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ordinal_regression.qmd
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---
title: 'Robust regression for noisy biological data'
author: "[Jaron Arbet]{style='color: steelblue;'}"
date: '`r Sys.Date()`'
date-format: short
format:
revealjs:
output-file: ordinal_regression.html
incremental: true
scrollable: TRUE
slide-number: c/t
bibliography: references.bib
embed-resources: true
---
```{r}
library(BoutrosLab.plotting.general);
library(rms);
library(Hmisc);
library(asht);
library(parallel);
seed <- 1234;
title.cex <- 2;
text.cex <- 1.6;
source('utilities.R');
```
```{r prepare datasets}
Hmisc::getHdata('nhgh');
#Hmisc::getHdata('support');
nhgh$diabetes <- factor(
x = nhgh$dx,
levels = c(0, 1),
labels = c('No', 'Yes')
);
colnames(nhgh)[colnames(nhgh) == 'gh'] <- 'HbA1c';
colnames(nhgh)[colnames(nhgh) == 'SCr'] <- 'Creatinine';
colnames(nhgh)[colnames(nhgh) == 'bun'] <- 'blood.urea.nitrogen';
colnames(nhgh)[colnames(nhgh) == 'waist'] <- 'waist.circumference';
colnames(nhgh)[colnames(nhgh) == 'wt'] <- 'weight';
```
```{r prepare fev data}
data(fev, package = 'mplot');
colnames(fev)[colnames(fev) == 'height'] <- 'height.inches';
fev$sex <- factor(fev$sex, levels = c(0,1), labels = c('Female', 'Male'));
fev$smoke <- factor(fev$smoke, levels = c(0, 1), labels = c('No', 'Yes'));
```
## `r colorize('Motivation', 'steelblue')`
* Ordinal or numeric outcome (continuous or discrete)
* May have outliers or non-normally distributed <br /> (*e.g.* skewed, heavy tails)
* Examples in our lab:
+ Normalized RNA or protein abundance
+ Copy Number
+ DNA methylation beta or m-values
* **`r colorize('Goal', 'steelblue')`**: Perform robust statistical tests comparing noisy features btwn groups, potentially adjusting for covariates
* **`r colorize('Robust', 'steelblue')`**?
+ Minimal assumptions on the data distribution
+ Control false-positive-rate for wide variety of data-types
+ Insensitive to outliers
## `r colorize('But first... the Wilcoxon/Mann-Whitney U-test', 'steelblue')`
* Ordinal/numeric outcome btwn 2 unpaired groups
* Robust to outliers and no assumptions on data distribution
* **`r colorize('Example', 'steelblue')`**:
+ NHANES diabetes data ([source](https://hbiostat.org/data/))
+ Compare HbA1c between `r sum(nhgh$diabetes == 'Yes')` patients diagnosed with diabetes (or pre-diabetes) *vs.* `r sum(nhgh$diabetes == 'No')` undiagnosed
. . .
:::{.column-body-outset}
```{r}
yat <- seq(0, 20, 5);
yaxis.lab <- yat;
ylimits <- c(min(yat), max(yat));
create.boxplot(
formula = HbA1c ~ diabetes,
data = nhgh,
ylab.cex = title.cex,
ylab.label = 'HbA1c (%)',
xlab.label = 'Diabetes',
top.padding = 0,
bottom.padding = 0,
yat = yat,
yaxis.lab = yaxis.lab,
ylimits = ylimits
);
```
:::
### Questions:
1. What is the Null and Alternative hypothesis?
2. What is the effect size?
## `r colorize('How it works', 'steelblue')`
* Analyze ranked *order* of the data, rather than raw values:
1. Combine the 2 groups and rank from smallest to largest:
. . .
```{r}
set.seed(123);
index.diabetes <- which(nhgh$diabetes == 'Yes');
index.normal <- which(nhgh$diabetes == 'No');
n <- 4;
index.diabetes.keep <- sample(index.diabetes, n);
index.normal.keep <- sample(index.normal, n);
nhgh.subset <- nhgh[c(index.diabetes.keep, index.normal.keep), c('diabetes', 'HbA1c')];
nhgh.subset <- nhgh.subset[order(nhgh.subset$HbA1c),];
nhgh.subset$rank <- rank(nhgh.subset$HbA1c);
knitr::kable(nhgh.subset, row.names = FALSE, caption = sprintf('Example of %s patients', nrow(nhgh.subset)));
```
2. Wilcoxon test statistic:
. . .
\begin{equation}
W = R^*_1 - \frac{n_1(n_1 + 1)}{2}
\end{equation}
* $R^*_1$ = sum of ranks in group 1
* $n_1$ = sample size in group 1
. . .
