2007
DOI: 10.1534/genetics.107.077487
|View full text |Cite
|
Sign up to set email alerts
|

Derivation of the Shrinkage Estimates of Quantitative Trait Locus Effects

Abstract: The shrinkage estimate of a quantitative trait locus (QTL) effect is the posterior mean of the QTL effect when a normal prior distribution is assigned to the QTL. This note gives the derivation of the shrinkage estimate under the multivariate linear model. An important lemma regarding the posterior mean of a normal likelihood combined with a normal prior is introduced. The lemma is then used to derive the Bayesian shrinkage estimates of the QTL effects.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
1
1

Citation Types

0
7
0

Year Published

2008
2008
2014
2014

Publication Types

Select...
8

Relationship

2
6

Authors

Journals

citations
Cited by 14 publications
(7 citation statements)
references
References 12 publications
(14 reference statements)
0
7
0
Order By: Relevance
“…The conditional posterior means of c k and a k are called the shrinkage estimates. Derivation of the shrinkage estimates can be found in Xu (2007).…”
Section: Expectation Stepsmentioning
confidence: 99%
“…The conditional posterior means of c k and a k are called the shrinkage estimates. Derivation of the shrinkage estimates can be found in Xu (2007).…”
Section: Expectation Stepsmentioning
confidence: 99%
“…In addition, to clearly describe the NLME model, we constructed our model framework in the context of interval mapping. More recently, Xu and group have developed a series of shrinkage models that allow a genome-wide search for all possible QTL (Xu, 2003(Xu, , 2007Wang et al, 2005). These multiple QTL models taking into account epistatic interactions between different QTL can be incorporated into the NLME model.…”
Section: Discussionmentioning
confidence: 99%
“…The reason for this is that the method shrinks true small effects and spurious effects in the same way and causes all effects (true and false) to bias downwardly. In theory, shrinkage estimation refers to the biased estimation of a regression coefficient towards zero using a prior variance as a factor to control the degree of shrinkage (Xu, 2007b). To overcome the above shortcomings of the PML method, we should correct the bias in the estimation of QTL effects.…”
Section: Introductionmentioning
confidence: 99%