Regression modelling on stratified data with the Lasso

DOI10.1093/BIOMET/ASW065MaRDI QIDQ5384445zbMATHOpenAlexFDO

Authors Edouard Ollier, Vivian Viallon

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.05476

zbMATH Keywords

Lassomulti-task learningpenalizationeffect modificationstratified analysis

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07) Protein sequences, DNA sequences (92D20)

Abstract: We consider the estimation of regression models on strata defined using a categorical covariate, in order to identify interactions between this categorical covariate and the other predictors. A basic approach requires the choice of a reference stratum. We show that the performance of a penalized version of this approach depends on this arbitrary choice. We propose a refined approach that bypasses this arbitrary choice, at almost no additional computational cost. Regarding model selection consistency, our proposal mimics the strategy based on an optimal and covariate-specific choice for the reference stratum. Results from an empirical study confirm that our proposal generally outperforms the basic approach in the identification and description of the interactions. An illustration on gene expression data is provided.

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Cited in

(11)

• Penalized Poisson model for network meta-analysis of individual patient time-to-event data
• Structure estimation of binary graphical models on stratified data: application to the description of injury tables for victims of road accidents
• A More Flexible Regression-to-the-Mean Model with Possible Stratification
• A cost-sensitive constrained Lasso
• A joint estimation for the high-dimensional regression modeling on stratified data
• Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
• Diagnosis-group-specific transitional care program recommendations for 30-day rehospitalization reduction
• A modified generalized Lasso algorithm to detect local spatial clusters for count data
• Variable selection and estimation of quantile regression model for stratified data
• On the use of cross-validation for the calibration of the adaptive Lasso
• Transfer Learning under High-dimensional Generalized Linear Models

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