Testing for association between two random vectors is a common and important task in many fields, however, existing tests, such as Escoufier's RV test, are suitable only for low-dimensional data, not for high-dimensional data. In moderate to high dimensions, it is necessary to consider sparse signals, which are often expected with only a few, but not many, variables associated with each other. We generalize the RV test to moderate-to-high dimensions. The key idea is to data adaptively weight each variable pair based on its empirical association. As the consequence, the proposed test is adaptive, alleviating the effects of noise accumulation in high-dimensional data, and thus maintaining the power for both dense and sparse alternative hypotheses. We show the connections between the proposed test with several existing tests, such as a generalized estimating equations-based adaptive test, multivariate kernel machine regression (KMR), and kernel distance methods. Furthermore, we modify the proposed adaptive test so that it can be powerful for nonlinear or nonmonotonic associations. We use both real data and simulated data to demonstrate the advantages and usefulness of the proposed new test. The new test is freely available in R package aSPC on CRAN at https://cran.r-project.org/web/packages/aSPC/index.html and https://github.com/jasonzyx/aSPC.
Bibliographical noteFunding Information:
The authors are grateful to the reviewers for constructive comments, and thank Dr. Baolin Wu for his question that motivated the development in Section 2.3. This research was supported by NIH grants R01GM113250, R01HL105397, and R01HL116720, and by the Minnesota Supercomputing Institute at the University of Minnesota. ZX was supported by a University of Minnesota MnDRIVE Fellowship.
Data collection and sharing for this project was funded by the Alzheimer’s Disease Neuroimaging Initiative (ADNI) (National Institutes of Health Grant U01 AG024904) and DOD ADNI (Department of Defense award number W81XWH-12-2-0012). ADNI is funded by the National Institute on Aging, the National Institute of Biomedical Imaging and Bioengineering, and through generous contributions from the following: Alzheimer’s Association; Alzheimer’s
Drug Discovery Foundation; Araclon Biotech; BioClinica, Inc.; Biogen Idec Inc.; Bristol-Myers Squibb Company; Eisai Inc.; Elan Pharmaceuticals, Inc.; Eli Lilly and Company; EuroImmun; F. Hoffmann-La Roche Ltd and its affiliated company Genentech, Inc.; Fujirebio; GE Healthcare; IXICO Ltd.; Janssen Alzheimer Immunotherapy Research & Development, LLC.; Johnson & Johnson Pharmaceutical Research & Development LLC.; Medpace, Inc.; Merck & Co., Inc.; Meso Scale Diagnostics, LLC.; NeuroRx Research; Neuro-track Technologies; Novartis Pharmaceuticals Corporation; Pfizer Inc.; Piramal Imaging; Servier; Synarc Inc.; and Takeda Pharmaceutical Company. The Canadian Institutes of Rev December 5, 2013 Health Research is providing funds to support ADNI clinical sites in Canada. Private sector contributions are facilitated by the Foundation for the National Institutes of Health (http://www.fnih.org). The grantee organization is the Northern California Institute for Research and Education, and the study is coordinated by the Alzheimer’s Disease Cooperative Study at the University of California, San Diego. ADNI data are disseminated by the Laboratory for Neuro Imaging at the University of Southern California.
- GEE-aSPU test
- RV test
- aSPC test
- dCov test