Controlling FDR in selecting group-level simultaneous signals from multiple data sources with application to the National COVID Collaborative Cohort data

One challenge in exploratory association studies using observational data is that the associations between the predictors and the outcome are potentially weak and rare, and the candidate predictors have complex correlation structures. False discovery rate (FDR) controlling procedures can provide important statistical guarantees for replicability in predictor identification in exploratory research. In the recently established National COVID Collaborative Cohort (N3C), electronic health record (EHR) data on the same set of grouped candidate predictors are independently collected in multiple different data contributing sites, offering opportunities to identify true associations by combining information from different sources. One challenge is to handle the heterogeneous data types for the same clinical endpoint from the multiple sites. This paper addresses this challenge by presenting a general knockoff-based variable selection algorithm to identify associations from unions of group-level conditional independence tests (simultaneous signals) with exact FDR control guarantees under finite sample settings. This algorithm can work with general regression settings, allowing heterogeneity of both the predictors and the outcomes across multiple data sources. We demonstrate the performance of this method with extensive numerical studies and an application to the N3C data.