DSA为变量选择的方法，通过迭代方法实现多暴露数据的筛选，主要步骤为：Deletion/Substitution/Addtion，具体为1）移除所选择的变量；2）用未选择的变量替换已选择的变量；3）选择新的变量。通过五折交叉验证计算预测方程的均方根误差（L2损失函数）为最小时，确定纳入模型的变量个数及具体类型，实现变量的筛选。为了确保选择的稳定性，一般切换不同种子数运行DSA50次。 然后进行多暴露变量的二项式GLM评估，所纳入的变量至少在DSA模型的6％（n≥3次）或10%（n≥5次）中被选择，最后的模型中需验证多重共线性。
与传统的线性回归方程相比，该方程降低了假阳性率，各变量间实现互相调整并可探讨化学物间交互作用，但对检出率较低的化学物的交互作用探讨时作用有限。
R实现
1.软件安装
devtools::install_github("romainkp/modelUtils")
devtools::install_github("romainkp/DSA")2.方程参数
Usage
DSA(formula, data, id = 1:nrow(data), family = gaussian, weights = NULL,
candidate.rank = NULL, rank.cutoffs = NULL, maxsize, maxorderint,
maxsumofpow, Dmove=TRUE, Smove=TRUE, usersplits = NULL, userseed = NULL,
vfold = 5, nsplits = 1, model.matrices = FALSE, silent = TRUE, ...)
Arguments
formula
a symbolic description of the base model which specifies the independent/response variable(s) and all terms forced in the final model. Typically, formula is set to Y ~ 1 when no terms are forced in the final model. Currently supported outcomes are continuous, binomial (binary with 0s and 1s or a two-column matrix of successes in the first column and failures in the second) and multinomial (categorical specified as factors). Dependent/Explanatory candidate variables can be continuous or categorical (factors). Only polynomial main terms and polynomial interaction terms specified within the I() subroutine can be forced in the final model, i.e. interactions between a factor and other variables are currently not suported.
data
a non-optional data frame containing both the response variable(s) as well as the candidate covariates to be considered in the data-adaptive estimation procedure.
id
a vector identifying each independent experimental unit in the data with a unique value, i.e. repeated measurements are allowed in data. The length of id must correspond to the number of observations (nrow(data)). The default value for id is 1:nrow(data) which indicates that all observations are independent.
family
currently either binomial, multinomial, or gaussian. Used to determine whether logistic, multinomial logistic (softmax function), or general linear models should be considered.
weights
a matrix of real numbers whose number of rows is the number of data splits plus one (i.e., vfold+1 or nrow(usersplits)+1) and whose number of columns is the number of observations. The first vfold or nrow(usersplits) rows contain the weights to be applied to each observation (whether in the training or validation set) at each split of the data. The last row contains the weights to be applied to each observation in the learning set. The argument weights is ignored if the value of weights is NULL (default).
candidate.rank
a vector of named real numbers which ranks all candidate variables in data. Missing values are not allowed. Each element's name must correspond to the name of one of the candidate variables in data. The candidate variables' ranks are used to determine which set(s) of covariates in data will be considered in the DSA call based on the argument rank.cutoffs. When candidate.rank is NULL (default), the variables in data are ranked with a call to candidateReduction. Note that the candidate dummy variables automatically created for all factors in data receive different ranks by default while their ranks are identical when candidate.rank is user-supplied.
rank.cutoffs
a vector of real numbers which is used with candidate.rank to define the set(s) of candidate variables in data that will be considered in the data-adaptive estimation procedure. By default, rank.cutoffs is set to NULL, which means that all candidate variables supplied in data are considered in the DSA call.
maxsize
an integer strictly positive which limits the data-adaptive estimation procedure to candidate linear models with a maximum number of terms (excluding the intercept) lower or equal to maxsize. The argument maxsize must be larger or equal to the number of terms forced into the model through formula.
maxorderint
an integer strictly positive which limits the data-adaptive estimation procedure to candidate linear models with a maximum order of interactions lower or equal to maxorderint.
maxsumofpow
an integer larger or equal to maxorderint which limits the data-adaptive estimation procedure to candidate generalized linear models with terms involving variables whose powers sum up to a value lower or equal to maxsumofpow.
Dmove
a logical parameter which specifies whether deletion moves are used to search through the space of candidate estimators. By default, deletion moves are allowed.
