Fused mean structure learning in data integration with dependence

Abstract

Motivated 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.