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具有高维成分协变量的全局自适应纵向分位数回归

Globally Adaptive Longitudinal Quantile Regression with High Dimensional Compositional Covariates.

作者信息

Ma Huijuan, Zheng Qi, Zhang Zhumin, Lai Huichuan, Peng Limin

机构信息

East China Normal University, University of Louiswille, University of Wisconsin-Madison, University of Wisconsin-Madison, Emory University.

出版信息

Stat Sin. 2023 May;33(Spec Issue):1295-1318. doi: 10.5705/ss.202021.0006.

Abstract

In this work, we propose a longitudinal quantile regression framework that enables a robust characterization of heterogeneous covariate-response associations in the presence of high-dimensional compositional covariates and repeated measurements of both response and covariates. We develop a globally adaptive penalization procedure, which can consistently identify covariate sparsity patterns across a continuum set of quantile levels. The proposed estimation procedure properly aggregates longitudinal observations over time, and ensures the satisfaction of the sum-zero coefficient constraint that is needed for proper interpretation of the effects of compositional covariates. We establish the oracle rate of uniform convergence and weak convergence of the resulting estimators, and further justify the proposed uniform selector of the tuning parameter in terms of achieving global model selection consistency. We derive an efficient algorithm by incorporating existing R packages to facilitate stable and fast computation. Our extensive simulation studies confirm the theoretical findings. We apply the proposed method to a longitudinal study of cystic fibrosis children where the association between gut microbiome and other diet-related biomarkers is of interest.

摘要

在这项工作中,我们提出了一个纵向分位数回归框架,该框架能够在存在高维成分协变量以及响应变量和协变量的重复测量情况下,对异质协变量 - 响应关联进行稳健的刻画。我们开发了一种全局自适应惩罚程序,它可以在一系列连续的分位数水平上一致地识别协变量的稀疏模式。所提出的估计程序能够随时间正确地汇总纵向观测值,并确保满足成分协变量效应的合理解释所需的和为零系数约束。我们建立了所得估计量的一致收敛和弱收敛的神谕速率,并进一步从实现全局模型选择一致性的角度证明了所提出的调优参数统一选择器的合理性。我们通过结合现有的R包推导了一种高效算法,以促进稳定且快速的计算。我们广泛的模拟研究证实了理论结果。我们将所提出的方法应用于一项针对囊性纤维化儿童的纵向研究,其中肠道微生物群与其他饮食相关生物标志物之间的关联是我们感兴趣的。

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