Joint integrative analysis of multiple data sources with correlated vector outcomes

The Annals of Applied Statistics · 2022 · Volume 16 · Issue 3

Abstract

We propose a distributed quadratic inference function framework to jointly estimate regression parameters from multiple potentially heterogeneous data sources with correlated vector outcomes. The primary goal of this joint integrative analysis is to estimate covariate effects on all outcomes through a marginal regression model in a statistically and computationally efficient way. We develop a data integration procedure for statistical estimation and inference of regression parameters that is implemented in a fully distributed and parallelized computational scheme. To overcome computational and modeling challenges arising from the high-dimensional likelihood of the correlated vector outcomes, we propose to analyze each data source using Qu, Lindsay and Li’s (Biometrika 87 (2000) 823–836) quadratic inference functions and then to jointly reestimate parameters from each data source by accounting for correlation between data sources using a combined meta-estimator in a similar spirit to the generalized method of moments put forward by Hansen (Econometrica 50 (1982) 1029–1054). We show both theoretically and numerically that the proposed method yields efficiency improvements and is computationally fast. We illustrate the proposed methodology with the joint integrative analysis of the association between smoking and metabolites in a large multicohort study and provide an R package for ease of implementation.

Keywords

data integration, generalized method of moments, parallel computing, quadratic inference function, scalable computing, seemingly unrelated regression

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