Package ‘PGEE’

April 24, 2017

Type Package
Title Penalized Generalized Estimating Equations in High-Dimension
Version 1.5
Date 2017-04-22
Author Gul Inan (Lecturer, Middle East Technical University), Jianhui Zhou (Associate Profes-
sor, University of Virginia) and Lan Wang (Professor, University of Minnesota)
Maintainer Gul Inan <ginan@metu.edu.tr>
Description Fits penalized generalized estimating equations to longitudinal data with high-
dimensional covariates.
License GPL (>= 2)
Depends MASS, mvtnorm
NeedsCompilation no
Repository CRAN
Date/Publication 2017-04-24 21:27:20 UTC

R topics documented:
PGEE-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
CVfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
MGEE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
PGEE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
yeastG1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

Index 11

1
2 CVfit

PGEE-package Penalized Generalized Estimating Equations

Description

This package fits penalized generalized estimating equations to longitudinal data with high-dimensional
covariates through accommodating SCAD-penalty function into generalized estimating equations.

Details

This package consists of three functions. The function PGEE fits penalized generalized estimating
equations to the data. But, before that, the tuning parameter should be estimated through the func-
tion CVfit. On the other hand, the function MGEE fits unpenalized generalized estimating equations
to the data.

Author(s)

Gul Inan, Jianhui Zhou and Lan Wang

Maintainer: Gul Inan

References

Wang, L., Zhou, J., and Qu, A. (2012). Penalized generalized estimating equations for high-
dimensional longitudinal data analysis. Biometrics, 68, 353–360.

CVfit Function to compute cross-validated tuning parameter value

Description

This function computes cross-validated tuning parameter value for longitudinal data with working
independence structure.

Usage

CVfit(formula, id, data, family, scale.fix, scale.value, fold, lambda.vec, pindex,

eps, maxiter, tol)
MGEE 3

Arguments
formula A formula expression in the form of response ~ predictors.
id A vector for identifying subjects/clusters.
data A data frame which stores the variables in formula with id variable.
scale.fix A logical variable; if true, the scale parameter is fixed at the value of scale.value.
The default value is TRUE.
scale.value If scale.fix = TRUE, this assignes a numeric value to which the scale param-
eter should be fixed. The default value is 1.
family A family object in PGEE.
fold The number of folds used in cross-validation.
lambda.vec A vector of tuning parameters that will be used in the cross-validation.
pindex An index vector showing the parameters which are not subject to penalization.
The default value is NULL. However, in case of a model with intercept, the inter-
cept parameter should be never penalized.
eps A numerical value for the epsilon used in minorization-maximization algorithm.
The default value is 10^-6.
maxiter The number of iterations that is used in the estimation algorithm. The default
value is 25.
tol The tolerance level that is used in the estimation algorithm. The default value is
10^-3.

Value
An object class of CVfit.

References
Wang, L., Zhou, J., and Qu, A. (2012). Penalized generalized estimating equations for high-
dimensional longitudinal data analysis. Biometrics, 68, 353–360.

See Also
PGEE

MGEE Function to fit generalized estimating equations

Description
This function fits a generalized estimating equation model to longitudinal data.
4 MGEE

Usage
MGEE(formula, id, data, na.action = NULL, family = gaussian(link = "identity"),
corstr = "independence", Mv = NULL, beta_int = NULL, R = NULL, scale.fix = TRUE,
scale.value = 1, maxiter = 25, tol = 10^-3, silent = TRUE)

