2016
DOI: 10.1214/15-aos1421
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On high-dimensional misspecified mixed model analysis in genome-wide association study

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Cited by 61 publications
(84 citation statements)
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References 36 publications
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“…Probably the potential advantage of contrasting out the fixed effects is small when the number of random effects is large. REML may have a larger advantage in very sparse settings [29] or when the number of fixed effects is large with respect to n. Estimates from the conjugate Bayes model are very similar to those by MML. We show that estimating τ 2 along with σ 2 highly improves the σ 2 estimates presented by [24], where a fixed value of τ 2 is used.…”
Section: Discussionmentioning
confidence: 85%
“…Probably the potential advantage of contrasting out the fixed effects is small when the number of random effects is large. REML may have a larger advantage in very sparse settings [29] or when the number of fixed effects is large with respect to n. Estimates from the conjugate Bayes model are very similar to those by MML. We show that estimating τ 2 along with σ 2 highly improves the σ 2 estimates presented by [24], where a fixed value of τ 2 is used.…”
Section: Discussionmentioning
confidence: 85%
“…To estimate PVE GREX , we introduce the following probabilistic structure for the effects in model (1) and (2): which is motivated by a recent theoretical justification [58] for heritability estimation on a mis-specified linear mixed model (LMM). This prior specification in (4) provides a great computational advantage as well as a stable performance for IGREX under model mis-specification, as demonstrated in the simulation studies.…”
Section: Methodsmentioning
confidence: 99%
“…Such models may include fixed effects as well, useful for accommodating covariates like age or known biomarkers in a clinical prediction model. Jiang, Li, Debashis, Yang, and Zhao () discuss the well‐known restricted maximum likelihood (REML) estimator of ( τ 2 , σ 2 ). They prove the consistency of the REML estimator in the high‐dimensional setting, even when the prior is misspecified, in the sense that only a fraction of regression parameters are nonzero in reality.…”
Section: Empirical Bayes Methodologiesmentioning
confidence: 99%