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Perturbation-based Analysis of Compositional Data
Nov 30, 2023
Existing statistical methods for compositional data analysis are inadequate for many modern applications for two reasons. First, modern compositional datasets, for example in microbiome research, display traits such as high-dimensionality and sparsity that are poorly modelled with traditional approaches. Second, assessing -- in an unbiased way -- how summary statistics of a composition (e.g., racial diversity) affect a response variable is not straightforward. In this work, we propose a framework based on hypothetical data perturbations that addresses both issues. Unlike existing methods for compositional data, we do not transform the data and instead use perturbations to define interpretable statistical functionals on the compositions themselves, which we call average perturbation effects. These average perturbation effects, which can be employed in many applications, naturally account for confounding that biases frequently used marginal dependence analyses. We show how average perturbation effects can be estimated efficiently by deriving a perturbation-dependent reparametrization and applying semiparametric estimation techniques. We analyze the proposed estimators empirically on simulated data and demonstrate advantages over existing techniques on US census and microbiome data. For all proposed estimators, we provide confidence intervals with uniform asymptotic coverage guarantees.
Model-based causal feature selection for general response types
Sep 22, 2023
Discovering causal relationships from observational data is a fundamental yet challenging task. In some applications, it may suffice to learn the causal features of a given response variable, instead of learning the entire underlying causal structure. Invariant causal prediction (ICP, Peters et al., 2016) is a method for causal feature selection which requires data from heterogeneous settings. ICP assumes that the mechanism for generating the response from its direct causes is the same in all settings and exploits this invariance to output a subset of the causal features. The framework of ICP has been extended to general additive noise models and to nonparametric settings using conditional independence testing. However, nonparametric conditional independence testing often suffers from low power (or poor type I error control) and the aforementioned parametric models are not suitable for applications in which the response is not measured on a continuous scale, but rather reflects categories or counts. To bridge this gap, we develop ICP in the context of transformation models (TRAMs), allowing for continuous, categorical, count-type, and uninformatively censored responses (we show that, in general, these model classes do not allow for identifiability when there is no exogenous heterogeneity). We propose TRAM-GCM, a test for invariance of a subset of covariates, based on the expected conditional covariance between environments and score residuals which satisfies uniform asymptotic level guarantees. For the special case of linear shift TRAMs, we propose an additional invariance test, TRAM-Wald, based on the Wald statistic. We implement both proposed methods in the open-source R package "tramicp" and show in simulations that under the correct model specification, our approach empirically yields higher power than nonparametric ICP based on conditional independence testing.
The Projected Covariance Measure for assumption-lean variable significance testing
Nov 03, 2022
Testing the significance of a variable or group of variables $X$ for predicting a response $Y$, given additional covariates $Z$, is a ubiquitous task in statistics. A simple but common approach is to specify a linear model, and then test whether the regression coefficient for $X$ is non-zero. However, when the model is misspecified, the test may have poor power, for example when $X$ is involved in complex interactions, or lead to many false rejections. In this work we study the problem of testing the model-free null of conditional mean independence, i.e. that the conditional mean of $Y$ given $X$ and $Z$ does not depend on $X$. We propose a simple and general framework that can leverage flexible nonparametric or machine learning methods, such as additive models or random forests, to yield both robust error control and high power. The procedure involves using these methods to perform regressions, first to estimate a form of projection of $Y$ on $X$ and $Z$ using one half of the data, and then to estimate the expected conditional covariance between this projection and $Y$ on the remaining half of the data. While the approach is general, we show that a version of our procedure using spline regression achieves what we show is the minimax optimal rate in this nonparametric testing problem. Numerical experiments demonstrate the effectiveness of our approach both in terms of maintaining Type I error control, and power, compared to several existing approaches.