Browse
Submit Data
Databases
API
Help

Dataset Information

22 Views

0 Connections

0 Citations

0 Reanalyses

0 Downloads

Omics score: 0

A unifying framework for robust association testing, estimation, and genetic model selection using the generalized linear model.

ABSTRACT: The analysis of genome-wide genetic association studies generally starts with univariate statistical tests of each single-nucleotide polymorphism. The standard approach is the Cochran-Armitage trend test or its logistic regression equivalent although this approach can lose considerable power if the underlying genetic model is not additive. An alternative is the MAX test, which is robust against the three basic modes of inheritance. Here, the asymptotic distribution of the MAX test is derived using the generalized linear model together with the Delta method and multiple contrasts. The approach is applicable to binary, quantitative, and survival traits. It may be used for unrelated individuals, family-based studies, and matched pairs. The approach provides point and interval effect estimates and allows selecting the most plausible genetic model using the minimum P-value. R code is provided. A Monte-Carlo simulation study shows that the asymptotic MAX test framework meets type I error levels well, has good power, and good model selection properties for minor allele frequencies ≥0.3. Pearson's χ(2)-test is superior for lower minor allele frequencies with low frequencies for the rare homozygous genotype. In these cases, the model selection procedure should be used with caution. The use of the MAX test is illustrated by reanalyzing findings from seven genome-wide association studies including case-control, matched pairs, and quantitative trait data.

SUBMITTER: Loley C

PROVIDER: S-EPMC3820468 | biostudies-literature |

REPOSITORIES: biostudies-literature

ACCESS DATA

Json Xml

Similar Datasets

Robust and efficient estimation of nonparametric generalized linear models

Project description:Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these shortcomings, we introduce and study a family of nonparametric full-rank and lower-rank spline estimators that result from the minimization of a penalized density power divergence. The proposed class of estimators is easily implementable, offers high protection against outlying observations and can be tuned for arbitrarily high efficiency in the case of clean data. We show that under weak assumptions, these estimators converge at a fast rate and illustrate their highly competitive performance on a simulation study and two real-data examples. Supplementary Information The online version contains supplementary material available at 10.1007/s11749-023-00866-x.

| S-EPMC10187526 | biostudies-literature

Multivariate generalized linear model for genetic pleiotropy.

Project description:When a single gene influences more than one trait, known as pleiotropy, it is important to detect pleiotropy to improve the biological understanding of a gene. This can lead to improved screening, diagnosis, and treatment of diseases. Yet, most current multivariate methods to evaluate pleiotropy test the null hypothesis that none of the traits are associated with a variant; departures from the null could be driven by just one associated trait. A formal test of pleiotropy should assume a null hypothesis that one or fewer traits are associated with a genetic variant. We recently developed statistical methods to analyze pleiotropy for quantitative traits having a multivariate normal distribution. We now extend this approach to traits that can be modeled by generalized linear models, such as analysis of binary, ordinal, or quantitative traits, or a mixture of these types of traits. Based on methods from estimating equations, we developed a new test for pleiotropy. We then extended the testing framework to a sequential approach to test the null hypothesis that $k+1$ traits are associated, given that the null of $k$ associated traits was rejected. This provides a testing framework to determine the number of traits associated with a genetic variant, as well as which traits, while accounting for correlations among the traits. By simulations, we illustrate the Type-I error rate and power of our new methods, describe how they are influenced by sample size, the number of traits, and the trait correlations, and apply the new methods to a genome-wide association study of multivariate traits measuring symptoms of major depression. Our new approach provides a quantitative assessment of pleiotropy, enhancing current analytic practice.

| S-EPMC6296339 | biostudies-literature

LINEAR HYPOTHESIS TESTING FOR HIGH DIMENSIONAL GENERALIZED LINEAR MODELS.

Project description:This paper is concerned with testing linear hypotheses in high-dimensional generalized linear models. To deal with linear hypotheses, we first propose constrained partial regularization method and study its statistical properties. We further introduce an algorithm for solving regularization problems with folded-concave penalty functions and linear constraints. To test linear hypotheses, we propose a partial penalized likelihood ratio test, a partial penalized score test and a partial penalized Wald test. We show that the limiting null distributions of these three test statistics are ?2 distribution with the same degrees of freedom, and under local alternatives, they asymptotically follow non-central ?2 distributions with the same degrees of freedom and noncentral parameter, provided the number of parameters involved in the test hypothesis grows to ? at a certain rate. Simulation studies are conducted to examine the finite sample performance of the proposed tests. Empirical analysis of a real data example is used to illustrate the proposed testing procedures.

| S-EPMC6750760 | biostudies-literature

Efficient estimation of generalized linear latent variable models.

Project description:Generalized linear latent variable models (GLLVM) are popular tools for modeling multivariate, correlated responses. Such data are often encountered, for instance, in ecological studies, where presence-absences, counts, or biomass of interacting species are collected from a set of sites. Until very recently, the main challenge in fitting GLLVMs has been the lack of computationally efficient estimation methods. For likelihood based estimation, several closed form approximations for the marginal likelihood of GLLVMs have been proposed, but their efficient implementations have been lacking in the literature. To fill this gap, we show in this paper how to obtain computationally convenient estimation algorithms based on a combination of either the Laplace approximation method or variational approximation method, and automatic optimization techniques implemented in R software. An extensive set of simulation studies is used to assess the performances of different methods, from which it is shown that the variational approximation method used in conjunction with automatic optimization offers a powerful tool for estimation.

| S-EPMC6493759 | biostudies-literature

Variable Selection in Generalized Functional Linear Models.

