Debiased lasso for generalized linear models with a diverging number of covariates

Lu Xia, Bin Nan and Yi Li

Biometrics, 2023, vol. 79, issue 1, 344-357

Abstract: Modeling and drawing inference on the joint associations between single‐nucleotide polymorphisms and a disease has sparked interest in genome‐wide associations studies. In the motivating Boston Lung Cancer Survival Cohort (BLCSC) data, the presence of a large number of single nucleotide polymorphisms of interest, though smaller than the sample size, challenges inference on their joint associations with the disease outcome. In similar settings, we find that neither the debiased lasso approach (van de Geer et al., 2014), which assumes sparsity on the inverse information matrix, nor the standard maximum likelihood method can yield confidence intervals with satisfactory coverage probabilities for generalized linear models. Under this “large n, diverging p” scenario, we propose an alternative debiased lasso approach by directly inverting the Hessian matrix without imposing the matrix sparsity assumption, which further reduces bias compared to the original debiased lasso and ensures valid confidence intervals with nominal coverage probabilities. We establish the asymptotic distributions of any linear combinations of the parameter estimates, which lays the theoretical ground for drawing inference. Simulations show that the proposed refined debiased estimating method performs well in removing bias and yields honest confidence interval coverage. We use the proposed method to analyze the aforementioned BLCSC data, a large‐scale hospital‐based epidemiology cohort study investigating the joint effects of genetic variants on lung cancer risks.

Date: 2023
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