Wilcoxon test using the full data:
. . .
```{r, include = TRUE, echo = TRUE}
wilcox <- wilcox.test(
formula = HbA1c ~ diabetes,
data = nhgh
);
wilcox$statistic;
wilcox$p.value;
```
* Notice $W=$ `r format(as.numeric(wilcox$statistic), scientific = FALSE)`, which we can manually verify:
. . .
```{r, echo = TRUE}
nhgh$rank <- rank(nhgh$HbA1c);
sum.ranks.group.1 <- sum(nhgh$rank[nhgh$diabetes == 'No']);
n1 <- sum(nhgh$diabetes == 'No');
sum.ranks.group.1 - n1*(n1 + 1) / 2
```
## Hypothesis test
* **Null**: The 2 distributions are the same
* **Alt**: The 2 distributions differ, *i.e.* one distribution tends to produce larger/smaller values than the other.
. . .
Notice that is much more general compared to the t-test:
* **Null**: Both groups have the same mean
* **Alt:** Both groups have different means
* Exact and asymptotic distributions of $W$ were derived and can be used to calculate p-value^1^
. . .
<font size='2'> 1. [https://www.stat.auckland.ac.nz/~wild/ChanceEnc/Ch10.wilcoxon.pdf](https://www.stat.auckland.ac.nz/~wild/ChanceEnc/Ch10.wilcoxon.pdf)</font>
## Effect size
* Often people only report the p-value, software is inconsistent on what effect size is reported
* **c-index**^1^ (concordance probability, probability index):
+ $c = Pr (Y_2 > Y_1)$ probability that value in group 2 is larger than group 1
+ Null $c = 0.5$
+ For a continuous variable $c$ = AUROC
. . .
\begin{equation}
c = \frac{\bar{R}_2 - \frac{n_2+2}{2}}{n_1}
\end{equation}
* $\bar{R}_2$: mean of ranks in group 2
* $n_1, n_2$ sample size in groups 1,2
* `asht::wmwTest`: Estimate of $c$ and Confidence Interval [@wilcox-CI]
+ Unlike other effect sizes used (*e.g.* difference in medians), this one is *consistent* with the Wilcoxon p-value
. . .
<font size='2'> 1. [https://hbiostat.org/bbr/nonpar#two-sample-test-wilcoxonmannwhitney](https://hbiostat.org/bbr/nonpar#two-sample-test-wilcoxonmannwhitney)
</font>
## Diabetes example
. . .
:::{.column-body-outset}
```{r}
create.boxplot(
formula = HbA1c ~ diabetes,
data = nhgh,
ylab.cex = title.cex,
ylab.label = 'HbA1c (%)',
xlab.label = 'Diabetes',
top.padding = 0,
bottom.padding = 0
);
```
:::
. . .
```{r, echo = TRUE}
wilcox <- asht::wmwTest(
formula = HbA1c ~ diabetes,
data = nhgh
);
sprintf('c-index = %s', as.numeric(round(wilcox$estimate, 2)));
round(wilcox$conf.int, 2);
wilcox$p.value;
```
. . .
There is a `r as.numeric(round(wilcox$estimate,3))` probability that diabetes patients have higher HbA1c compared to undiagnosed patients.
## Wilcoxon *vs.* other methods
* Table^1^ below compares power of t-test *vs.* Wilcoxon
* Values > 1 mean Wilcoxon is more powerful
. . .
:::{.column-body-outset}
![](./figures/ttest_wilcoxon_efficiency.png)
:::
* Wilcoxon better controls FPR compared to DESeq2, edgeR, limma-voom, NOISeq, dearseq[@li2022FPR]
+ Recommends n $\ge$ 8 per group^2^
. . .
<ul style="margin: 0; padding: 0; line-height: 1; font-size: 14px;">
<li>^1^De Schryver, Maarten, and Jan De Neve. "A tutorial on probabilistic index models: Regression models for the effect size P (Y1< Y2)." Psychological Methods 24.4 (2019): 403.</li>
<li>^2^[https://towardsdatascience.com/deseq2-and-edger-should-no-longer-be-the-default-choice-for-large-sample-differential-gene-8fdf008deae9](https://towardsdatascience.com/deseq2-and-edger-should-no-longer-be-the-default-choice-for-large-sample-differential-gene-8fdf008deae9)</li>
</ul>
## Adjusting Wilcoxon test for covariates
* Most people mistakenly think Wilcoxon test and similar rank-based methods can't adjust for covariates, however:
* The Wilcoxon test statistic $W$ is equivalent to the score test statistic from a **proportional odds (PO) regression model**^1-3^
* Thus the PO model can be used to perform Wilcoxon-like tests while adjusting for covariates.
