Debiased inference for heterogeneous subpopulations in a high-dimensional logistic regression model.

Due to the prevalence of complex data, data heterogeneity is often observed in contemporary scientific studies and various applications. Motivated by studies on cancer cell lines, we consider the analysis of heterogeneous subpopulations with binary responses and high-dimensional covariates. In many practical scenarios, it is common to use a single regression model for the entire data set. To do this effectively, it is critical to quantify the heterogeneity of the effect of covariates across subpopulations through appropriate statistical inference. However, the high dimensionality and discrete nature of the data can lead to challenges in inference. Therefore, we propose a novel statistical inference method for a high-dimensional logistic regression model that accounts for heterogeneous subpopulations. Our primary goal is to investigate heterogeneity across subpopulations by testing the equivalence of the effect of a covariate and the significance of the overall effects of a covariate. To achieve overall sparsity of the coefficients and their fusions across subpopulations, we employ a fused group Lasso penalization method. In addition, we develop a statistical inference method that incorporates bias correction of the proposed penalized method. To address computational issues due to the nonlinear log-likelihood and the fused Lasso penalty, we propose a computationally efficient and fast algorithm by adapting the ideas of the proximal gradient method and the alternating direction method of multipliers (ADMM) to our settings. Furthermore, we develop non-asymptotic analyses for the proposed fused group Lasso and prove that the debiased test statistics admit chi-squared approximations even in the presence of high-dimensional variables. In simulations, the proposed test outperforms existing methods. The practical effectiveness of the proposed method is demonstrated by analyzing data from the Cancer Cell Line Encyclopedia (CCLE).