Multiple tests of association with biological annotation metadata

We propose a general and formal statistical framework for multiple tests of association between known fixed features of a genome and unknown parameters of the distribution of variable features of this genome in a population of interest. The known gene-annotation profiles, corresponding to the fixed features of the genome, may concern Gene Ontology (GO) annotation, pathway membership, regulation by particular transcription factors, nucleotide sequences, or protein sequences. The unknown gene-parameter profiles, corresponding to the variable features of the genome, may be, for example, regression coefficients relating possibly censored biological and clinical outcomes to genome-wide transcript levels, DNA copy numbers, and other covariates. A generic question of great interest in current genomic research regards the detection of associations between biological annotation metadata and genome-wide expression measures. This biological question may be translated as the test of multiple hypotheses concerning association measures between gene-annotation profiles and gene-parameter profiles. A general and rigorous formulation of the statistical inference question allows us to apply the multiple hypothesis testing methodology developed in [Multiple Testing Procedures with Applications to Genomics (2008) Springer, New York] and related articles, to control a broad class of Type I error rates, defined as generalized tail probabilities and expected values for arbitrary functions of the numbers of Type I errors and rejected hypotheses. The resampling-based single-step and stepwise multiple testing procedures of [Multiple Testing Procedures with Applications to Genomics (2008) Springer, New York] take into account the joint distribution of the test statistics and provide Type I error control in testing problems involving general data generating distributions (with arbitrary dependence structures among variables), null hypotheses, and test statistics.Comment: Published in at http://dx.doi.org/10.1214/193940307000000446 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Discussion of: Treelets--An adaptive multi-scale basis for sparse unordered data

We would like to congratulate Lee, Nadler and Wasserman on their contribution to clustering and data reduction methods for high $p$ and low $n$ situations. A composite of clustering and traditional principal components analysis, treelets is an innovative method for multi-resolution analysis of unordered data. It is an improvement over traditional PCA and an important contribution to clustering methodology. Their paper [arXiv:0707.0481] presents theory and supporting applications addressing the two main goals of the treelet method: (1) Uncover the underlying structure of the data and (2) Data reduction prior to statistical learning methods. We will organize our discussion into two main parts to address their methodology in terms of each of these two goals. We will present and discuss treelets in terms of a clustering algorithm and an improvement over traditional PCA. We will also discuss the applicability of treelets to more general data, in particular, the application of treelets to microarray data.Comment: Published in at http://dx.doi.org/10.1214/08-AOAS137F the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

A practical illustration of the importance of realistic individualized treatment rules in causal inference

The effect of vigorous physical activity on mortality in the elderly is difficult to estimate using conventional approaches to causal inference that define this effect by comparing the mortality risks corresponding to hypothetical scenarios in which all subjects in the target population engage in a given level of vigorous physical activity. A causal effect defined on the basis of such a static treatment intervention can only be identified from observed data if all subjects in the target population have a positive probability of selecting each of the candidate treatment options, an assumption that is highly unrealistic in this case since subjects with serious health problems will not be able to engage in higher levels of vigorous physical activity. This problem can be addressed by focusing instead on causal effects that are defined on the basis of realistic individualized treatment rules and intention-to-treat rules that explicitly take into account the set of treatment options that are available to each subject. We present a data analysis to illustrate that estimators of static causal effects in fact tend to overestimate the beneficial impact of high levels of vigorous physical activity while corresponding estimators based on realistic individualized treatment rules and intention-to-treat rules can yield unbiased estimates. We emphasize that the problems encountered in estimating static causal effects are not restricted to the IPTW estimator, but are also observed with the $G$-computation estimator, the DR-IPTW estimator, and the targeted MLE. Our analyses based on realistic individualized treatment rules and intention-to-treat rules suggest that high levels of vigorous physical activity may confer reductions in mortality risk on the order of 15-30%, although in most cases the evidence for such an effect does not quite reach the 0.05 level of significance.Comment: Published in at http://dx.doi.org/10.1214/07-EJS105 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org

Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy

We consider challenges that arise in the estimation of the mean outcome under an optimal individualized treatment strategy defined as the treatment rule that maximizes the population mean outcome, where the candidate treatment rules are restricted to depend on baseline covariates. We prove a necessary and sufficient condition for the pathwise differentiability of the optimal value, a key condition needed to develop a regular and asymptotically linear (RAL) estimator of the optimal value. The stated condition is slightly more general than the previous condition implied in the literature. We then describe an approach to obtain root-$n$ rate confidence intervals for the optimal value even when the parameter is not pathwise differentiable. We provide conditions under which our estimator is RAL and asymptotically efficient when the mean outcome is pathwise differentiable. We also outline an extension of our approach to a multiple time point problem. All of our results are supported by simulations.Comment: Published at http://dx.doi.org/10.1214/15-AOS1384 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Evaluating the Impact of Treating the Optimal Subgroup

Suppose we have a binary treatment used to influence an outcome. Given data from an observational or controlled study, we wish to determine whether or not there exists some subset of observed covariates in which the treatment is more effective than the standard practice of no treatment. Furthermore, we wish to quantify the improvement in population mean outcome that will be seen if this subgroup receives treatment and the rest of the population remains untreated. We show that this problem is surprisingly challenging given how often it is an (at least implicit) study objective. Blindly applying standard techniques fails to yield any apparent asymptotic results, while using existing techniques to confront the non-regularity does not necessarily help at distributions where there is no treatment effect. Here we describe an approach to estimate the impact of treating the subgroup which benefits from treatment that is valid in a nonparametric model and is able to deal with the case where there is no treatment effect. The approach is a slight modification of an approach that recently appeared in the individualized medicine literature