It's all relative: Regression analysis with compositional predictors

Compositional data reside in a simplex and measure fractions or proportions of parts to a whole. Most existing regression methods for such data rely on log-ratio transformations that are inadequate or inappropriate in modeling high-dimensional data with excessive zeros and hierarchical structures. Moreover, such models usually lack a straightforward interpretation due to the interrelation between parts of a composition. We develop a novel relative-shift regression framework that directly uses proportions as predictors. The new framework provides a paradigm shift for regression analysis with compositional predictors and offers a superior interpretation of how shifting concentration between parts affects the response. New equi-sparsity and tree-guided regularization methods and an efficient smoothing proximal gradient algorithm are developed to facilitate feature aggregation and dimension reduction in regression. A unified finite-sample prediction error bound is derived for the proposed regularized estimators. We demonstrate the efficacy of the proposed methods in extensive simulation studies and a real gut microbiome study. Guided by the taxonomy of the microbiome data, the framework identifies important taxa at different taxonomic levels associated with the neurodevelopment of preterm infants.