Inference for high-dimensional models is challenging as regular asymptotic the- ories are not applicable. This paper proposes a new framework of simultaneous estimation and inference for high-dimensional linear models. By smoothing over par- tial regression estimates based on a given variable selection scheme, we reduce the problem to a low-dimensional least squares estimation. The procedure, termed as Selection-assisted Partial Regression and Smoothing (SPARES), utilizes data split- ting along with variable selection and partial regression. We show that the SPARES estimator is asymptotically unbiased and normal, and derive its variance via a non- parametric delta method. The utility of the procedure is evaluated under various simulation scenarios and via comparisons with the de-biased LASSO estimators, a major competitor. We apply the method to analyze two genomic datasets and obtain biologically meaningful results.
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Categorical Data Analysis for High-Dimensional Sparse Gene Expression Data
Categorical data analysis becomes challenging when high-dimensional sparse covariates are involved, which is often the case for omics data. We introduce a statistical procedure based on multinomial logistic regression analysis for such scenarios, including variable screening, model selection, order selection for response categories, and variable selection. We perform our procedure on high-dimensional gene expression data with 801 patients, 2426 genes, and five types of cancerous tumors. As a result, we recommend three finalized models: one with 74 genes achieves extremely low cross-entropy loss and zero predictive error rate based on a five-fold cross-validation; and two other models with 31 and 4 genes, respectively, are recommended for prognostic multi-gene signatures.
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- Award ID(s):
- 1924859
- PAR ID:
- 10479221
- Publisher / Repository:
- MDPI
- Date Published:
- Journal Name:
- BioTech
- Volume:
- 12
- Issue:
- 3
- ISSN:
- 2673-6284
- Page Range / eLocation ID:
- 52
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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