Search

Despite major advances in research and treatment, identifying important genotype risk factors for high blood pressure remains challenging. Traditional genome-wide association studies (GWAS) focus on one single nucleotide polymorphism (SNP) at a time. We aim to select among over half a million SNPs along with time-varying phenotype variables via simultaneous modeling and variable selection, focusing on the most dangerous blood pressure levels at high quantiles. Taking advantage of rich data from a large-scale public health study, we develop and apply a novel quantile penalized generalized estimating equations (GEE) approach, incorporating several key aspects including ultra-high dimensional genetic SNPs, the longitudinal nature of blood pressure measurements, time-varying covariates, and conditional high quantiles of blood pressure. Importantly, we identify interesting new SNPs for high blood pressure. Besides, we find blood pressure levels are likely heterogeneous, where the important risk factors identified differ among quantiles. This comprehensive picture of conditional quantiles of blood pressure can allow more insights and targeted treatments. We provide an efficient computational algorithm and prove consistency, asymptotic normality, and the oracle property for the quantile penalized GEE estimators with ultra-high dimensional predictors. Moreover, we establish model-selection consistency for high-dimensional BIC. Simulation studies show the promise of the proposed approach. for this article are available online. [ABSTRACT FROM AUTHOR]

As ultra high‐dimensional longitudinal data are becoming ever more apparent in fields such as public health and bioinformatics, developing flexible methods with a sparse model is of high interest. In this setting, the dimension of the covariates can potentially grow exponentially as exp(n1/2) with respect to the number of clusters n. We consider a flexible semiparametric approach, namely, partially linear single‐index models, for ultra high‐dimensional longitudinal data. Most importantly, we allow not only the partially linear covariates but also the single‐index covariates within the unknown flexible function estimated nonparametrically to be ultra high dimensional. Using penalized generalized estimating equations, this approach can capture correlation within subjects, can perform simultaneous variable selection and estimation with a smoothly clipped absolute deviation penalty, and can capture nonlinearity and potentially some interactions among predictors. We establish asymptotic theory for the estimators including the oracle property in ultra high dimension for both the partially linear and nonparametric components, and we present an efficient algorithm to handle the computational challenges. We show the effectiveness of our method and algorithm via a simulation study and a yeast cell cycle gene expression data. [ABSTRACT FROM AUTHOR]