Smove
a logical parameter which specifies whether substitution moves are used to search through the space of candidate estimators. By default, substitution moves are allowed.
usersplits
an optional matrix of 0s or 1s whose number of columns is the number of observations. Each row indicates how the learning set is split in a training (0s) and validation (1s) set. The default value for usersplits is NULL which indicates that the data should be randomely split based on the v-fold splitting scheme corresponding to the values for userseed, vfold, nsplits, and id.
userseed
a single value interpreted as an integer and used to set the seed of the random number generator which determines the v-fold data splits. If userseed=NULL (default) then the current seed from the current R session is used. The argument userseed is ignored if usersplits is non-null.
vfold
an integer strictly larger than 1 specifying the number of splits (i.e, v) in the default v-fold splitting scheme for the cross-validation procedure. The default value for vfold is 5. The argument vfold is ignored if the argument usersplits is non-null.
nsplits
an integer larger than 1 indicating the number of v-fold splits for the cross-validation procedure. The default value for nsplits is 1. This argument is ignored if the user provides the data splitting scheme with usersplits.
model.matrices
a logical variable indicating that only the design and response matrices should be returned.
silent
if FALSE then intermediate messages will be printed to standard output showing the progress of the computations (message level set to 0). if TRUE then no intermediate messages will be printed to standard output (message level set to -1). One can further control the messaging level to be printed to standard output with a call to the setDSAMessageLevel subroutine preceding a call to the DSA routine where the argument silent is not referenced.
...
currently used internally to recursively call the DSA.3.示例
library(DSA)
## an example using the state census data. (gaussian)
data(state)
state.data <- as.data.frame(state.x77)
colnames(state.data) <- unlist(lapply(strsplit(colnames(state.data), " "),
function(x) paste(x, collapse = "")))
res <- DSA(Murder ~ 1, data = state.data, maxsize = 5, maxsumofpow = 2, maxorderint = 2)
residuals(res)
coefficients(res)
summary(res)
res <- DSA(Murder ~ 1, data = state.data, maxsize = 5, maxsumofpow = 2, maxorderint = 2,nsplits=10,silent=FALSE)
residuals(res)
coefficients(res)
summary(res)
## an example using weights (gaussian).
ddir <- paste(system.file(package = "DSA"), "/", "data", "/", sep = "")
x <- read.table(paste(ddir, "smalllymphRoX.txt", sep = ""), nrow=240)
y <- read.table(paste(ddir, "logT1lymph.txt", sep = ""))
weights <- as.matrix(read.table(paste(ddir, "lymphWeights_111505", sep = "")))
colnames(y) <- "loglymph"
data <- cbind(x, y)
res <- DSA(loglymph ~ 1, data = data, maxsize = 5, maxorderint = 2, maxsumofpow = 2,
weights = weights)
#pdf(file = "plot.pdf")
plot(res)
#dev.off()
summary(res)
## an example using simulated data (binomial, logistic link).
n <- 1000
W <- cbind(rnorm(n), rnorm(n) < 1, rnorm(n) < 2, rnorm(n, 2, 4), runif(n),
rcauchy(n), rlogis(n) < .1, rnorm(n) < .1, rnorm(n, 120, 10),
rnorm(n, 66, 2))
Y <- 22 + .5*W[,1] + .02*W[,1]^2 + .01*W[,1]*W[,2] + 2*W[,3] + .7*W[,4]^2
Y <- as.matrix(as.integer(Y - mean(Y))/sd(Y))
Y <- as.matrix(as.integer(Y < rlogis(n)))
colnames(W) <- paste("V", 1:ncol(W), sep = "")
colnames(Y) <- "Y"
data <- as.data.frame(cbind(W, Y))
res <- DSA(Y ~ 1, data = data, family = binomial, maxsize = 8, maxorderint = 2, maxsumofpow = 3)
plot(res)
summary(res)
## an example with factors.
n <- 1000
inc <- round(runif(n,1,4))
edu <- round(runif(n,1,4))
W <- data.frame(income =
as.factor(c("10000", "10000.35000", "35000.100000", "100000")[inc]),
age = round(runif(n, 20, 60)),
weight = rnorm(n, 140, 30),
degree =
as.factor(c("highschool", "highschool.grad", "college", "post.graduate")[edu]),
male = rbinom(10, size = 1, prob = .5))
Vertical.Leap <- 8 + ifelse(inc == 1, 2, 0) + (60 - W$age) * .1 + W$male * 4 + rnorm(n, 0, 4)
data <- cbind(W, Vertical.Leap)
res <- DSA(Vertical.Leap ~ 1, data = data, maxsize = 8, maxorderint = 2, maxsumofpow = 2)
plot(res, plot.compare = TRUE)
summary(res)
