In recent years, we have been able to gather large amounts of genomic data at a fast rate, creating situations where the number of variables greatly exceeds the number of observations. In these situations, most models that can handle a moderately high dimension will now become computationally infeasible or unstable. Hence, there is a need for a prescreening of variables to reduce the dimension efficiently and accurately to a more moderate scale. There has been much work to develop such screening procedures for independent outcomes. However, much less work has been done for high-dimensional longitudinal data in which the observations can no longer be assumed to be independent. In addition, it is of interest to capture possible interactions between the genomic variable and time in many of these longitudinal studies. In this work, we propose a novel conditional screening procedure that ranks variables according to the likelihood value at the maximum likelihood estimates in a marginal linear mixed model, where the genomic variable and its interaction with time are included in the model. This is to our knowledge the first conditional screening approach for clustered data. We prove that this approach enjoys the sure screening property, and assess the finite sample performance of the method through simulations.
{"title":"Conditional Variable Screening for Ultra-High Dimensional Longitudinal Data With Time Interactions","authors":"Andrea Bratsberg, Abhik Ghosh, Magne Thoresen","doi":"10.1002/bimj.70005","DOIUrl":"10.1002/bimj.70005","url":null,"abstract":"<p>In recent years, we have been able to gather large amounts of genomic data at a fast rate, creating situations where the number of variables greatly exceeds the number of observations. In these situations, most models that can handle a moderately high dimension will now become computationally infeasible or unstable. Hence, there is a need for a prescreening of variables to reduce the dimension efficiently and accurately to a more moderate scale. There has been much work to develop such screening procedures for independent outcomes. However, much less work has been done for high-dimensional longitudinal data in which the observations can no longer be assumed to be independent. In addition, it is of interest to capture possible interactions between the genomic variable and time in many of these longitudinal studies. In this work, we propose a novel conditional screening procedure that ranks variables according to the likelihood value at the maximum likelihood estimates in a marginal linear mixed model, where the genomic variable and its interaction with time are included in the model. This is to our knowledge the first conditional screening approach for clustered data. We prove that this approach enjoys the sure screening property, and assess the finite sample performance of the method through simulations.</p>","PeriodicalId":55360,"journal":{"name":"Biometrical Journal","volume":"66 8","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/bimj.70005","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142696119","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"生物学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In many life science experiments or medical studies, subjects are repeatedly observed and measurements are collected in factorial designs with multivariate data. The analysis of such multivariate data is typically based on multivariate analysis of variance (MANOVA) or mixed models, requiring complete data, and certain assumption on the underlying parametric distribution such as continuity or a specific covariance structure, for example, compound symmetry. However, these methods are usually not applicable when discrete data or even ordered categorical data are present. In such cases, nonparametric rank-based methods that do not require stringent distributional assumptions are the preferred choice. However, in the multivariate case, most rank-based approaches have only been developed for complete observations. It is the aim of this work to develop asymptotic correct procedures that are capable of handling missing values, allowing for singular covariance matrices and are applicable for ordinal or ordered categorical data. This is achieved by applying a wild bootstrap procedure in combination with quadratic form-type test statistics. Beyond proving their asymptotic correctness, extensive simulation studies validate their applicability for small samples. Finally, two real data examples are analyzed.
{"title":"Incompletely Observed Nonparametric Factorial Designs With Repeated Measurements: A Wild Bootstrap Approach","authors":"Lubna Amro, Frank Konietschke, Markus Pauly","doi":"10.1002/bimj.70008","DOIUrl":"10.1002/bimj.70008","url":null,"abstract":"<p>In many life science experiments or medical studies, subjects are repeatedly observed and measurements are collected in factorial designs with multivariate data. The analysis of such multivariate data is typically based on multivariate analysis of variance (MANOVA) or mixed models, requiring complete data, and certain assumption on the underlying parametric distribution such as continuity or a specific covariance structure, for example, compound symmetry. However, these methods are usually not applicable when discrete data or even ordered categorical data are present. In such cases, nonparametric rank-based methods that do not require stringent distributional assumptions are the preferred choice. However, in the multivariate case, most rank-based approaches have only been developed for complete observations. It is the aim of this work to develop asymptotic correct procedures that are capable of handling missing values, allowing for singular covariance matrices and are applicable for ordinal or ordered categorical data. This is achieved by applying a wild bootstrap procedure in combination with quadratic form-type test statistics. Beyond proving their asymptotic correctness, extensive simulation studies validate their applicability for small samples. Finally, two real data examples are analyzed.</p>","PeriodicalId":55360,"journal":{"name":"Biometrical Journal","volume":"66 8","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/bimj.70008","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142696120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"生物学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}