Globally Adaptive Longitudinal Quantile Regression with High Dimensional Compositional Covariates.
Stat Sin
; 33(Spec Issue): 1295-1318, 2023 May.
Article
em En
| MEDLINE
| ID: mdl-37483468
ABSTRACT
In this work, we propose a longitudinal quantile regression framework that enables a robust characterization of heterogeneous covariate-response associations in the presence of high-dimensional compositional covariates and repeated measurements of both response and covariates. We develop a globally adaptive penalization procedure, which can consistently identify covariate sparsity patterns across a continuum set of quantile levels. The proposed estimation procedure properly aggregates longitudinal observations over time, and ensures the satisfaction of the sum-zero coefficient constraint that is needed for proper interpretation of the effects of compositional covariates. We establish the oracle rate of uniform convergence and weak convergence of the resulting estimators, and further justify the proposed uniform selector of the tuning parameter in terms of achieving global model selection consistency. We derive an efficient algorithm by incorporating existing R packages to facilitate stable and fast computation. Our extensive simulation studies confirm the theoretical findings. We apply the proposed method to a longitudinal study of cystic fibrosis children where the association between gut microbiome and other diet-related biomarkers is of interest.
Texto completo:
1
Coleções:
01-internacional
Base de dados:
MEDLINE
Tipo de estudo:
Observational_studies
/
Prognostic_studies
/
Risk_factors_studies
Idioma:
En
Ano de publicação:
2023
Tipo de documento:
Article