## now add some forced terms.
res <- DSA(Vertical.Leap ~ degree, data = data, maxsize = 8, maxorderint = 2, maxsumofpow = 2)
plot(res, plot.compare = TRUE)
summary(res)
##
## an example using binomial - two column outcome and forced terms
##
n <- 1000
W <- cbind(rnorm(n), rnorm(n) < 1, rnorm(n) < 2, rnorm(n, 2, 4), runif(n),
rcauchy(n), rlogis(n) < .1, rnorm(n) < .1, rnorm(n, 120, 10),
rnorm(n, 66, 2))
Y <- 10 + .5*W[,1] + .02*W[,1]^2 + .01*W[,1]*W[,2] + 2*W[,3] + .7*W[,4]^2
Y <- as.matrix(as.integer(Y - mean(Y))/sd(Y))
trials <- rpois(n, lambda = 20)
successes <- sapply(1:n, function(i) {
rbinom(1, size = trials[i], prob = pnorm(Y[i]))
})
failures <- trials - successes
colnames(W) <- paste("V", 1:ncol(W), sep = "")
data <- as.data.frame(cbind(W, "successes" = successes, "failures" = failures))
res <- DSA(cbind(successes, failures) ~ 1, data = data, family = binomial, maxsize = 8,
maxorderint = 2, maxsumofpow = 3)
summary(res)
plot(res)
## now add some forced terms
res <- DSA(cbind(successes, failures) ~ V1 + I(V4^2), data = data, family = binomial, maxsize = 8,
maxorderint = 2, maxsumofpow = 3)
summary(res)
plot(res)
## with user-specified dimension reduction
res <- DSA(cbind(successes, failures) ~ V1, data=data,family=binomial, rank.cutoffs=0.1, maxsize = 5, maxorderint = 1, maxsumofpow = 2,userseed=29,nsplits=2,silent=FALSE)
summary(res)
res$candidate.vars
res$selected.vars
## with dimension reduction based on cross-validation
res <- DSA(cbind(successes, failures) ~ V1, data=data,family=binomial, rank.cutoffs=c(0.1,0.2,0.6), maxsize = 5, maxorderint = 1, maxsumofpow = 2,userseed=29)
summary(res)
res$candidate.vars
res$selected.vars
## now a multinomial model.
NN <- 1000
W <- cbind(rep(1, NN), runif(NN, 0, 5), rnorm(NN, 5, 2))
PY <- apply(W, 1, function(x) {
coefs <- matrix(c(0,0,0,-9, 2, .8,-6, 1, .7,-4, .5, .6), nrow = 4, ncol = 3, byrow = TRUE)
denom <- sum(apply(coefs, 1, function(cc) {exp(x %*% cc)}))
as.numeric(apply(coefs, 1, function(cc) {exp(x %*% cc)/denom}))
})
## add some columns to W which don't matter
W <- cbind(W, runif(NN, 0, 5), rnorm(NN, 5, 2))
## turn them into counts.
Y <- apply(PY, 2, function(x) {
ru <- runif(1)
if (ru <= x[1])
0
else if (ru <= x[2] + x[3])
1
else if (ru <= x[3] + x[4])
2
else
3
})
dta.2 <- data.frame(W[,-1], "Y" = factor(Y))
levels(dta.2[,"Y"]) <- c("B","A","D","C")
res <- DSA(Y ~ 1, family=multinomial, data = dta.2, maxsize = 5,
maxorderint = 2, maxsumofpow = 2,vfold = 5, userseed = 87,
model.matrices = FALSE, nsplits=1)
res
summary(res)
## Another example with the state census data where deletion and/or substitution moves are inhibited
res1 <- DSA(Murder ~ 1, data = state.data, maxsize = 10, maxsumofpow = 2, maxorderint = 2)
summary(res1)
res2 <- DSA(Murder ~ 1, data = state.data, maxsize = 10, maxsumofpow = 2, maxorderint = 2,Dmove=FALSE)
summary(res2)
res3 <- DSA(Murder ~ 1, data = state.data, maxsize = 10, maxsumofpow = 2, maxorderint = 2,Smove=FALSE)
summary(res3)
res4 <- DSA(Murder ~ 1, data = state.data, maxsize = 10, maxsumofpow = 2, maxorderint = 2,Dmove=FALSE,Smove=FALSE)
summary(res4)
Ref:
Granum, Berit, et al. "Multiple environmental exposures in early-life and allergy-related outcomes in childhood." Environment International 144 (2020): 106038.
https://www.rdocumentation.org/packages/partDSA/versions/0.9.14/topics/partDSA
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