. . .
<ul style="margin: 0; padding: 0; line-height: 1; font-size: 14px;">
<li>^1^McCullagh, Peter. "Regression models for ordinal data." Journal of the Royal Statistical Society: Series B (Methodological) 42.2 (1980): 109-127.</li>
<li>^2^[Equivalence of Wilcoxon Statistic and Proportional Odds Model](https://www.fharrell.com/post/powilcoxon/)</li>
<li>^3^[If You Like the Wilcoxon Test You Must Like the Proportional Odds Model](https://onedrive.live.com/redir?resid=4C8382D69ED5C54B%21143&page=Edit&wd=target%28GLM.one%7C436ed6ee-14f3-461a-9488-602c2c3cc00e%2FOrdinal%20proportional%20odds%20logistic%20regression%7Cf47d7d2f-f5a5-4ffd-adc3-48a0a020c451%2F%29&wdorigin=NavigationUrl)
</li>
</ul>
## Proportional Odds (PO) Model
* Also called ordered logit or ordinal logistic regression
. . .
Let $Y = 1, 2, ..., k$ be the *k* unique values of *Y*:
. . .
\begin{equation}
Pr(Y \ge j | X) = \frac{1}{1 + exp[-(\alpha_j + X\beta)]} = expit(\alpha_j + X\beta)
\end{equation}
* $j = 1,2, ..., k - 1$
* $\alpha_j$ is the logit of $Pr(Y \ge j | X = 0)$
. . .
<font size='2'> [https://hbiostat.org/rmsc/ordinal](https://hbiostat.org/rmsc/ordinal)
</font>
## Interpretation of $\beta$:
. . .
\begin{equation}
exp(\beta) = \frac{\text{Odds } Y \ge j | X = x + 1}{\text{Odds } Y \ge j | X = x}
\end{equation}
* "odds of having larger value of $Y$ given 1 unit increase in $X$"
* "Group A has __ times greater odds of having a larger $Y$ compared to group B"
* Parameters $\beta, \alpha_j$ estimated using MLE or Bayesian methods
## "Proportional odds"?
* $\beta$ is constant for all values of $Y$. Similar to CoxPH model where HR is constant for all time.
. . .
:::{.column-body-outset}
![](./figures/proportional_odds_assumption.png)
:::
* Y-axis is $log[\frac{Pr(Y > j | X)}{1 - Pr(Y > j | X)}]$
* Effect of predictor (slope $\beta$) on $Y$ is the same for all $Y$
. . .
**What if non-PO?**
* The true lines would not be parallel.
* The PO model $\hat{\beta}$ still has a meaningful interpretation: the *average* $\beta$ across all lines: the average effect of $X$ on $Y$
. . .
<font size='2'> [https://www.datavis.ca/courses/grcat/grc6.html](https://www.datavis.ca/courses/grcat/grc6.html)</font>
## Diabetes example
. . .
```{r, echo = TRUE}
fit <- rms::orm(
formula = HbA1c ~ diabetes,
data = nhgh
);
odds.ratios <- exp(coef(fit));
ci <- exp(confint(fit));
round(odds.ratios['diabetes=Yes'], 1);
round(ci['diabetes=Yes',], 1);
```
. . .
Diabetes patients have `r round(odds.ratios['diabetes=Yes'], 1)` times greater odds of having higher HbA1c compared to undiagnosed patients.
## c-index for PO model
* Recall $c = Pr (Y_2 > Y_1)$ is an effect size for Wilcoxon test
* You can approximate the c-index from the PO odds ratio^1^:
. . .
\begin{equation}
c = \frac{\text{OR}^{0.6453}}{1 + \text{OR}^{0.6453}}
\end{equation}
* For our example: $c = \frac{`r round(odds.ratios['diabetes=Yes'], 1)`^{0.6453}}{1 + `r round(odds.ratios['diabetes=Yes'], 1)`^{0.6453}} = `r round(round(odds.ratios['diabetes=Yes'], 1)^0.6453 / (1 + round(odds.ratios['diabetes=Yes'], 1)^0.6453), 3)`$ which is close to the c-index from Wilcoxon test (`r as.numeric(round(wilcox$estimate,3))`)
. . .
