Lasso estimation of hierarchical interactions for analyzing heterogeneity of treatment effect

Iterative Causal Forest: A Novel Algorithm for Subgroup Identification

Precisely and efficiently identifying subgroups with heterogeneous treatment effects (HTEs) in real-world evidence studies remains a challenge. Based on the causal forest (CF) method, we developed an iterative CF (iCF) algorithm to identify HTEs in subgroups defined by important variables. Our method iteratively grows different depths of the CF with important effect modifiers, performs plurality votes to obtain decision trees (subgroup decisions) for a family of CFs with different depths, and then finds the cross-validated subgroup decision that best predicts the treatment effect as a final subgroup decision. We simulated 12 different scenarios and showed that the iCF outperformed other machine learning methods for interaction/subgroup identification in the majority of scenarios assessed. Using a 20% random sample of fee-for-service Medicare beneficiaries initiating sodium-glucose cotransporter-2 inhibitors or glucagon-like peptide-1 receptor agonists, we implemented the iCF to identify subgroups with HTEs for hospitalized heart failure. Consistent with previous studies suggesting patients with heart failure benefit more from sodium-glucose cotransporter-2 inhibitors, iCF successfully identified such a subpopulation with HTEs and additive interactions. The iCF is a promising method for identifying subgroups with HTEs in real-world data where the potential for unmeasured confounding can be limited by study design.

Hierarchical False Discovery Rate Control for High-dimensional Survival Analysis with Interactions

With the development of data collection techniques, analysis with a survival response and high-dimensional covariates has become routine. Here we consider an interaction model, which includes a set of low-dimensional covariates, a set of high-dimensional covariates, and their interactions. This model has been motivated by gene-environment (G-E) interaction analysis, where the E variables have a low dimension, and the G variables have a high dimension. For such a model, there has been extensive research on estimation and variable selection. Comparatively, inference studies with a valid false discovery rate (FDR) control have been very limited. The existing high-dimensional inference tools cannot be directly applied to interaction models, as interactions and main effects are not "equal". In this article, for high-dimensional survival analysis with interactions, we model survival using the Accelerated Failure Time (AFT) model and adopt a "weighted least squares + debiased Lasso" approach for estimation and selection. A hierarchical FDR control approach is developed for inference and respect of the "main effects, interactions" hierarchy. The asymptotic distribution properties of the debiased Lasso estimators are rigorously established. Simulation demonstrates the satisfactory performance of the proposed approach, and the analysis of a breast cancer dataset further establishes its practical utility.

Linked shrinkage to improve estimation of interaction effects in regression models

Objectives

The addition of two-way interactions is a classic problem in statistics, and comes with the challenge of quadratically increasing dimension. We aim to a) devise an estimation method that can handle this challenge and b) to aid interpretation of the resulting model by developing computational tools for quantifying variable importance.

Methods

Existing strategies typically overcome the dimensionality problem by only allowing interactions between relevant main effects. Building on this philosophy, and aiming for settings with moderate n to p ratio, we develop a local shrinkage model that links the shrinkage of interaction effects to the shrinkage of their corresponding main effects. In addition, we derive a new analytical formula for the Shapley value, which allows rapid assessment of individual-specific variable importance scores and their uncertainties.

Results

We empirically demonstrate that our approach provides accurate estimates of the model parameters and very competitive predictive accuracy. In our Bayesian framework, estimation inherently comes with inference, which facilitates variable selection. Comparisons with key competitors are provided. Large-scale cohort data are used to provide realistic illustrations and evaluations. The implementation of our method in RStan is relatively straightforward and flexible, allowing for adaptation to specific needs.

Conclusions

Our method is an attractive alternative for existing strategies to handle interactions in epidemiological and/or clinical studies, as its linked local shrinkage can improve parameter accuracy, prediction and variable selection. Moreover, it provides appropriate inference and interpretation, and may compete well with less interpretable machine learners in terms of prediction.

Favoring the hierarchical constraint in penalized survival models for randomized trials in precision medicine

BACKGROUND

The research of biomarker-treatment interactions is commonly investigated in randomized clinical trials (RCT) for improving medicine precision. The hierarchical interaction constraint states that an interaction should only be in a model if its main effects are also in the model. However, this constraint is not guaranteed in the standard penalized statistical approaches. We aimed to find a compromise for high-dimensional data between the need for sparse model selection and the need for the hierarchical constraint.

RESULTS

To favor the property of the hierarchical interaction constraint, we proposed to create groups composed of the biomarker main effect and its interaction with treatment and to perform the bi-level selection on these groups. We proposed two weighting approaches (Single Wald (SW) and likelihood ratio test (LRT)) for the adaptive lasso method. The selection performance of these two approaches is compared to alternative lasso extensions (adaptive lasso with ridge-based weights, composite Minimax Concave Penalty, group exponential lasso and Sparse Group Lasso) through a simulation study. A RCT (NSABP B-31) randomizing 1574 patients (431 events) with early breast cancer aiming to evaluate the effect of adjuvant trastuzumab on distant-recurrence free survival with expression data from 462 genes measured in the tumour will serve for illustration. The simulation study illustrates that the adaptive lasso LRT and SW, and the group exponential lasso favored the hierarchical interaction constraint. Overall, in the alternative scenarios, they had the best balance of false discovery and false negative rates for the main effects of the selected interactions. For NSABP B-31, 12 gene-treatment interactions were identified more than 20% by the different methods. Among them, the adaptive lasso (SW) approach offered the best trade-off between a high number of selected gene-treatment interactions and a high proportion of selection of both the gene-treatment interaction and its main effect.

CONCLUSIONS

Adaptive lasso with Single Wald and likelihood ratio test weighting and the group exponential lasso approaches outperformed their competitors in favoring the hierarchical constraint of the biomarker-treatment interaction. However, the performance of the methods tends to decrease in the presence of prognostic biomarkers.