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VARIABLE SELECTION FOR HIGH DIMENSIONAL MULTIVARIATE OUTCOMES.

ABSTRACT: We consider variable selection for high-dimensional multivariate regression using penalized likelihoods when the number of outcomes and the number of covariates might be large. To account for within-subject correlation, we consider variable selection when a working precision matrix is used and when the precision matrix is jointly estimated using a two-stage procedure. We show that under suitable regularity conditions, penalized regression coefficient estimators are consistent for model selection for an arbitrary working precision matrix, and have the oracle properties and are efficient when the true precision matrix is used or when it is consistently estimated using sparse regression. We develop an efficient computation procedure for estimating regression coefficients using the coordinate descent algorithm in conjunction with sparse precision matrix estimation using the graphical LASSO (GLASSO) algorithm. We develop the Bayesian Information Criterion (BIC) for estimating the tuning parameter and show that BIC is consistent for model selection. We evaluate finite sample performance for the proposed method using simulation studies and illustrate its application using the type II diabetes gene expression pathway data.

SUBMITTER: Sofer T

PROVIDER: S-EPMC5478010 | biostudies-literature | 2014 Oct

REPOSITORIES: biostudies-literature

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VARIABLE SELECTION FOR HIGH DIMENSIONAL MULTIVARIATE OUTCOMES.

Sofer Tamar T Dicker Lee L Lin Xihong X

Statistica Sinica 20141001 4

We consider variable selection for high-dimensional multivariate regression using penalized likelihoods when the number of outcomes and the number of covariates might be large. To account for within-subject correlation, we consider variable selection when a working precision matrix is used and when the precision matrix is jointly estimated using a two-stage procedure. We show that under suitable regularity conditions, penalized regression coefficient estimators are consistent for model selection ...[more]

PMID: 28642637

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Project description:BackgroundThe onset of silent diseases such as type 2 diabetes is often registered through self-report in large prospective cohorts. Self-reported outcomes are cost-effective; however, they are subject to error. Diagnosis of silent events may also occur through the use of imperfect laboratory-based diagnostic tests. In this paper, we describe an approach for variable selection in high dimensional datasets for settings in which the outcome is observed with error.MethodsWe adapt the spike and slab Bayesian Variable Selection approach in the context of error-prone, self-reported outcomes. The performance of the proposed approach is studied through simulation studies. An illustrative application is included using data from the Women's Health Initiative SNP Health Association Resource, which includes extensive genotypic (>900,000 SNPs) and phenotypic data on 9,873 African American and Hispanic American women.ResultsSimulation studies show improved sensitivity of our proposed method when compared to a naive approach that ignores error in the self-reported outcomes. Application of the proposed method resulted in discovery of several single nucleotide polymorphisms (SNPs) that are associated with risk of type 2 diabetes in a dataset of 9,873 African American and Hispanic participants in the Women's Health Initiative. There was little overlap among the top ranking SNPs associated with type 2 diabetes risk between the racial groups, adding support to previous observations in the literature of disease associated genetic loci that are often not generalizable across race/ethnicity populations. The adapted Bayesian variable selection algorithm is implemented in R. The source code for the simulations are available in the Supplement.ConclusionsVariable selection accuracy is reduced when the outcome is ascertained by error-prone self-reports. For this setting, our proposed algorithm has improved variable selection performance when compared to approaches that neglect to account for the error-prone nature of self-reports.

Project description:BackgroundThe rapid and accurate identification of a minimal-size core set of representative microbial species plays an important role in the clustering of microbial community data and interpretation of clustering results. However, the huge dimensionality of microbial metagenomics datasets is a major challenge for the existing methods such as Dirichlet multinomial mixture (DMM) models. In the approach of the existing methods, the computational burden of identifying a small number of representative species from a large number of observed species remains a challenge.ResultsWe propose a novel approach to improve the performance of the widely used DMM approach by combining three ideas: (i) we propose an indicator variable to identify representative operational taxonomic units that substantially contribute to the differentiation among clusters; (ii) to address the computational burden of high-dimensional microbiome data, we propose a stochastic variational inference, which approximates the posterior distribution using a controllable distribution called variational distribution, and stochastic optimization algorithms for fast computation; and (iii) we extend the finite DMM model to an infinite case by considering Dirichlet process mixtures and estimating the number of clusters as a variational parameter. Using the proposed method, stochastic variational variable selection (SVVS), we analyzed the root microbiome data collected in our soybean field experiment, the human gut microbiome data from three published datasets of large-scale case-control studies and the healthy human microbiome data from the Human Microbiome Project.ConclusionsSVVS demonstrates a better performance and significantly faster computation than those of the existing methods in all cases of testing datasets. In particular, SVVS is the only method that can analyze massive high-dimensional microbial data with more than 50,000 microbial species and 1000 samples. Furthermore, a core set of representative microbial species is identified using SVVS that can improve the interpretability of Bayesian mixture models for a wide range of microbiome studies. Video Abstract.

Dataset Information

VARIABLE SELECTION FOR HIGH DIMENSIONAL MULTIVARIATE OUTCOMES.

Publications

VARIABLE SELECTION FOR HIGH DIMENSIONAL MULTIVARIATE OUTCOMES.

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