Arguments
formula A formula expression in the form of response ~ predictors.
id A vector for identifying subjects/clusters.
data A data frame which stores the variables in formula with id variable.
na.action A function to remove missing values from the data. Only na.omit is allowed
here.
family A family object: a list of functions and expressions for defining link and
variance functions. Families supported in MGEE are binomial, gaussian,
gamma and poisson. The links, which are not available in gee, is not avail-
able here. The default family is gaussian.
corstr A character string, which specifies the type of correlation structure. Structures
supported in MGEE are "AR-1","exchangeable", "fixed", "independence",
"stat_M_dep","non_stat_M_dep", and "unstructured". The default corstr
type is "independence".
Mv If either "stat_M_dep", or "non_stat_M_dep" is specified in corstr, then this
assigns a numeric value for Mv. Otherwise, the default value is NULL.
beta_int User specified initial values for regression parameters. The default value is NULL.
R If corstr = "fixed" is specified, then R is a square matrix of dimension max-
imum cluster size containing the user specified correlation. Otherwise, the de-
fault value is NULL.
scale.fix A logical variable; if true, the scale parameter is fixed at the value of scale.value.
The default value is TRUE.
scale.value If scale.fix = TRUE, this assignes a numeric value to which the scale param-
eter should be fixed. The default value is 1.
maxiter The number of iterations that is used in the estimation algorithm. The default
value is 25.
tol The tolerance level that is used in the estimation algorithm. The default value is
10^-3.
silent A logical variable; if false, the regression parameter estimates at each iteration
are printed. The default value is TRUE.

Value
An object class of MGEE representing the fit.

Note
The structures "non_stat_M_dep" and "unstructured" are valid only when the data is balanced.
PGEE 5

References
Liang, K.Y. and Zeger, S.L. (1986). Longitudinal data analysis using generalized linear models.
Biometrika, 73, 13–22.
Zeger, S.L. and Liang, K.Y. (1986) . Longitudinal data analysis for discrete and continuous out-
comes. Biometrics, 42, 121–130.

See Also
PGEE

PGEE Function to fit penalized generalized estimating equations

Description
This function fits a penalized generalized estimating equation model to longitudinal data.

Usage
PGEE(formula, id, data, na.action = NULL, family = gaussian(link = "identity"),
corstr = "independence", Mv = NULL, beta_int = NULL, R = NULL, scale.fix = TRUE,
scale.value = 1, lambda, pindex = NULL, eps = 10^-6, maxiter = 30, tol = 10^-3,
silent = TRUE)

Arguments
formula A formula expression in the form of response ~ predictors.
id A vector for identifying subjects/clusters.
data A data frame which stores the variables in formula with id variable.
na.action A function to remove missing values from the data. Only na.omit is allowed
here.
family A family object: a list of functions and expressions for defining link and
variance functions. Families supported in PGEE are binomial, gaussian,
gamma and poisson. The links, which are not available in gee, is not avail-
able here. The default family is gaussian.
corstr A character string, which specifies the type of correlation structure. Structures
supported in PGEE are "AR-1","exchangeable", "fixed", "independence",
"stat_M_dep","non_stat_M_dep", and "unstructured". The default corstr
type is "independence".
Mv If either "stat_M_dep", or "non_stat_M_dep" is specified in corstr, then this
assigns a numeric value for Mv. Otherwise, the default value is NULL.
beta_int User specified initial values for regression parameters. The default value is NULL.
R If corstr = "fixed" is specified, then R is a square matrix of dimension max-
imum cluster size containing the user specified correlation. Otherwise, the de-
fault value is NULL.
6 PGEE

scale.fix A logical variable; if true, the scale parameter is fixed at the value of scale.value.
The default value is TRUE.
scale.value If scale.fix = TRUE, this assignes a numeric value to which the scale param-
eter should be fixed. The default value is 1.
lambda A numerical value for the penalization parameter of the scad function, which is
estimated via cross-validation.
pindex An index vector showing the parameters which are not subject to penalization.
The default value is NULL. However, in case of a model with intercept, the inter-
cept parameter should be never penalized.
eps A numerical value for the epsilon used in minorization-maximization algorithm.
The default value is 10^-6.
maxiter The number of iterations that is used in the estimation algorithm. The default
value is 25.
tol The tolerance level that is used in the estimation algorithm. The default value is
10^-3.
silent A logical variable; if false, the regression parameter estimates at each iteration
are printed. The default value is TRUE.

Value
An object class of PGEE representing the fit.

References
Wang, L., Zhou, J., and Qu, A. (2012). Penalized generalized estimating equations for high-
dimensional longitudinal data analysis. Biometrics, 68, 353–360.

See Also
CVfit, MGEE

Examples
# Consider an example similar to example 1
# in Wang et al. (2012).

