1
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Liang M, Yu M. Relative contrast estimation and inference for treatment recommendation. Biometrics 2023; 79:2920-2932. [PMID: 36645310 DOI: 10.1111/biom.13826] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/08/2021] [Accepted: 12/29/2022] [Indexed: 01/17/2023]
Abstract
When there are resource constraints, it may be necessary to rank individualized treatment benefits to facilitate the prioritization of assigning different treatments. Most existing literature on individualized treatment rules targets absolute conditional treatment effect differences as a metric for the benefit. However, there can be settings where relative differences may better represent such benefit. In this paper, we consider modeling such relative differences formed as scale-invariant contrasts between the conditional treatment effects. By showing that all scale-invariant contrasts are monotonic transformations of each other, we posit a single index model for a particular relative contrast. We then characterize semiparametric estimating equations, including the efficient score, to estimate index parameters. To achieve semiparametric efficiency, we propose a two-step approach that minimizes a doubly robust loss function for initial estimation and then performs a one-step efficiency augmentation procedure. Careful theoretical and numerical studies are provided to show the superiority of our proposed approach.
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Affiliation(s)
- Muxuan Liang
- Department of Biostatistics, University of Florida, Gainesville, Florida, USA
| | - Menggang Yu
- Department of Biostatistics and Medical Informatics, University of Wisconsin, Madison, Wisconsin, USA
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2
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Wang Y, Ghassabian A, Gu B, Afanasyeva Y, Li Y, Trasande L, Liu M. Semiparametric distributed lag quantile regression for modeling time-dependent exposure mixtures. Biometrics 2023; 79:2619-2632. [PMID: 35612351 PMCID: PMC10718172 DOI: 10.1111/biom.13702] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/29/2021] [Accepted: 05/18/2022] [Indexed: 11/29/2022]
Abstract
Studying time-dependent exposure mixtures has gained increasing attentions in environmental health research. When a scalar outcome is of interest, distributed lag (DL) models have been employed to characterize the exposures effects distributed over time on the mean of final outcome. However, there is a methodological gap on investigating time-dependent exposure mixtures with different quantiles of outcome. In this paper, we introduce semiparametric partial-linear single-index (PLSI) DL quantile regression, which can describe the DL effects of time-dependent exposure mixtures on different quantiles of outcome and identify susceptible periods of exposures. We consider two time-dependent exposure settings: discrete and functional, when exposures are measured in a small number of time points and at dense time grids, respectively. Spline techniques are used to approximate the nonparametric DL function and single-index link function, and a profile estimation algorithm is proposed. Through extensive simulations, we demonstrate the performance and value of our proposed models and inference procedures. We further apply the proposed methods to study the effects of maternal exposures to ambient air pollutants of fine particulate and nitrogen dioxide on birth weight in New York University Children's Health and Environment Study (NYU CHES).
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Affiliation(s)
- Yuyan Wang
- Department of Population Health, NYU Grossman School of Medicine, New York, New York, USA
| | - Akhgar Ghassabian
- Department of Population Health, NYU Grossman School of Medicine, New York, New York, USA
- Department of Pediatrics, NYU Grossman School of Medicine, New York, New York, USA
- Department of Environmental Medicine, NYU Grossman School of Medicine, New York, New York, USA
| | - Bo Gu
- Department of Population Health, NYU Grossman School of Medicine, New York, New York, USA
| | - Yelena Afanasyeva
- Department of Population Health, NYU Grossman School of Medicine, New York, New York, USA
| | - Yiwei Li
- Department of Population Health, NYU Grossman School of Medicine, New York, New York, USA
| | - Leonardo Trasande
- Department of Population Health, NYU Grossman School of Medicine, New York, New York, USA
- Department of Pediatrics, NYU Grossman School of Medicine, New York, New York, USA
- Department of Environmental Medicine, NYU Grossman School of Medicine, New York, New York, USA
- NYU Wagner School of Public Service, New York, New York, USA
- NYU School of Global Public Health, New York, New York, USA
| | - Mengling Liu
- Department of Population Health, NYU Grossman School of Medicine, New York, New York, USA
- Department of Environmental Medicine, NYU Grossman School of Medicine, New York, New York, USA
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3
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Zhu H, Zhang Y, Li Y, Lian H. Semiparametric function-on-function quantile regression model with dynamic single-index interactions. Comput Stat Data Anal 2023; 182:107727. [PMID: 39044771 PMCID: PMC11264192 DOI: 10.1016/j.csda.2023.107727] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/15/2023]
Abstract
In this paper we propose a new semiparametric function-on-function quantile regression model with time-dynamic single-index interactions. Our model is very flexible in taking into account of the nonlinear time-dynamic interaction effects of the multivariate longitudinal/functional covariates on the longitudinal response, that most existing quantile regression models for longitudinal data are special cases of our proposed model. We propose to approximate the bivariate nonparametric coefficient functions by tensor product B-splines, and employ a check loss minimization approach to estimate the bivariate coefficient functions and the index parameter vector. Under some mild conditions, we establish the asymptotic normality of the estimated single-index coefficients using projection orthogonalization technique, and obtain the convergence rates of the estimated bivariate coefficient functions. Furthermore, we propose a score test to examine whether there exist interaction effects between the covariates. The finite sample performance of the proposed method is illustrated by Monte Carlo simulations and an empirical data analysis.
