cmenet: A New Method for Bi-Level Variable Selection of Conditional Main Effects

Simon Mak and C. F. Jeff Wu

Journal of the American Statistical Association, 2019, vol. 114, issue 526, 844-856

Abstract: This article introduces a novel method for selecting main effects and a set of reparameterized effects called conditional main effects (CMEs), which capture the conditional effect of a factor at a fixed level of another factor. CMEs represent interpretable, domain-specific phenomena for a wide range of applications in engineering, social sciences, and genomics. The key challenge is in incorporating the implicit grouped structure of CMEs within the variable selection procedure itself. We propose a new method, cmenet, which employs two principles called CME coupling and CME reduction to effectively navigate the selection algorithm. Simulation studies demonstrate the improved CME selection performance of cmenet over more generic selection methods. Applied to a gene association study on fly wing shape, cmenet not only yields more parsimonious models and improved predictive performance over standard two-factor interaction analysis methods, but also reveals important insights on gene activation behavior, which can be used to guide further experiments. Efficient implementations of our algorithms are available in the R package cmenet in CRAN. Supplementary materials for this article are available online.

Date: 2019
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DOI: 10.1080/01621459.2018.1448828

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