wqspt (Q72156)
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Permutation Test for Weighted Quantile Sum Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | wqspt |
Permutation Test for Weighted Quantile Sum Regression |
Statements
James Peng
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Adam Szpiro
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5 March 2025
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Implements a permutation test method for the weighted quantile sum (WQS) regression, building off the 'gWQS' package (Renzetti et al. <https://CRAN.R-project.org/package=gWQS>). Weighted quantile sum regression is a statistical technique to evaluate the effect of complex exposure mixtures on an outcome (Carrico et al. 2015 <doi:10.1007/s13253-014-0180-3>). The model features a statistical power and Type I error (i.e., false positive) rate trade-off, as there is a machine learning step to determine the weights that optimize the linear model fit. This package provides an alternative method based on a permutation test that should reliably allow for both high power and low false positive rate when utilizing WQS regression (Day et al. 2022 <doi:10.1289/EHP10570>).
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