA) framework is a prominent candidate for high‐dimensional omics data analysis since it accounts for the directional information transfer between omics sets, and, through its sparse solutions, the interpretability of the result is improved. In this paper, we also describe a software implementation for multi‐sRDA, based on the Partial Least Squares Path Modeling algorithm. We test our method through simulation and real omics data analysis with data sets of 364,134 methylation markers, 18,424 gene expression markers, and 47 cytokine markers measured on 37 patients with Marfan syndrome.     

Joint analysis of longitudinal data and recurrent episodes data with application to medical cost analysis

This paper discusses regression analysis of longitudinal data in which the observation process may be related to the longitudinal process of interest. Such data have recently attracted a great deal of attention and some methods have been developed. However, most of those methods treat the observation process as a recurrent event process, which assumes that one observation can immediately follow another. Sometimes, this is not the case, as there may be some delay or observation duration. Such a process is often referred to as a recurrent episode process. One example is the medical cost related to hospitalization, where each hospitalization serves as a single observation. For the problem, we present a joint analysis approach for regression analysis of both longitudinal and observation processes and a simulation study is conducted that assesses the finite sample performance of the approach. The asymptotic properties of the proposed estimates are also given and the method is applied to the medical cost data that motivated this study.     

Penalized generalized estimating equations for high-dimensional longitudinal data analysis

We consider the penalized generalized estimating equations (GEEs) for analyzing longitudinal data with high-dimensional covariates, which often arise in microarray experiments and large-scale health studies. Existing high-dimensional regression procedures often assume independent data and rely on the likelihood function. Construction of a feasible joint likelihood function for high-dimensional longitudinal data is challenging, particularly for correlated discrete outcome data. The penalized GEE procedure only requires specifying the first two marginal moments and a working correlation structure. We establish the asymptotic theory in a high-dimensional framework where the number of covariates p(n) increases as the number of clusters n increases, and p(n) can reach the same order as n. One important feature of the new procedure is that the consistency of model selection holds even if the working correlation structure is misspecified. We evaluate the performance of the proposed method using Monte Carlo simulations and demonstrate its application using a yeast cell-cycle gene expression data set.     

Overfitting,generalization, and MSE in class probability estimation with high‐dimensional data

Accurate class probability estimation is important for medical decision making but is challenging, particularly when the number of candidate features exceeds the number of cases. Special methods have been developed for nonprobabilistic classification, but relatively little attention has been given to class probability estimation with numerous candidate variables. In this paper, we investigate overfitting in the development of regularized class probability estimators. We investigate the relation between overfitting and accurate class probability estimation in terms of mean square error. Using simulation studies based on real datasets, we found that some degree of overfitting can be desirable for reducing mean square error. We also introduce a mean square error decomposition for class probability estimation that helps clarify the relationship between overfitting and prediction accuracy.     

Functional exploratory data analysis for high‐resolution measurements of urban particulate matter

In this work we propose the use of functional data analysis (FDA) to deal with a very large dataset of atmospheric aerosol size distribution resolved in both space and time. Data come from a mobile measurement platform in the town of Perugia (Central Italy). An OPC (Optical Particle Counter) is integrated on a cabin of the Minimetrò, an urban transportation system, that moves along a monorail on a line transect of the town. The OPC takes a sample of air every six seconds and counts the number of particles of urban aerosols with a diameter between 0.28 m and 10 m and classifies such particles into 21 size bins according to their diameter. Here, we adopt a 2D functional data representation for each of the 21 spatiotemporal series. In fact, space is unidimensional since it is measured as the distance on the monorail from the base station of the Minimetrò. FDA allows for a reduction of the dimensionality of each dataset and accounts for the high space‐time resolution of the data. Functional cluster analysis is then performed to search for similarities among the 21 size channels in terms of their spatiotemporal pattern. Results provide a good classification of the 21 size bins into a relatively small number of groups (between three and four) according to the season of the year. Groups including coarser particles have more similar patterns, while those including finer particles show a more different behavior according to the period of the year. Such features are consistent with the physics of atmospheric aerosol and the highlighted patterns provide a very useful ground for prospective model‐based studies.     

Latent pattern mixture models for informative intermittent missing data in longitudinal studies

A frequently encountered problem in longitudinal studies is data that are missing due to missed visits or dropouts. In the statistical literature, interest has primarily focused on monotone missing data (dropout) with much less work on intermittent missing data in which a subject may return after one or more missed visits. Intermittent missing data have broader applicability that can include the frequent situation in which subjects do not have common sets of visit times or they visit at nonprescheduled times. In this article, we propose a latent pattern mixture model (LPMM), where the mixture patterns are formed from latent classes that link the longitudinal response and the missingness process. This allows us to handle arbitrary patterns of missing data embodied by subjects' visit process, and avoids the need to specify the mixture patterns a priori. One assumption of our model is that the missingness process is assumed to be conditionally independent of the longitudinal outcomes given the latent classes. We propose a noniterative approach to assess this key assumption. The LPMM is illustrated with a data set from a health service research study in which homeless people with mental illness were randomized to three different service packages and measures of homelessness were recorded at multiple time points. Our model suggests the presence of four latent classes linking subject visit patterns to homeless outcomes.     

