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Activity Number:
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76
- To Open Source, or Not
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Type:
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Contributed
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Date/Time:
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Sunday, July 28, 2019 : 4:00 PM to 5:50 PM
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Sponsor:
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Section for Statistical Programmers and Analysts
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Abstract #305077
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Title:
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Doubly Distributed and Integrated Inference for Correlated Data with Heterogeneous Parameters
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Author(s):
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Emily Charlotte Hector* and Peter X.K. Song
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Companies:
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University of Michigan and School of Public Health, University of Michigan
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Keywords:
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Divide-and-conquer;
Generalized method of moments;
Parallel computing;
Scalable computing
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Abstract:
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We present a divide-and-conquer procedure implemented in a distributed and parallelized MapReduce scheme for statistical estimation and inference of regression parameters with high-dimensional correlated responses with multi-level nested correlations. The proposed method overcomes the computational cost associated with existing statistical methods by dividing subjects into independent groups and responses into subvectors to be analyzed separately and in parallel on a distributed platform. A broad class of models is available in this framework, and we allow for heterogeneity of the parameter of interest for a more flexible model fit. Theoretical challenges related to combining results from dependent data are overcome in a statistically efficient way using a meta-estimator derived from Hansen’s Generalized Method of Moments. We provide a rigorous theoretical framework for efficient estimation, inference, and goodness-of-fit tests. We develop an R package for ease of implementation.
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Authors who are presenting talks have a * after their name.
