A comparison of robust Mendelian randomization methods using summary data.

The number of Mendelian randomization (MR) analyses including large numbers of genetic variants is rapidly increasing. This is due to the proliferation of genome-wide association studies, and the desire to obtain more precise estimates of causal effects. Since it is unlikely that all genetic variants will be valid instrumental variables, several robust methods have been proposed. We compare nine robust methods for MR based on summary data that can be implemented using standard statistical software. Methods were compared in three ways: by reviewing their theoretical properties, in an extensive simulation study, and in an empirical example. In the simulation study, the best method, judged by mean squared error was the contamination mixture method. This method had well-controlled Type 1 error rates with up to 50% invalid instruments across a range of scenarios. Other methods performed well according to different metrics. Outlier-robust methods had the narrowest confidence intervals in the empirical example. With isolated exceptions, all methods performed badly when over 50% of the variants were invalid instruments. Our recommendation for investigators is to perform a variety of robust methods that operate in different ways and rely on different assumptions for valid inferences to assess the reliability of MR analyses

Essays on Robust Model Selection and Model Averaging for Linear Models

Model selection is central to all applied statistical work. Selecting the variables for use in a regression model is one important example of model selection. This thesis is a collection of essays on robust model selection procedures and model averaging for linear regression models. In the first essay, we propose robust Akaike information criteria (AIC) for MM-estimation and an adjusted robust scale based AIC for M and MM-estimation. Our proposed model selection criteria can maintain their robust properties in the presence of a high proportion of outliers and the outliers in the covariates. We compare our proposed criteria with other robust model selection criteria discussed in previous literature. Our simulation studies demonstrate a significant outperformance of robust AIC based on MM-estimation in the presence of outliers in the covariates. The real data example also shows a better performance of robust AIC based on MM-estimation. The second essay focuses on robust versions of the ``Least Absolute Shrinkage and Selection Operator" (lasso). The adaptive lasso is a method for performing simultaneous parameter estimation and variable selection. The adaptive weights used in its penalty term mean that the adaptive lasso achieves the oracle property. In this essay, we propose an extension of the adaptive lasso named the Tukey-lasso. By using Tukey's biweight criterion, instead of squared loss, the Tukey-lasso is resistant to outliers in both the response and covariates. Importantly, we demonstrate that the Tukey-lasso also enjoys the oracle property. A fast accelerated proximal gradient (APG) algorithm is proposed and implemented for computing the Tukey-lasso. Our extensive simulations show that the Tukey-lasso, implemented with the APG algorithm, achieves very reliable results, including for high-dimensional data where p>n. In the presence of outliers, the Tukey-lasso is shown to offer substantial improvements in performance compared to the adaptive lasso and other robust implementations of the lasso. Real data examples further demonstrate the utility of the Tukey-lasso. In many statistical analyses, a single model is used for statistical inference, ignoring the process that leads to the model being selected. To account for this model uncertainty, many model averaging procedures have been proposed. In the last essay, we propose an extension of a bootstrap model averaging approach, called bootstrap lasso averaging (BLA). BLA utilizes the lasso for model selection. This is in contrast to other forms of bootstrap model averaging that use AIC or Bayesian information criteria (BIC). The use of the lasso improves the computation speed and allows BLA to be applied even when the number of variables p is larger than the sample size n. Extensive simulations confirm that BLA has outstanding finite sample performance, in terms of both variable and prediction accuracies, compared with traditional model selection and model averaging methods. Several real data examples further demonstrate an improved out-of-sample predictive performance of BLA

Finding electrophysiological sources of aging-related processes using penalized least squares with Modified Newton-Raphson algorithm

In this work, we evaluate the flexibility of a modified Newton-Raphson (MNR) algorithm for finding electrophysiological sources in both simulated and real data, and then apply it to different penalized models in order to compare the sources of the EEG theta rhythm in two groups of elderly subjects with different levels of declined physical performance. As a first goal, we propose the MNR algorithm for estimating general multiple penalized least squares (MPLS) models and show that it is capable to find solutions that are simultaneously sparse and smooth. This algorithm allowed to address known and novel models such as the Smooth Non-negative Garrote and the Non-negative Smooth LASSO. We test its ability to solve the EEG inverse problem with multiple penalties -using simulated data- in terms of localization error, blurring and visibility, as compared with traditional algorithms. As a second goal, we explore the electrophysiological sources of the theta activity extracted from resting-state EEG recorded in two groups of older adults, which belong to a longitudinal study to assess the relationship between measures of physical performance (gait speed) decline and normal cognition. The groups contained subjects with good and bad physical performance in the two evaluations (6 years apart). In accordance to clinical studies, we found differences in EEG theta sources for the two groups, specifically, subjects with declined physical performance presented decreased temporal sources while increased prefrontal sources that seem to reflect compensating mechanisms to ensure a stable walking

Robust Lasso Regression Using Tukey's Biweight Criterion

The adaptive lasso is a method for performing simultaneous parameter estimation and variable selection. The adaptive weights used in its penalty term mean that the adaptive lasso achieves the oracle property. In this work, we propose an extension of the adaptive lasso named the Tukey-lasso. By using Tukey's biweight criterion, instead of squared loss, the Tukey-lasso is resistant to outliers in both the response and covariates. Importantly, we demonstrate that the Tukey-lasso also enjoys the oracle property. A fast accelerated proximal gradient (APG) algorithm is proposed and implemented for computing the Tukey-lasso. Our extensive simulations show that the Tukey-lasso, implemented with the APG algorithm, achieves very reliable results, including for high-dimensional data where p > n. In the presence of outliers, the Tukey-lasso is shown to offer substantial improvements in performance compared to the adaptive lasso and other robust implementations of the lasso. Real-data examples further demonstrate the utility of the Tukey-lasso. Supplementary materials for this article are available online

Robust Lasso Regression Using Tukey's Biweight Criterion

<p>The adaptive lasso is a method for performing simultaneous parameter estimation and variable selection. The adaptive weights used in its penalty term mean that the adaptive lasso achieves the oracle property. In this work, we propose an extension of the adaptive lasso named the Tukey-lasso. By using Tukey's biweight criterion, instead of squared loss, the Tukey-lasso is resistant to outliers in both the response and covariates. Importantly, we demonstrate that the Tukey-lasso also enjoys the oracle property. A fast accelerated proximal gradient (APG) algorithm is proposed and implemented for computing the Tukey-lasso. Our extensive simulations show that the Tukey-lasso, implemented with the APG algorithm, achieves very reliable results, including for high-dimensional data where <i>p</i> > <i>n</i>. In the presence of outliers, the Tukey-lasso is shown to offer substantial improvements in performance compared to the adaptive lasso and other robust implementations of the lasso. Real-data examples further demonstrate the utility of the Tukey-lasso. Supplementary materials for this article are available online.</p