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For the survival of cancer and many other complex diseases, gene–environment (G-E) interactions have been established as having essential importance. G-E interaction analysis can be roughly classified as marginal and joint, depending on the number of G variables analyzed at a time. In this study, we focus on joint analysis, which can better reflect disease biology and is statistically more challenging. Many approaches have been developed for joint G-E interaction analysis for survival outcomes and led to important findings. However, without rigorous statistical development, quite a few methods have a weak theoretical ground. To fill this knowledge gap, in this article, we consider joint G-E interaction analysis under the Cox model. Sparse group penalization is adopted for regularizing estimation and selecting important main effects and interactions. The "main effects, interactions" variable selection hierarchy, which has been strongly advocated in recent literature, is satisfied. Significantly advancing from some published studies, we rigorously establish the consistency properties under high dimensionality. An effective computational algorithm is developed, simulation demonstrates competitive performance of the proposed approach, and analysis of The Cancer Genome Atlas (TCGA) data on stomach adenocarcinoma (STAD) further demonstrates its practical utility. [ABSTRACT FROM AUTHOR]

Gene–environment (G–E) interactions have important implications for cancer outcomes and phenotypes beyond the main G and E effects. Compared to main‐effect‐only analysis, G–E interaction analysis more seriously suffers from a lack of information caused by higher dimensionality, weaker signals, and other factors. It is also uniquely challenged by the "main effects, interactions" variable selection hierarchy. Effort has been made to bring in additional information to assist cancer G–E interaction analysis. In this study, we take a strategy different from the existing literature and borrow information from pathological imaging data. Such data are a "byproduct" of biopsy, enjoys broad availability and low cost, and has been shown as informative for modeling prognosis and other cancer outcomes/phenotypes in recent studies. Building on penalization, we develop an assisted estimation and variable selection approach for G–E interaction analysis. The approach is intuitive, can be effectively realized, and has competitive performance in simulation. We further analyze The Cancer Genome Atlas (TCGA) data on lung adenocarcinoma (LUAD). The outcome of interest is overall survival, and for G variables, we analyze gene expressions. Assisted by pathological imaging data, our G–E interaction analysis leads to different findings with competitive prediction performance and stability. [ABSTRACT FROM AUTHOR]