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Affiliation(s)
- Hanbing Zhu
- School of Big Data and Statistics, Anhui University, Hefei 230601, China
| | - Yuanyuan Zhang
- School of Mathematical Sciences, Soochow University, Suzhou 215006, China
| | - Yehua Li
- Department of Statistics, University of California, Riverside, CA 92521, USA
| | - Heng Lian
- Department of Mathematics, City University of Hong Kong, Hong Kong, China
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4
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Robust estimation for a general functional single index model via quantile regression. J Korean Stat Soc 2022. [DOI: 10.1007/s42952-022-00174-4] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/17/2022]
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5
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Liu CS, Liang HY. Bayesian analysis in single-index quantile regression with missing observation. COMMUN STAT-THEOR M 2022. [DOI: 10.1080/03610926.2022.2042027] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/03/2022]
Affiliation(s)
- Chang-Sheng Liu
- School of Mathematical Sciences, Tongji University, Shanghai, China
| | - Han-Ying Liang
- School of Mathematical Sciences, Tongji University, Shanghai, China
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6
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Liu M, Yang J, Liu Y, Jia B, Chen YF, Sun L, Ma S. A fusion learning method to subgroup analysis of Alzheimer's disease. J Appl Stat 2022; 50:1686-1708. [PMID: 37260470 PMCID: PMC10228330 DOI: 10.1080/02664763.2022.2036953] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/30/2021] [Accepted: 01/27/2022] [Indexed: 10/19/2022]
Abstract
Uncovering the heterogeneity in the disease progression of Alzheimer's is a key factor to disease understanding and treatment development, so that interventions can be tailored to target the subgroups that will benefit most from the treatment, which is an important goal of precision medicine. However, in practice, one top methodological challenge hindering the heterogeneity investigation is that the true subgroup membership of each individual is often unknown. In this article, we aim to identify latent subgroups of individuals who share a common disorder progress over time, to predict latent subgroup memberships, and to estimate and infer the heterogeneous trajectories among the subgroups. To achieve these goals, we apply a concave fusion learning method to conduct subgroup analysis for longitudinal trajectories of the Alzheimer's disease data. The heterogeneous trajectories are represented by subject-specific unknown functions which are approximated by B-splines. The concave fusion method can simultaneously estimate the spline coefficients and merge them together for the subjects belonging to the same subgroup to automatically identify subgroups and recover the heterogeneous trajectories. The resulting estimator of the disease trajectory of each subgroup is supported by an asymptotic distribution. It provides a sound theoretical basis for further conducting statistical inference in subgroup analysis.
