Fused lasso with the adaptation of parameter ordering in combining multiple studies with repeated measurements

Biometrics
Fei WangPeter X-K Song

Abstract

Combining multiple studies is frequently undertaken in biomedical research to increase sample sizes for statistical power improvement. We consider the marginal model for the regression analysis of repeated measurements collected in several similar studies with potentially different variances and correlation structures. It is of great importance to examine whether there exist common parameters across study-specific marginal models so that simpler models, sensible interpretations, and meaningful efficiency gain can be obtained. Combining multiple studies via the classical means of hypothesis testing involves a large number of simultaneous tests for all possible subsets of common regression parameters, in which it results in unduly large degrees of freedom and low statistical power. We develop a new method of fused lasso with the adaptation of parameter ordering (FLAPO) to scrutinize only adjacent-pair parameter differences, leading to a substantial reduction for the number of involved constraints. Our method enjoys the oracle properties as does the full fused lasso based on all pairwise parameter differences. We show that FLAPO gives estimators with smaller error bounds and better finite sample performance than the full fused las...Continue Reading

References

Dec 30, 1995·Statistics in Medicine·T C SmithA Thomas
Jun 23, 2004·Biostatistics·Lurdes Y T InoueDavid F Penson
Feb 21, 2006·Biostatistics·David B Dunson
Jan 10, 2008·AIDS·Xinhua SunLu Wang
Aug 1, 2007·Biometrika·Hansheng WangChih-Ling Tsai
Sep 17, 2009·Statistics in Medicine·Peter X-K SongAnnie Qu
Jun 19, 2015·Journal of the American Statistical Association·Tracy KeYichao Wu

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Citations

Jul 20, 2020·Biometrics·Lu Tang, Peter X-K Song
Apr 16, 2019·Computational Statistics·Lu TangPeter X K Song
Feb 10, 2021·Statistics in Medicine·Weijuan LiangTingyu Zhu
Aug 31, 2020·Journal of Multivariate Analysis·Lu TangPeter X-K Song
Jun 26, 2021·Journal of the American Statistical Association·Emily C Hector, Peter X-K Song

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