GLMMLasso: An Algorithm for High-Dimensional Generalized Linear Mixed Models Using ℓ1-Penalization

Regularization method for predicting an ordinal response using longitudinal high-dimensional genomic data

Abstract An ordinal scale is commonly used to measure health status and disease related outcomes in hospital settings as well as in translational medical research. In addition, repeated measurements are common in clinical practice for tracking and monitoring the progression of complex diseases. Classical methodology based on statistical inference, in particular, ordinal modeling has contributed to the analysis of data in which the response categories are ordered and the number of covariates (p) remains smaller than the sample size (n). With the emergence of genomic technologies being increasingly applied for more accurate diagnosis and prognosis, high-dimensional data where the number of covariates (p) is much larger than the number of samples (n), are generated. To meet the emerging needs, we introduce our proposed model which is a two-stage algorithm: Extend the generalized monotone incremental forward stagewise (GMIFS) method to the cumulative logit ordinal model; and combine the GMIFS procedure with the classical mixed-effects model for classifying disease status in disease progression along with time. We demonstrate the efficiency and accuracy of the proposed models in classification using a time-course microarray dataset collected from the Inflammation and the Host Response to Injury study.

Using Lasso for Predictor Selection and to Assuage Overfitting: A Method Long Overlooked in Behavioral Sciences

Ordinary least squares and stepwise selection are widespread in behavioral science research; however, these methods are well known to encounter overfitting problems such that R(2) and regression coefficients may be inflated while standard errors and p values may be deflated, ultimately reducing both the parsimony of the model and the generalizability of conclusions. More optimal methods for selecting predictors and estimating regression coefficients such as regularization methods (e.g., Lasso) have existed for decades, are widely implemented in other disciplines, and are available in mainstream software, yet, these methods are essentially invisible in the behavioral science literature while the use of sub optimal methods continues to proliferate. This paper discusses potential issues with standard statistical models, provides an introduction to regularization with specific details on both Lasso and its related predecessor ridge regression, provides an example analysis and code for running a Lasso analysis in R and SAS, and discusses limitations and related methods.

Variable selection in Bayesian generalized linear-mixed models: an illustration using candidate gene case-control association studies

The problem of variable selection in the generalized linear-mixed models (GLMMs) is pervasive in statistical practice. For the purpose of variable selection, many methodologies for determining the best subset of explanatory variables currently exist according to the model complexity and differences between applications. In this paper, we develop a "higher posterior probability model with bootstrap" (HPMB) approach to select explanatory variables without fitting all possible GLMMs involving a small or moderate number of explanatory variables. Furthermore, to save computational load, we propose an efficient approximation approach with Laplace's method and Taylor's expansion to approximate intractable integrals in GLMMs. Simulation studies and an application of HapMap data provide evidence that this selection approach is computationally feasible and reliable for exploring true candidate genes and gene-gene associations, after adjusting for complex structures among clusters.