Tests for high dimensional generalized linear models

Testing generalized linear models with high-dimensional nuisance parameter

Generalized linear models often have a high-dimensional nuisance parameters, as seen in applications such as testing gene-environment interactions or gene-gene interactions. In these scenarios, it is essential to test the significance of a high-dimensional sub-vector of the model's coefficients. Although some existing methods can tackle this problem, they often rely on the bootstrap to approximate the asymptotic distribution of the test statistic, and thus are computationally expensive. Here, we propose a computationally efficient test with a closed-form limiting distribution, which allows the parameter being tested to be either sparse or dense. We show that under certain regularity conditions, the type I error of the proposed method is asymptotically correct, and we establish its power under high-dimensional alternatives. Extensive simulations demonstrate the good performance of the proposed test and its robustness when certain sparsity assumptions are violated. We also apply the proposed method to Chinese famine sample data in order to show its performance when testing the significance of gene-environment interactions.

Statistical inference for high-dimensional pathway analysis with multiple responses

Pathway analysis, i.e., grouping analysis, has important applications in genomic studies. Existing pathway analysis approaches are mostly focused on a single response and are not suitable for analyzing complex diseases that are often related with multiple response variables. Although a handful of approaches have been developed for multiple responses, these methods are mainly designed for pathways with a moderate number of features. A multi-response pathway analysis approach that is able to conduct statistical inference when the dimension is potentially higher than sample size is introduced. Asymptotical properties of the test statistic are established and theoretical investigation of the statistical power is conducted. Simulation studies and real data analysis show that the proposed approach performs well in identifying important pathways that influence multiple expression quantitative trait loci (eQTL).

Tests for regression coefficients in high dimensional partially linear models

We propose a U-statistics test for regression coefficients in high dimensional partially linear models. In addition, the proposed method is extended to test part of the coefficients. Asymptotic distributions of the test statistics are established. Simulation studies demonstrate satisfactory finite-sample performance.