# required R package
library(mvtnorm)
# number of subjects
n <- 200
# number of covariates
pn <- 10
# number of time points
m <- 4

# vector if subject ids

id.vect <- rep(1:n, each = m)

# covariance matrix of (pn-1) number of continuous covariates

PGEE 7

X.sigma <- matrix(0,(pn-1),(pn-1))

{
for (i in 1:(pn-1))
X.sigma[i,] <- 0.5^(abs((1:(pn-1))-i))
}

# generate matrix of covariates

x.mat <- as.matrix(rmvnorm(n*m, mean = rep(0,(pn-1)), X.sigma))
x.mat <- cbind(rbinom(n*m,1, 0.5), x.mat)

# true values
beta.true <- c(2,3,1.5,2,rep(0,6))
sigma2 <- 1
rho <- 0.5
R <- matrix(rho,m,m)+diag(rep(1-rho,m))

# covariance matrix of error

SIGMA <- sigma2*R
error <- rmvnorm(n, mean = rep(0,m),SIGMA)

# generate longitudinal data with continuous outcomes

y.temp <- x.mat%*%beta.true
y.vect <- y.temp+as.vector(t(error))

mydata <- data.frame(id.vect,y.vect,x.mat)

colnames(mydata) <- c("id","y",paste("x",1:length(beta.true),sep = ""))

###Input Arguments for CVfit fitting###

library(PGEE)
formula <- "y ~.-id-1"
data <- mydata
family <- gaussian(link = "identity")
lambda.vec <- seq(0.1,1,0.1)

## Not run:
cv <- CVfit(formula = formula, id = id, data = data, family = family,
fold = 4, lambda.vec = lambda.vec, pindex = NULL, eps = 10^-6, maxiter = 30,
tol = 10^-3)

names(cv)
cv$lam.opt

## End(Not run)

lambda <- 0.1 #this value obtained through CVfit

# analyze the data through penalized generalized estimating equations

myfit1 <- PGEE(formula = formula, id = id, data = data, na.action = NULL,

family = family, corstr = "exchangeable", Mv = NULL,
beta_int = c(rep(0,length(beta.true))), R = NULL, scale.fix = TRUE,
scale.value = 1, lambda = lambda, pindex = NULL, eps = 10^-6, maxiter = 30,
tol = 10^-3, silent = TRUE)
8 yeastG1

summary(myfit1)

# analyze the data through unpenalized generalized estimating equations

myfit2 <- MGEE(formula = formula, id = id, data = data, na.action = NULL,

family = family, corstr = "exchangeable", Mv = NULL,
beta_int = c(rep(0,length(beta.true))), R = NULL, scale.fix = TRUE,
scale.value = 1, maxiter = 30, tol = 10^-3, silent = TRUE)

summary(myfit2)

yeastG1 Yeast cell-cycle gene expression data

Description
A yeast cell-cycle gene expression data set collected in the CDC15 experiment of Spellman et
al. (1998) where genome-wide mRNA levels of 6178 yeast open reading frames (ORFs) in a two
cell-cycle period were measured at M/G1-G1-S-G2-M stages. However, to better understand the
phenomenon underlying cell-cycle process, it is important to identify transcription factors (TFs) that
regulate the gene expression levels of cell cycle-regulated genes. In this study, we presented a subset
of 283 cell-cycled-regularized genes observed over 4 time points at G1 stage and the standardized
binding probabilities of a total of 96 TFs obtained from a mixture model approach of Wang et al.
(2007) based on the ChIP data of Lee et al. (2002).

Usage
data("yeastG1")

Details
A data frame with 1132 observations (283 cell-cycled-regularized genes observed over 4 time
points) with 99 variables (e.g., id, y, time, and 96 TFs).

