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Main Authors: Wang, Runqiu, Dai, Ran, Dai, Hongying, French, Evan, Zheng, Cheng
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2303.01599
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author Wang, Runqiu
Dai, Ran
Dai, Hongying
French, Evan
Zheng, Cheng
author_facet Wang, Runqiu
Dai, Ran
Dai, Hongying
French, Evan
Zheng, Cheng
contents One challenge in exploratory association studies using observational data is that the associations between the predictors and the outcome are potentially weak and rare, and the candidate predictors have complex correlation structures. False discovery rate (FDR) controlling procedures can provide important statistical guarantees for replicability in predictor identification in exploratory research. In the recently established National COVID Collaborative Cohort (N3C), electronic health record (EHR) data on the same set of candidate predictors are independently collected in multiple different sites, offering opportunities to identify true associations by combining information from different sources. This paper presents a general knockoff-based variable selection algorithm to identify associations from unions of group-level conditional independence tests (simultaneous signals) with exact FDR control guarantees under finite sample settings. This algorithm can work with general regression settings, allowing heterogeneity of both the predictors and the outcomes across multiple data sources. We demonstrate the performance of this method with extensive numerical studies and an application to the N3C data.
format Preprint
id arxiv_https___arxiv_org_abs_2303_01599
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Controlling FDR in selecting group-level simultaneous signals from multiple data sources with application to the National Covid Collaborative Cohort data
Wang, Runqiu
Dai, Ran
Dai, Hongying
French, Evan
Zheng, Cheng
Methodology
Applications
One challenge in exploratory association studies using observational data is that the associations between the predictors and the outcome are potentially weak and rare, and the candidate predictors have complex correlation structures. False discovery rate (FDR) controlling procedures can provide important statistical guarantees for replicability in predictor identification in exploratory research. In the recently established National COVID Collaborative Cohort (N3C), electronic health record (EHR) data on the same set of candidate predictors are independently collected in multiple different sites, offering opportunities to identify true associations by combining information from different sources. This paper presents a general knockoff-based variable selection algorithm to identify associations from unions of group-level conditional independence tests (simultaneous signals) with exact FDR control guarantees under finite sample settings. This algorithm can work with general regression settings, allowing heterogeneity of both the predictors and the outcomes across multiple data sources. We demonstrate the performance of this method with extensive numerical studies and an application to the N3C data.
title Controlling FDR in selecting group-level simultaneous signals from multiple data sources with application to the National Covid Collaborative Cohort data
topic Methodology
Applications
url https://arxiv.org/abs/2303.01599