RESUMEN
Integrating data across institutions can improve learning efficiency. To integrate data efficiently while protecting privacy, we propose A one-shot, summary-statistics-based, Distributed Algorithm for fitting Penalized (ADAP) regression models across multiple datasets. ADAP utilizes patient-level data from a lead site and incorporates the first-order (ADAP1) and second-order gradients (ADAP2) of the objective function from collaborating sites to construct a surrogate objective function at the lead site, where model fitting is then completed with proper regularizations applied. We evaluate the performance of the proposed method using both simulation and a real-world application to study risk factors for opioid use disorder (OUD) using 15,000 patient data from the OneFlorida Clinical Research Consortium. Our results show that ADAP performs nearly the same as the pooled estimator but achieves higher estimation accuracy and better variable selection than the local and average estimators. Moreover, ADAP2 successfully handles heterogeneity in covariate distributions.