Statistical Inference for Maximin Effects: Identifying Stable Associations across Multiple Studies

Understand

Integrative analysis of data from multiple sources is critical to making generalizable discoveries.

• Associations that are consistently observed across multiple source populations are more likely to be generalized to target populations with possible distributional shifts.
• In this paper, we model the heterogeneous multi-source data with multiple high-dimensional regressions and make inferences for the maximin effect (Meinshausen, B{\"u}hlmann, AoS, 43(4), 1801--1830).
• The maximin effect provides a measure of stable associations across multi-source data.