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基于 KNN 正则化 LASSO 的区域分位数变系数及其在健康结果研究中的应用。

Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study.

机构信息

Department of Statistics, Sungkyunkwan University, Seoul, Republic of Korea.

Biostatistics Branch, Division of Cancer Epidemiology and Genetics, NCI/NIH, Bethesda, Maryland, USA.

出版信息

Stat Med. 2023 Sep 30;42(22):3903-3918. doi: 10.1002/sim.9839. Epub 2023 Jun 27.

Abstract

Health outcomes, such as body mass index and cholesterol levels, are known to be dependent on age and exhibit varying effects with their associated risk factors. In this paper, we propose a novel framework for dynamic modeling of the associations between health outcomes and risk factors using varying-coefficients (VC) regional quantile regression via K-nearest neighbors (KNN) fused Lasso, which captures the time-varying effects of age. The proposed method has strong theoretical properties, including a tight estimation error bound and the ability to detect exact clustered patterns under certain regularity conditions. To efficiently solve the resulting optimization problem, we develop an alternating direction method of multipliers (ADMM) algorithm. Our empirical results demonstrate the efficacy of the proposed method in capturing the complex age-dependent associations between health outcomes and their risk factors.

摘要

健康结果,如体重指数和胆固醇水平,已知取决于年龄,并表现出与相关风险因素的不同影响。在本文中,我们提出了一种使用基于 K-最近邻(KNN)融合套索的时变系数(VC)区域分位数回归对健康结果和风险因素之间的关联进行动态建模的新框架,该框架可以捕捉年龄的时变效应。所提出的方法具有很强的理论性质,包括紧的估计误差界和在某些正则条件下检测精确聚类模式的能力。为了有效地解决由此产生的优化问题,我们开发了一种交替方向乘子法(ADMM)算法。我们的实证结果表明,该方法在捕捉健康结果与其风险因素之间复杂的年龄依赖性关联方面具有有效性。

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