References
Lee, T.I., Rinaldi, N.J., Robert, F., Odom, D.T., Bar-Joseph, Z., Gerber, G.K., Hannett, N.M.,
Harbison, C.T., Thompson, C.M., Simon, I., et al. (2002). Transcriptional regulatory networks in
Saccharomyces cerevisiae. Science, 298, 799–804.
Spellman, P.T., Sherlock, G., Zhang, M.Q., Iyer, V.R., Anders, K., Eisen, M.B., Brown, P.O., Bot-
stein, D., and Futcher, B. (1998). Comprehensive identification of cell cycle regulated genes of
the yeast Saccharomyces cerevisiae by microarray hybridization. Molecular Biology of Cell, 9,
3273–3297.
Wang, L., Chen, G., and Li, H. (2007). Group SCAD regression analysis for microarray time course
gene expression data. Bioinformatics, 23, 1486–1494.
Wang, L., Zhou, J., and Qu, A. (2012). Penalized generalized estimating equations for high-
dimensional longitudinal data anaysis. Biometrics, 68, 353–360.
yeastG1 9

Examples

## Not run:
library(PGEE)
# load data
data(yeastG1)
data <- yeastG1
# get the column names
colnames(data)[1:9]
# see some portion of yeast G1 data
head(data,5)[1:9]

# define the input arguments

formula <- "y ~.-id"
family <- gaussian(link = "identity")
lambda.vec <- seq(0.01,0.2,0.01)
# find the optimum lambda
cv <- CVfit(formula = formula, id = id, data = data, family = family, scale.fix = TRUE,
scale.value = 1, fold = 4, lambda.vec = lambda.vec, pindex = c(1,2), eps = 10^-6,
maxiter = 30, tol = 10^-6)
# print the results
print(cv)

# see the returned values by CVfit

names(cv)
# get the optimum lambda
cv$lam.opt

#fit the PGEE model

myfit1 <- PGEE(formula = formula, id = id, data = data, na.action = NULL,
family = family, corstr = "independence", Mv = NULL,
beta_int = c(rep(0,dim(data)[2]-1)), R = NULL, scale.fix = TRUE,
scale.value = 1, lambda = cv$lam.opt, pindex = c(1,2), eps = 10^-6,
maxiter = 30, tol = 10^-6, silent = TRUE)

# get the values returned by myfit object

names(myfit1)
# get the values returned by summary(myfit) object
names(summary(myfit1))
# see a portion of the results returned by coef(summary(myfit1))
head(coef(summary(myfit1)),7)

# see the variables which have non-zero coefficients

index1 <- which(abs(coef(summary(myfit1))[,"Estimate"]) > 10^-3)
names(abs(coef(summary(myfit1))[index1,"Estimate"]))

# see the PGEE summary statistics of these non-zero variables

coef(summary(myfit1))[index1,]

# fit the GEE model

myfit2 <- MGEE(formula = formula, id = id, data = data, na.action = NULL,
family = family, corstr = "independence", Mv = NULL,
beta_int = c(rep(0,dim(data)[2]-1)), R = NULL, scale.fix = TRUE,
10 yeastG1

scale.value = 1, maxiter = 30, tol = 10^-6, silent = TRUE)

# get the GEE summary statistics of the variables that turned out to be
# non-zero in PGEE analysis
coef(summary(myfit2))[index1,]

# see the significantly associated TFs in PGEE analysis

names(which(abs(coef(summary(myfit1))[index1,"Robust z"]) > 1.96))

# see the significantly associated TFs in GEE analysis

names(which(abs(coef(summary(myfit2))[,"Robust z"]) > 1.96))

## End(Not run)
Index

∗Topic high-dimensional covariates,

longitudinal data, marginal
models, SCAD-penalty
function
PGEE-package, 2

CVfit, 2, 2, 6

MGEE, 2, 3, 6
MGee (MGEE), 3
mycor_gee1 (MGEE), 3
mycor_gee2 (PGEE), 5

PGEE, 2, 3, 5, 5
PGee (PGEE), 5
PGEE-package, 2
print.CVfit (CVfit), 2
print.MGEE (MGEE), 3
print.MGee (MGEE), 3
print.PGEE (PGEE), 5
print.PGee (PGEE), 5
print.summary.MGEE (MGEE), 3
print.summary.MGee (MGEE), 3
print.summary.PGEE (PGEE), 5
print.summary.PGee (PGEE), 5

q_scad (PGEE), 5

S_H_E_M (PGEE), 5
S_H_M (MGEE), 3
summary.MGEE (MGEE), 3
summary.MGee (MGEE), 3
summary.PGEE (PGEE), 5
summary.PGee (PGEE), 5

yeastG1, 8

11