Dataset Information

Error Variance Estimation in Ultrahigh-Dimensional Additive Models.

ABSTRACT: Error variance estimation plays an important role in statistical inference for high dimensional regression models. This paper concerns with error variance estimation in high dimensional sparse additive model. We study the asymptotic behavior of the traditional mean squared errors, the naive estimate of error variance, and show that it may significantly underestimate the error variance due to spurious correlations which are even higher in nonparametric models than linear models. We further propose an accurate estimate for error variance in ultrahigh dimensional sparse additive model by effectively integrating sure independence screening and refitted cross-validation techniques (Fan, Guo and Hao, 2012). The root n consistency and the asymptotic normality of the resulting estimate are established. We conduct Monte Carlo simulation study to examine the finite sample performance of the newly proposed estimate. A real data example is used to illustrate the proposed methodology.

SUBMITTER: Chen Z

PROVIDER: S-EPMC6052885 | biostudies-literature | 2018

REPOSITORIES: biostudies-literature

ACCESS DATA

Publications

Error Variance Estimation in Ultrahigh-Dimensional Additive Models.

Chen Zhao Z Fan Jianqing J Li Runze R

Journal of the American Statistical Association 20170926 521

Error variance estimation plays an important role in statistical inference for high dimensional regression models. This paper concerns with error variance estimation in high dimensional sparse additive model. We study the asymptotic behavior of the traditional mean squared errors, the naive estimate of error variance, and show that it may significantly underestimate the error variance due to spurious correlations which are even higher in nonparametric models than linear models. We further propos ...[more]

PMID: 30034061

Similar Datasets

Project description:BackgroundDominance effect may play an important role in genetic variation of complex traits. Full featured and easy-to-use computing tools for genomic prediction and variance component estimation of additive and dominance effects using genome-wide single nucleotide polymorphism (SNP) markers are necessary to understand dominance contribution to a complex trait and to utilize dominance for selecting individuals with favorable genetic potential.ResultsThe GVCBLUP package is a shared memory parallel computing tool for genomic prediction and variance component estimation of additive and dominance effects using genome-wide SNP markers. This package currently has three main programs (GREML_CE, GREML_QM, and GCORRMX) and a graphical user interface (GUI) that integrates the three main programs with an existing program for the graphical viewing of SNP additive and dominance effects (GVCeasy). The GREML_CE and GREML_QM programs offer complementary computing advantages with identical results for genomic prediction of breeding values, dominance deviations and genotypic values, and for genomic estimation of additive and dominance variances and heritabilities using a combination of expectation-maximization (EM) algorithm and average information restricted maximum likelihood (AI-REML) algorithm. GREML_CE is designed for large numbers of SNP markers and GREML_QM for large numbers of individuals. Test results showed that GREML_CE could analyze 50,000 individuals with 400 K SNP markers and GREML_QM could analyze 100,000 individuals with 50K SNP markers. GCORRMX calculates genomic additive and dominance relationship matrices using SNP markers. GVCeasy is the GUI for GVCBLUP integrated with an existing software tool for the graphical viewing of SNP effects and a function for editing the parameter files for the three main programs.ConclusionThe GVCBLUP package is a powerful and versatile computing tool for assessing the type and magnitude of genetic effects affecting a phenotype by estimating whole-genome additive and dominance heritabilities, for genomic prediction of breeding values, dominance deviations and genotypic values, for calculating genomic relationships, and for research and education in genomic prediction and estimation.

Dataset Information

Error Variance Estimation in Ultrahigh-Dimensional Additive Models.

Publications

Error Variance Estimation in Ultrahigh-Dimensional Additive Models.

Similar Datasets

OmicsDI is part of the ELIXIR infrastructure

Tweets