Fused mean structure learning in data integration with dependence

Abstract

AbstractMotivated by image‐on‐scalar regression with data aggregated across multiple sites, we consider a setting in which multiple independent studies each collect multiple dependent vector outcomes, with potential mean model parameter homogeneity between studies and outcome vectors. To determine the validity of a joint analysis of these data sources, we must learn which of them share mean model parameters. We propose a new model fusion approach that delivers improved flexibility and statistical performance over existing methods. Our proposed approach specifies a quadratic inference function within each data source and fuses mean model parameter vectors in their entirety based on a new formulation of a pairwise fusion penalty. We establish theoretical properties of our estimator and propose an asymptotically equivalent weighted oracle meta‐estimator that is more computationally efficient. Simulations and an application to the ABIDE neuroimaging consortium highlight the flexibility of the proposed approach. An R package is provided for ease of implementation.