scholarly journals Joint Variable Selection of Mean-Covariance Model for Longitudinal Data

2013 ◽  
Vol 03 (01) ◽  
pp. 27-35 ◽  
Author(s):  
Dengke Xu ◽  
Zhongzhan Zhang ◽  
Liucang Wu
2016 ◽  
Vol 27 (8) ◽  
pp. 2447-2458 ◽  
Author(s):  
Liya Fu ◽  
You-Gan Wang

In this paper, we consider variable selection in rank regression models for longitudinal data. To obtain both robustness and effective selection of important covariates, we propose incorporating shrinkage by adaptive lasso or SCAD in the Wilcoxon dispersion function and establishing the oracle properties of the new method. The new method can be conveniently implemented with the statistical software R. The performance of the proposed method is demonstrated via simulation studies. Finally, two datasets are analyzed for illustration. Some interesting findings are reported and discussed.


2017 ◽  
Vol 171 ◽  
pp. 241-250 ◽  
Author(s):  
Guang-Hui Fu ◽  
Feng Xu ◽  
Bing-Yang Zhang ◽  
Lun-Zhao Yi

Author(s):  
Xuan Cao ◽  
Lili Ding ◽  
Tesfaye B. Mersha

AbstractIn this study, we conduct a comparison of three most recent statistical methods for joint variable selection and covariance estimation with application of detecting expression quantitative trait loci (eQTL) and gene network estimation, and introduce a new hierarchical Bayesian method to be included in the comparison. Unlike the traditional univariate regression approach in eQTL, all four methods correlate phenotypes and genotypes by multivariate regression models that incorporate the dependence information among phenotypes, and use Bayesian multiplicity adjustment to avoid multiple testing burdens raised by traditional multiple testing correction methods. We presented the performance of three methods (MSSL – Multivariate Spike and Slab Lasso, SSUR – Sparse Seemingly Unrelated Bayesian Regression, and OBFBF – Objective Bayes Fractional Bayes Factor), along with the proposed, JDAG (Joint estimation via a Gaussian Directed Acyclic Graph model) method through simulation experiments, and publicly available HapMap real data, taking asthma as an example. Compared with existing methods, JDAG identified networks with higher sensitivity and specificity under row-wise sparse settings. JDAG requires less execution in small-to-moderate dimensions, but is not currently applicable to high dimensional data. The eQTL analysis in asthma data showed a number of known gene regulations such as STARD3, IKZF3 and PGAP3, all reported in asthma studies. The code of the proposed method is freely available at GitHub (https://github.com/xuan-cao/Joint-estimation-for-eQTL).


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