High‐dimensional data analysis: Selection of variables,data compression and graphics – Application to gene expression

The paper presents effective and mathematically exact procedures for selection of variables which are applicable in cases with a very high dimension as, for example, in gene expression analysis. Choosing sets of variables is an important method to increase the power of the statistical conclusions and to facilitate the biological interpretation. For the construction of sets, each single variable is considered as the centre of potential sets of variables. Testing for significance is carried out by means of the Westfall‐Young principle based on resampling or by the parametric method of spherical tests. The particular requirements for statistical stability are taken into account; each kind of overfitting is avoided. Thus, high power is attained and the familywise type I error can be kept in spite of the large dimension. To obtain graphical representations by heat maps and curves, a specific data compression technique is applied. Gene expression data from B‐cell lymphoma patients serve for the demonstration of the procedures.     

Discriminant analysis for longitudinal data with multiple continuous responses and possibly missing data

Summary .  Multiple outcomes are often used to properly characterize an effect of interest. This article discusses model-based statistical methods for the classification of units into one of two or more groups where, for each unit, repeated measurements over time are obtained on each outcome. We relate the observed outcomes using multivariate nonlinear mixed-effects models to describe evolutions in different groups. Due to its flexibility, the random-effects approach for the joint modeling of multiple outcomes can be used to estimate population parameters for a discriminant model that classifies units into distinct predefined groups or populations. Parameter estimation is done via the expectation-maximization algorithm with a linear approximation step. We conduct a simulation study that sheds light on the effect that the linear approximation has on classification results. We present an example using data from a study in 161 pregnant women in Santiago, Chile, where the main interest is to predict normal versus abnormal pregnancy outcomes.     

Estimation of Box's ε for low‐ and high‐dimensional repeated measures designs with unequal covariance matrices

We present new inference methods for the analysis of low‐ and high‐dimensional repeated measures data from two‐sample designs that may be unbalanced, the number of repeated measures per subject may be larger than the number of subjects, covariance matrices are not assumed to be spherical, and they can differ between the two samples. In comparison, we demonstrate how crucial it is for the popular Huynh‐Feldt (HF) method to make the restrictive and often unrealistic or unjustifiable assumption of equal covariance matrices. The new method is shown to maintain desired α‐levels better than the well‐known HF correction, as demonstrated in several simulation studies. The proposed test gains power when the number of repeated measures is increased in a manner that is consistent with the alternative. Thus, even increasing the number of measurements on the same subject may lead to an increase in power. Application of the new method is illustrated in detail, using two different real data sets. In one of them, the number of repeated measures per subject is smaller than the sample size, while in the other one, it is larger.     

Simulation‐selection‐extrapolation: Estimation in high‐dimensional errors‐in‐variables models

Errors‐in‐variables models in high‐dimensional settings pose two challenges in application. First, the number of observed covariates is larger than the sample size, while only a small number of covariates are true predictors under an assumption of model sparsity. Second, the presence of measurement error can result in severely biased parameter estimates, and also affects the ability of penalized methods such as the lasso to recover the true sparsity pattern. A new estimation procedure called SIMulation‐SELection‐EXtrapolation (SIMSELEX) is proposed. This procedure makes double use of lasso methodology. First, the lasso is used to estimate sparse solutions in the simulation step, after which a group lasso is implemented to do variable selection. The SIMSELEX estimator is shown to perform well in variable selection, and has significantly lower estimation error than naive estimators that ignore measurement error. SIMSELEX can be applied in a variety of errors‐in‐variables settings, including linear models, generalized linear models, and Cox survival models. It is furthermore shown in the Supporting Information how SIMSELEX can be applied to spline‐based regression models. A simulation study is conducted to compare the SIMSELEX estimators to existing methods in the linear and logistic model settings, and to evaluate performance compared to naive methods in the Cox and spline models. Finally, the method is used to analyze a microarray dataset that contains gene expression measurements of favorable histology Wilms tumors.     

Inference for low‐ and high‐dimensional multigroup repeated measures designs with unequal covariance matrices

We propose tests for main and simple treatment effects, time effects, as well as treatment by time interactions in possibly high‐dimensional multigroup repeated measures designs. The proposed inference procedures extend the work by Brunner et al. (2012) from two to several treatment groups and remain valid for unbalanced data and under unequal covariance matrices. In addition to showing consistency when sample size and dimension tend to infinity at the same rate, we provide finite sample approximations and evaluate their performance in a simulation study, demonstrating better maintenance of the nominal α‐level than the popular Box‐Greenhouse–Geisser and Huynh–Feldt methods, and a gain in power for informatively increasing dimension. Application is illustrated using electroencephalography (EEG) data from a neurological study involving patients with Alzheimer's disease and other cognitive impairments.     

Marginalized models for moderate to long series of longitudinal binary response data

Marginalized models (Heagerty, 1999, Biometrics 55, 688-698) permit likelihood-based inference when interest lies in marginal regression models for longitudinal binary response data. Two such models are the marginalized transition and marginalized latent variable models. The former captures within-subject serial dependence among repeated measurements with transition model terms while the latter assumes exchangeable or nondiminishing response dependence using random intercepts. In this article, we extend the class of marginalized models by proposing a single unifying model that describes both serial and long-range dependence. This model will be particularly useful in longitudinal analyses with a moderate to large number of repeated measurements per subject, where both serial and exchangeable forms of response correlation can be identified. We describe maximum likelihood and Bayesian approaches toward parameter estimation and inference, and we study the large sample operating characteristics under two types of dependence model misspecification. Data from the Madras Longitudinal Schizophrenia Study (Thara et al., 1994, Acta Psychiatrica Scandinavica 90, 329-336) are analyzed.