<font size='2'> ^1^[https://www.fharrell.com/post/powilcoxon/](https://www.fharrell.com/post/powilcoxon/)
</font>
## Other effect sizes for PO model
. . .
Besides the odds ratio and c-index, PO also supports several other important estimators:
* Quantiles (*e.g.* 25th, median, 75th) - see `rms::Quantile.orm`
+ Difference in quantiles between groups
* Mean - see `rms::Mean`
* $Pr(Y > y | X)$ - "exceedance probability"
+ Diff. in exceedance probabilities btwn groups
## Simulation study to assess robustness of PO model
* Compare the 2-sample t-test, wilcoxon test, and PO model for testing difference in HbA1c between diabetes and undiagnosed patients.
* **Goal**: determine which methods control false-positive-rate
* **Approach**:
1. Randomly sample 200 patients from `nhgh` diabetes dataset
2. Randomly permute the group labels (diabetes *vs.* undiagnosed) to create a dataset where $H_0$ is true
3. Record whether each test's p value is less than $\alpha = 0.05$
4. Repeat steps 1-3 10,000 times
5. Calculate FPR as the proportion of datasets where $p < \alpha$
6. A method controls the FPR iff FPR $\le \alpha$
```{r simulation, eval = FALSE}
set.seed(123, "L'Ecuyer")
n <- 200;
index <- sample(1:nrow(nhgh), n);
nhgh.subset.for.sim <- nhgh[index,];
dataset <- nhgh.subset.for.sim;
table(dataset$diabetes);
n.perms <- 10000;
print.prog <- 100;
outcomes.test <- c('HbA1c');
#outcomes.test <- c('Creatinine', 'blood.urea.nitrogen', 'albumin', 'HbA1c', 'waist.circumference','bmi', 'weight')
stopifnot(all(outcomes.test %in% colnames(dataset)));
start <- Sys.time();
res.all.outcomes <- lapply(
X = outcomes.test,
#mc.cores = length(outcomes.test),
FUN = function(outcome) {
index <- sample(1:nrow(nhgh), n);
nhgh.subset.for.sim <- nhgh[index,];
dataset <- nhgh.subset.for.sim;
start.one <- Sys.time();
res <- mclapply(
X = 1:n.perms,
mc.cores = parallel::detectCores() - 1,
FUN = function(x) {
if (x %% print.prog == 0) {
print(x);
}
perm.index <- sample(1:nrow(dataset), nrow(dataset));
dataset$diabetes.perm <- dataset$diabetes[perm.index];
form <- as.formula(sprintf('%s ~ diabetes.perm', outcome));
t.test.p <- t.test(
formula = form,
data = dataset
)$p.value;
wilcox.p <- wilcox.test(
formula = form,
data = dataset
)$p.value;
fit.orm <- orm(
formula = form,
data = dataset
);
ordinal.reg.p <- anova(fit.orm)['diabetes.perm', 'P'];
return(data.frame(
outcome = outcome,
t.test.p = t.test.p,
wilcox.p = wilcox.p,
ordinal.reg.p = ordinal.reg.p
))
}
);
res <- do.call(rbind, res);
sig <- apply(
X = res[,-1],
MARGIN = 2,
FUN = function(x) {
stats <- data.frame(
prop.sig.10 = mean(x <= 0.10),
prop.sig.05 = mean(x <= 0.05),
prop.sig.01 = mean(x <= 0.01)
)
}
);
sig <- do.call(rbind, sig);
sig$method <- rownames(sig);
sig$outcome <- outcome;
return(list(
sig = sig,
res = res
))
end.one <- Sys.time();
print(paste0('Finished ', outcome))
print(end.one - start.one);
print('---------------')
}
);
end <- Sys.time();
end - start;
sig <- do.call(rbind, lapply(res.all.outcomes, function(x) x$sig));
sig$model <- factor(
x = sig$method,
levels = c('t.test.p', 'wilcox.p', 'ordinal.reg.p'),
labels = c('T-test','Wilcoxon', 'PO model')
);
save(
sig,
res.all.outcomes,
file = 'sim_results.Rdata'
);
```
## PO model is more robust than t-test
```{r, include = TRUE}
load('sim_results.Rdata');
model.colours <- default.colours(length(unique(sig$model)))
names(model.colours) <- levels(sig$model);
legend <- legend.grob(
list(
# clusters
legend = list(
colours = model.colours,
labels = names(model.colours),
title = expression(bold(underline('Model')))
)
),
title.just = 'left',
title.cex = 2,
label.cex = 1.8
);
yat <- seq(0, 0.1, by = 0.02);
ylimits = c(min(yat), max(yat));
yaxis.lab = yat;
create.barplot(
prop.sig.05 ~ model,
#outcome ~ prop.sig.05,
#groups = sig$model,
data = sig,
col = model.colours,
plot.horizontal = FALSE,
abline.h = 0.05,
abline.lwd = 2,
yat = yat,
ylimits = ylimits,
yaxis.lab = yaxis.lab,
abline.col = 'black',
abline.lty = 2,
ylab.label = 'False positive rate',
xlab.label = '',
legend = list(
right = list(
fun = legend
)
)
);
```
## Extensions
* [Longitudinal PO model](https://www.fharrell.com/post/rpo/#longitudinal-ordinal-models)
* [Power and sample size calculations](https://www.fharrell.com/post/rpo/#clinical-trial-design-resources)
* [Bayesian PO model](https://hbiostat.org/bbr/nonpar.html#bayesian-proportional-odds-model)
## Limitations
1. Proportional odds assumption
. . .
