On the Use of Grouped Covariate Regression in Oversaturated Models

As data collection techniques improve, oftentimes the number of covariates exceeds the number of observations. When this happens, regression models become oversaturated and, thus, inestimable. Many classical and Bayesian techniques have been designed to combat this difficulty, with various means of combating the oversaturation. However, these techniques can be tricky to implement well, difficult to interpret, and unstable.

What is proposed is a technique that takes advantage of the natural clustering of variables that can often be found in biological and ecological datasets known as the omics datasests. Generally speaking, omics datasets attempt to classify host species structure or function by characterizing a group of biological molecules, such as genes (Genomics), the proteins (Proteomics), and metabolites (Metabolomics). By clustering the covariates and regressing on a single value for each cluster, the model becomes both estimable and stable. In addition, the technique can account for the variability within each cluster, allow for the inclusion of expert judgment, and provide a probability of inclusion for each cluster.