The multivariate adaptive regression spline (MARS) is one of the popular estimation methods for nonparametric multivariate regression. However, as MARS is based on marginal splines, to incorporate interactions of covariates, products of the marginal splines must be used, which often leads to an unmanageable number of basis functions when the order of interaction is high and results in low estimation efficiency. In this paper, we improve the performance of MARS by using linear combinations of the covariates which achieve sufficient dimension reduction. The special basis functions of MARS facilitate the calculation of gradients of the regression function, and estimation of these linear combinations is obtained via eigen-analysis of the outer-product of the gradients. Under some technical conditions, the consistency property is established for the proposed estimation method. Numerical studies including both simulation and empirical applications show its effectiveness in dimension reduction and improvement over MARS and other commonly-used nonparametric methods in regression estimation and prediction.

MOTIVATION: Mendelian randomization (MR) is a valuable tool to examine the causal relationships between health risk factors and outcomes from observational studies. Along with the proliferation of genome-wide association studies, a variety of two-sample MR methods for summary data have been developed to account for horizontal pleiotropy (HP), primarily based on the assumption that the effects of variants on exposure (γ) and HP (α) are independent. In practice, this assumption is too strict and can be easily violated because of the correlated HP. RESULTS: To account for this correlated HP, we propose a Bayesian approach, MR-Corr2, that uses the orthogonal projection to reparameterize the bivariate normal distribution for γ and α, and a spike-slab prior to mitigate the impact of correlated HP. We have also developed an efficient algorithm with paralleled Gibbs sampling. To demonstrate the advantages of MR-Corr2 over existing methods, we conducted comprehensive simulation studies to compare for both type-I error control and point estimates in various scenarios. By applying MR-Corr2 to study the relationships between exposure-outcome pairs in complex traits, we did not identify the contradictory causal relationship between HDL-c and CAD. Moreover, the results provide a new perspective of the causal network among complex traits. AVAILABILITY AND IMPLEMENTATION: The developed R package and code to reproduce all the results are available at https://github.com/QingCheng0218/MR.Corr2. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.