Penalized log-likelihood estimation for partly linear transformation models with current status data

We consider partly linear transformation models applied to current status data. The unknown quantities are the transformation function, a linear regression parameter and a nonparametric regression effect. It is shown that the penalized MLE for the regression parameter is asymptotically normal and efficient and converges at the parametric rate, although the penalized MLE for the transformation function and nonparametric regression effect are only $n^{1/3}$ consistent. Inference for the regression parameter based on a block jackknife is investigated. We also study computational issues and demonstrate the proposed methodology with a simulation study. The transformation models and partly linear regression terms, coupled with new estimation and inference techniques, provide flexible alternatives to the Cox model for current status data analysis.Comment: Published at http://dx.doi.org/10.1214/009053605000000444 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

A Selective Review of Group Selection in High-Dimensional Models

Grouping structures arise naturally in many statistical modeling problems. Several methods have been proposed for variable selection that respect grouping structure in variables. Examples include the group LASSO and several concave group selection methods. In this article, we give a selective review of group selection concerning methodological developments, theoretical properties and computational algorithms. We pay particular attention to group selection methods involving concave penalties. We address both group selection and bi-level selection methods. We describe several applications of these methods in nonparametric additive models, semiparametric regression, seemingly unrelated regressions, genomic data analysis and genome wide association studies. We also highlight some issues that require further study.Comment: Published in at http://dx.doi.org/10.1214/12-STS392 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Penalized variable selection procedure for Cox models with semiparametric relative risk

We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to simultaneously estimate the parameters and select variables for both the parametric and the nonparametric parts. Two penalties are applied sequentially. The first penalty, governing the smoothness of the multivariate nonlinear covariate effect function, provides a smoothing spline ANOVA framework that is exploited to derive an empirical model selection tool for the nonparametric part. The second penalty, either the smoothly-clipped-absolute-deviation (SCAD) penalty or the adaptive LASSO penalty, achieves variable selection in the parametric part. We show that the resulting estimator of the parametric part possesses the oracle property, and that the estimator of the nonparametric part achieves the optimal rate of convergence. The proposed procedures are shown to work well in simulation experiments, and then applied to a real data example on sexually transmitted diseases.Comment: Published in at http://dx.doi.org/10.1214/09-AOS780 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Empirical study of supervised gene screening

BACKGROUND: Microarray studies provide a way of linking variations of phenotypes with their genetic causations. Constructing predictive models using high dimensional microarray measurements usually consists of three steps: (1) unsupervised gene screening; (2) supervised gene screening; and (3) statistical model building. Supervised gene screening based on marginal gene ranking is commonly used to reduce the number of genes in the model building. Various simple statistics, such as t-statistic or signal to noise ratio, have been used to rank genes in the supervised screening. Despite of its extensive usage, statistical study of supervised gene screening remains scarce. Our study is partly motivated by the differences in gene discovery results caused by using different supervised gene screening methods. RESULTS: We investigate concordance and reproducibility of supervised gene screening based on eight commonly used marginal statistics. Concordance is assessed by the relative fractions of overlaps between top ranked genes screened using different marginal statistics. We propose a Bootstrap Reproducibility Index, which measures reproducibility of individual genes under the supervised screening. Empirical studies are based on four public microarray data. We consider the cases where the top 20%, 40% and 60% genes are screened. CONCLUSION: From a gene discovery point of view, the effect of supervised gene screening based on different marginal statistics cannot be ignored. Empirical studies show that (1) genes passed different supervised screenings may be considerably different; (2) concordance may vary, depending on the underlying data structure and percentage of selected genes; (3) evaluated with the Bootstrap Reproducibility Index, genes passed supervised screenings are only moderately reproducible; and (4) concordance cannot be improved by supervised screening based on reproducibility

Combining Clinical and Genomic Covariates via Cov-TGDR

Clinical covariates such as age, gender, tumor grade, and smoking history have been extensively used in prediction of disease occurrence and progression. On the other hand, genomic biomarkers selected from microarray measurements may provide an alternative, satisfactory way of disease prediction. Recent studies show that better prediction can be achieved by using both clinical and genomic biomarkers. However, due to different characteristics of clinical and genomic measurements, combining those covariates in disease prediction is very challenging. We propose a new regularization method, Covariate-Adjusted Threshold Gradient Directed Regularization (Cov-TGDR), for combining different type of covariates in disease prediction. The proposed approach is capable of simultaneous biomarker selection and predictive model building. It allows different degrees of regularization for different type of covariates. We consider biomedical studies with binary outcomes and right censored survival outcomes as examples. Logistic model and Cox model are assumed, respectively. Analysis of the Breast Cancer data and the Follicular lymphoma data show that the proposed approach can have better prediction performance than using clinical or genomic covariates alone