> ...violations of the proportional odds assumption usually do not prevent the PO model from providing a reasonable treatment effect assessment. - [Violation of Proportional Odds is Not Fatal](https://www.fharrell.com/post/po/)
* If you only have 1 predictor the PO model will still control the FPR since PO assumption is guaranteed under $H_0$
. . .
Simulations show robustness of PO model under non-PO:
* [1 predictor](https://www.fharrell.com/post/powilcoxon/#simulation)
* [2 predictors](https://www.fharrell.com/post/impactpo/#simulation-study-of-effect-of-adjusting-for-a-highly-non-po-covariate)
. . .
[Resources for assessing impact of PO assumption](https://www.fharrell.com/post/impactpo/)
2. Sample size for continuous outcomes
* For discrete outcomes, large sample size is totally fine
* For continuous outcomes, `rms::orm` claims to efficiently handle "over 6000 distinct values" - I haven't tested on larger than this.
3. Assumes linear and additive effects by default
* You can manually investigate adding non-linear or interaction terms
* It would be interesting to develop a MARS^1^ version of PO model to automate this
. . .
<font size='2'> 1. [https://en.wikipedia.org/wiki/Multivariate_adaptive_regression_spline](https://en.wikipedia.org/wiki/Multivariate_adaptive_regression_spline)</font>
## Summary
* Proportional Odds model extends the Wilcoxon rank sum test to adjust for covariates
* ["If You Like the Wilcoxon test You Must Like the Proportional Odds Model"](https://www.fharrell.com/post/wpo/)
* Biological data are often non-normally distributed and contain outliers. PO model is a robust choice here compared to t-tests/linear regression.
* PO model estimates an odds ratio (odds of having a larger value of $Y$ given a 1 unit increase in $X$), but can also estimate c-index, quantiles, means
* Some simulation studies show robustness to non-PO, but more research needed here
## References
::: {.nonincremental}
#### Intro to PO model:
* https://www.fharrell.com/post/rpo/
* French, Benjamin, and Matthew S. Shotwell. "Regression models for ordinal outcomes." Jama 328.8 (2022): 772-773.
#### Wilcoxon test:
* [https://hbiostat.org/bbr/nonpar#two-sample-test-wilcoxonmannwhitney](https://hbiostat.org/bbr/nonpar#two-sample-test-wilcoxonmannwhitney)
* [Equivalence of Wilcoxon Statistic and Proportional Odds Model](https://www.fharrell.com/post/powilcoxon/)
* [If You Like the Wilcoxon Test You Must Like the Proportional Odds Model](https://onedrive.live.com/redir?resid=4C8382D69ED5C54B%21143&page=Edit&wd=target%28GLM.one%7C436ed6ee-14f3-461a-9488-602c2c3cc00e%2FOrdinal%20proportional%20odds%20logistic%20regression%7Cf47d7d2f-f5a5-4ffd-adc3-48a0a020c451%2F%29&wdorigin=NavigationUrl)
#### PO model for continuous outcome:
* Liu, Qi, et al. "Modeling continuous response variables using ordinal regression." Statistics in medicine 36.27 (2017): 4316-4335.
* [https://hbiostat.org/rmsc/cony](https://hbiostat.org/rmsc/cony)
#### Other refs in presentation:
:::