Large numbers of explanatory variables, a semi-descriptive analysis
File(s)sparsePNAS20170601.pdf (302.23 KB)
Accepted version
Author(s)
Cox,, DR
Battey, HS
Type
Journal Article
Abstract
Data with a relatively small number of study individuals and a very large number of potential explanatory features arise particularly, but by no means only, in genomics. A powerful method of analysis, the lasso [Tibshirani R (1996) J Roy Stat Soc B 58:267–288], takes account of an assumed sparsity of effects, that is, that most of the features are nugatory. Standard criteria for model fitting, such as the method of least squares, are modified by imposing a penalty for each explanatory variable used. There results a single model, leaving open the possibility that other sparse choices of explanatory features fit virtually equally well. The method suggested in this paper aims to specify simple models that are essentially equally effective, leaving detailed interpretation to the specifics of the particular study. The method hinges on the ability to make initially a very large number of separate analyses, allowing each explanatory feature to be assessed in combination with many other such features. Further stages allow the assessment of more complex patterns such as nonlinear and interactive dependences. The method has formal similarities to so-called partially balanced incomplete block designs introduced 80 years ago [Yates F (1936) J Agric Sci 26:424–455] for the study of large-scale plant breeding trials. The emphasis in this paper is strongly on exploratory analysis; the more formal statistical properties obtained under idealized assumptions will be reported separately.
Date Issued
2017-08-08
Date Acceptance
2017-06-30
Citation
Proceedings of the National Academy of Sciences of USA, 2017, 114 (32), pp.8592-8595
ISSN
0027-8424
Publisher
National Academy of Sciences
Start Page
8592
End Page
8595
Journal / Book Title
Proceedings of the National Academy of Sciences of USA
Volume
114
Issue
32
Copyright Statement
© 2017 National Academy of Sciences.
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/P002757/1
EP/P002757/1
Publication Status
Published
Date Publish Online
2017-07-24