Sparse Single Index Models for Multivariate Responses

Overview

Journal J Comput Graph Stat

Date 2021 May 24

PMID 34025100

Citations 1

Authors

Yuan Feng

Luo Xiao

Eric C Chi

Affiliations

Soon will be listed here.

Abstract

Joint models are popular for analyzing data with multivariate responses. We propose a sparse multivariate single index model, where responses and predictors are linked by unspecified smooth functions and multiple matrix level penalties are employed to select predictors and induce low-rank structures across responses. An alternating direction method of multipliers (ADMM) based algorithm is proposed for model estimation. We demonstrate the effectiveness of proposed model in simulation studies and an application to a genetic association study.

Citing Articles

Single-index models with functional connectivity network predictors.

Weaver C, Xiao L, Lindquist M Biostatistics. 2021; 24(1):52-67.

PMID: 33948617 PMC: 9748592. DOI: 10.1093/biostatistics/kxab015.

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