Identification of homogeneous and heterogeneous variables in pooled cohort studies.

Pooled analyses integrate data from multiple studies and achieve a larger sample size for enhanced statistical power. When heterogeneity exists in variables' effects on the outcome across studies, the simple pooling strategy fails to present a fair and complete picture of the effects of heterogeneous variables. Thus, it is important to investigate the homogeneous and heterogeneous structure of variables in pooled studies. In this article, we consider the pooled cohort studies with time-to-event outcomes and propose a penalized Cox partial likelihood approach with adaptively weighted composite penalties on variables' homogeneous and heterogeneous effects. We show that our method can characterize the variables as having heterogeneous, homogeneous, or null effects, and estimate non-zero effects. The results are readily extended to high-dimensional applications where the number of parameters is larger than the sample size. The proposed selection and estimation procedure can be implemented using the iterative shooting algorithm. We conduct extensive numerical studies to evaluate the performance of our proposed method and demonstrate it using a pooled analysis of gene expression in patients with ovarian cancer.