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Affiliation(s)
- Mingming Liu
- Department of Statistics, University of California at Riverside, Riverside, CA, USA
| | - Jing Yang
- Key Laboratory of Computing and Stochastic Mathematics (Ministry of Education), College of Mathematics and Statistics, Hunan Normal University, Changsha, Hunan, People's Republic of China
| | - Yushi Liu
- Global Statistical Science, Eli Lilly and Company, Indianapolis, Indiana, USA
| | - Bochao Jia
- Global Statistical Science, Eli Lilly and Company, Indianapolis, Indiana, USA
| | - Yun-Fei Chen
- Global Statistical Science, Eli Lilly and Company, Indianapolis, Indiana, USA
| | - Luna Sun
- Global Statistical Science, Eli Lilly and Company, Indianapolis, Indiana, USA
| | - Shujie Ma
- Department of Statistics, University of California at Riverside, Riverside, CA, USA
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7
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Ding H, Zhang R, Zhu H. New estimation for heteroscedastic single-index measurement error models. J Nonparametr Stat 2022. [DOI: 10.1080/10485252.2021.2025238] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
Affiliation(s)
- Hui Ding
- School of Economics, Nanjing University of Finance and Economics, Nanjing, People's Republic of China
| | - Riquan Zhang
- School of Statistics, Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE, East China Normal University, Shanghai, People's Republic of China
| | - Hanbing Zhu
- School of Statistics, Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE, East China Normal University, Shanghai, People's Republic of China
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8
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Wu Y, Wang L, Fu H. Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension. J Am Stat Assoc 2021. [DOI: 10.1080/01621459.2021.1929246] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/21/2022]
Affiliation(s)
- Yunan Wu
- Yale University, Department of Biostatistics, New Haven, 06520 United States
| | - Lan Wang
- University of Miami, Department of Management Science, Coral Gables, 33124 United States
| | - Haoda Fu
- Eli Lilly and Company, Biometrics and Advanced Analytics, Indianapolis, United States
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9
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Guo W, Zhou XH, Ma S. Estimation of Optimal Individualized Treatment Rules Using a Covariate-Specific Treatment Effect Curve With High-Dimensional Covariates. J Am Stat Assoc 2021. [DOI: 10.1080/01621459.2020.1865167] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/16/2022]
Affiliation(s)
- Wenchuan Guo
- Department of Statistics, University of California Riverside, Riverside, CA
- Global Biometric Sciences, Bristol-Myers Squibb, Pennington, NJ
| | - Xiao-Hua Zhou
- Beijing International Center for Mathematical Research, and Department of Biostatistics, Peking University, Beijing, China
| | - Shujie Ma
- Department of Statistics, University of California Riverside, Riverside, CA
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10
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Han ZC, Lin JG, Zhao YY. Adaptive semiparametric estimation for single index models with jumps. Comput Stat Data Anal 2020. [DOI: 10.1016/j.csda.2020.107013] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
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11
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12
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Yang J, Tian G, Lu F, Lu X. Single-index modal regression via outer product gradients. Comput Stat Data Anal 2020. [DOI: 10.1016/j.csda.2019.106867] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
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13
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Honda T, Ing CK, Wu WY. Adaptively weighted group Lasso for semiparametric quantile regression models. BERNOULLI 2019. [DOI: 10.3150/18-bej1091] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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14
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Identification and estimation in quantile varying-coefficient models with unknown link function. TEST-SPAIN 2019. [DOI: 10.1007/s11749-019-00638-6] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
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15
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16
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Ota H, Kato K, Hara S. Quantile regression approach to conditional mode estimation. Electron J Stat 2019. [DOI: 10.1214/19-ejs1607] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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17
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Time-varying quantile single-index model for multivariate responses. Comput Stat Data Anal 2018. [DOI: 10.1016/j.csda.2018.05.006] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/17/2022]
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18
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Affiliation(s)
- J. C. Escanciano
- Department of Economics, Universidad Carlos III de Madrid, Calle Madrid, Getafe (Madrid), Spain
| | - S. C. Goh
- Department of Economics and Finance, University of Guelph, Guelph, ON, Canada
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19
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Quantile estimations via modified Cholesky decomposition for longitudinal single-index models. ANN I STAT MATH 2018. [DOI: 10.1007/s10463-018-0673-x] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
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20
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Estimation and testing for time-varying quantile single-index models with longitudinal data. Comput Stat Data Anal 2018. [DOI: 10.1016/j.csda.2017.08.011] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/21/2022]
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21
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Christou E, Akritas MG. Variable selection in heteroscedastic single-index quantile regression. COMMUN STAT-THEOR M 2017. [DOI: 10.1080/03610926.2017.1405271] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
Affiliation(s)
- Eliana Christou
- Department of Mathematics and Statistics, University of North Carolina at Charlotte, Charlotte, North Carolina, United States
| | - Michael G. Akritas
- Department of Statistics, The Pennsylvania State University, State College, Pennsylvania, United States
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22
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Tang Y, Wang HJ, Liang H. Composite Estimation for Single‐Index Models with Responses Subject to Detection Limits. Scand Stat Theory Appl 2017. [DOI: 10.1111/sjos.12307] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/16/2022]
Affiliation(s)
- Yanlin Tang
- School of Mathematical Sciences Tongji University
| | | | - Hua Liang
- Department of Statistics The George Washington University
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23
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Zhang Y, Lian H, Yu Y. Estimation and variable selection for quantile partially linear single-index models. J MULTIVARIATE ANAL 2017. [DOI: 10.1016/j.jmva.2017.09.006] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
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24
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Zhao W, Lian H, Liang H. GEE analysis for longitudinal single-index quantile regression. J Stat Plan Inference 2017. [DOI: 10.1016/j.jspi.2017.02.011] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
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25
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Ma S, He X. Inference for single-index quantile regression models with profile optimization. Ann Stat 2016. [DOI: 10.1214/15-aos1404] [Citation(s) in RCA: 27] [Impact Index Per Article: 3.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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