Project description:Modern research data, where a large number of functional predictors is collected on few subjects are becoming increasingly common. In this paper we propose a variable selection technique, when the predictors are functional and the response is scalar. Our approach is based on adopting a generalized functional linear model framework and using a penalized likelihood method that simultaneously controls the sparsity of the model and the smoothness of the corresponding coefficient functions by adequate penalization. The methodology is characterized by high predictive accuracy, and yields interpretable models, while retaining computational efficiency. The proposed method is investigated numerically in finite samples, and applied to a diffusion tensor imaging tractography data set and a chemometric data set.

| S-EPMC4131701 | biostudies-literature

Robust estimation and variable selection for the accelerated failure time model.

Project description:This article concerns robust modeling of the survival time for cancer patients. Accurate prediction of patient survival time is crucial to the development of effective therapeutic strategies. To this goal, we propose a unified Expectation-Maximization approach combined with the L1 -norm penalty to perform variable selection and parameter estimation simultaneously in the accelerated failure time model with right-censored survival data of moderate sizes. Our approach accommodates general loss functions, and reduces to the well-known Buckley-James method when the squared-error loss is used without regularization. To mitigate the effects of outliers and heavy-tailed noise in real applications, we recommend the use of robust loss functions under the general framework. Furthermore, our approach can be extended to incorporate group structure among covariates. We conduct extensive simulation studies to assess the performance of the proposed methods with different loss functions and apply them to an ovarian carcinoma study as an illustration.

| S-EPMC8364878 | biostudies-literature

Generalized partially functional linear model.

Project description:In this paper, a generalized partially functional linear regression model is proposed and the asymptotic property of the proposed estimated coefficients in the model is established. Extensive simulation experiment results are consistent with the theoretical result. Finally, two application examples of the model are given. One is sleep quality study where we studied the effects of heart rate, percentage of sleep time on total sleep in bed, wake after sleep onset and number of wakening during the night on sleep quality in 22 healthy people. The other one is mortality rate where we studied the effects of air quality index, temperature, relative humidity, GDP per capita and the number of beds per thousand people on the mortality rate across 80 major cities in China.

| S-EPMC8648855 | biostudies-literature

Robust model selection using the out-of-bag bootstrap in linear regression.

Project description:Outlying observations have a large influence on the linear model selection process. In this article, we present a novel approach to robust model selection in linear regression to accommodate the situations where outliers are present in the data. The model selection criterion is based on two components, the robust conditional expected prediction loss, and a robust goodness-of-fit with a penalty term. We estimate the conditional expected prediction loss by using the out-of-bag stratified bootstrap approach. In the presence of outliers, the stratified bootstrap ensures that we obtain bootstrap samples that are similar to the original sample data. Furthermore, to control the undue effect of outliers, we use the robust MM-estimator and a bounded loss function in the proposed criterion. Specifically, we observe that instead of minimizing the penalized loss function or the conditional expected prediction loss separately, it is better to minimize them simultaneously. The simulation and real-data based studies confirm the consistent and satisfactory behavior of our bootstrap model selection procedure in the presence of response outliers and covariate outliers.

| S-EPMC9243146 | biostudies-literature

Variable selection and estimation in generalized linear models with the seamless <i>L</i><sub>0</sub> penalty.

Project description:In this paper, we propose variable selection and estimation in generalized linear models using the seamless L0 (SELO) penalized likelihood approach. The SELO penalty is a smooth function that very closely resembles the discontinuous L0 penalty. We develop an e cient algorithm to fit the model, and show that the SELO-GLM procedure has the oracle property in the presence of a diverging number of variables. We propose a Bayesian Information Criterion (BIC) to select the tuning parameter. We show that under some regularity conditions, the proposed SELO-GLM/BIC procedure consistently selects the true model. We perform simulation studies to evaluate the finite sample performance of the proposed methods. Our simulation studies show that the proposed SELO-GLM procedure has a better finite sample performance than several existing methods, especially when the number of variables is large and the signals are weak. We apply the SELO-GLM to analyze a breast cancer genetic dataset to identify the SNPs that are associated with breast cancer risk.

| S-EPMC3600656 | biostudies-literature

MM ALGORITHMS FOR VARIANCE COMPONENT ESTIMATION AND SELECTION IN LOGISTIC LINEAR MIXED MODEL.

Project description:Logistic linear mixed models are widely used in experimental designs and genetic analyses of binary traits. Motivated by modern applications, we consider the case of many groups of random effects, where each group corresponds to a variance component. When the number of variance components is large, fitting a logistic linear mixed model is challenging. Thus, we develop two efficient and stable minorization-maximization (MM) algorithms for estimating variance components based on a Laplace approximation of the logistic model. One of these leads to a simple iterative soft-thresholding algorithm for variance component selection using the maximum penalized approximated likelihood. We demonstrate the variance component estimation and selection performance of our algorithms by means of simulation studies and an analysis of real data.

| S-EPMC7286582 | biostudies-literature

OmicsDI is part of the ELIXIR infrastructure

OmicsDI is an Elixir interoperability service. Learn more ›

Tweets

OmicsDI Databases

PRIDE
PeptideAtlas
MassIVE
JPOST Repository
Physiome Model Repository

EGA
EVA
ENA
LINCS
PAXDB
Cell Collective

MetaboLights
Metabolomics Workbench
MetabolomeExpress
GNPS
BioModels
FAIRDOMHub

ArrayExpress
dbGaP
ExpressionAtlas
GEO
NODE

Information

Databases
Help
API
Contact us
Code on GitHub
Terms of use
Submit Data