IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v110y2017icp37-49.html
   My bibliography  Save this article

Parsimonious and powerful composite likelihood testing for group difference and genotype–phenotype association

Author

Listed:
  • Huang, Zhendong
  • Ferrari, Davide
  • Qian, Guoqi

Abstract

Studying the association between a phenotype and a number of genetic variants from case-control data is an important goal in many genetic studies. Association analysis is often carried out by testing the null hypothesis that two groups of multi-dimensional data are generated by the same population. Testing based on genotype data is a challenging task as the full likelihood of the data is usually intractable. This difficulty may be tackled by composite likelihood (MCL) tests which do not entail the full likelihood. But currently available MCL tests are subject to severe power loss for involving non-informative or redundant sub-likelihoods. To reduce the power loss, a forward search and test method for simultaneous powerful group difference testing and informative sub-likelihoods composition is developed. The new method constructs a sequence of Wald-type test statistics by including only informative sub-likelihoods progressively so as to improve the test power under local sparsity alternatives. Numerical studies show it achieves considerable improvement over the available tests as the modeling complexity grows. The new method is illustrated through an analysis of genotype data from a case-control study on breast cancer.

Suggested Citation

  • Huang, Zhendong & Ferrari, Davide & Qian, Guoqi, 2017. "Parsimonious and powerful composite likelihood testing for group difference and genotype–phenotype association," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 37-49.
  • Handle: RePEc:eee:csdana:v:110:y:2017:i:c:p:37-49
    DOI: 10.1016/j.csda.2016.12.004
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167947316302948
    Download Restriction: Full text for ScienceDirect subscribers only.

    File URL: https://libkey.io/10.1016/j.csda.2016.12.004?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Fang Han & Wei Pan, 2012. "A Composite Likelihood Approach to Latent Multivariate Gaussian Modeling of SNP Data with Application to Genetic Association Testing," Biometrics, The International Biometric Society, vol. 68(1), pages 307-315, March.
    2. Härdle, Wolfgang & Horowitz, Joel L. & Kreiss, Jens-Peter, 2001. "Bootstrap methods for time series," SFB 373 Discussion Papers 2001,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    3. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    4. Cristiano Varin & Paolo Vidoni, 2005. "A note on composite likelihood inference and model selection," Biometrika, Biometrika Trust, vol. 92(3), pages 519-528, September.
    5. Horowitz, Joel L., 2001. "The bootstrap and hypothesis tests in econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 37-40, January.
    6. Horowitz, Joel L., 2001. "The Bootstrap," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 52, pages 3159-3228, Elsevier.
    7. Jin-Ting Zhang, 2005. "Approximate and Asymptotic Distributions of Chi-Squared-Type Mixtures With Applications," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 273-285, March.
    8. Gao, Xin & Song, Peter X.-K., 2010. "Composite Likelihood Bayesian Information Criteria for Model Selection in High-Dimensional Data," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1531-1540.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lee, Seojeong, 2016. "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
    2. Gustavo J. Bobonis & Paul J. Gertler & Marco Gonzalez-Navarro & Simeon Nichter, 2022. "Vulnerability and Clientelism," American Economic Review, American Economic Association, vol. 112(11), pages 3627-3659, November.
    3. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
    4. Benjamin Faber & Thibault Fally, 2022. "Firm Heterogeneity in Consumption Baskets: Evidence from Home and Store Scanner Data [Measuring Trends in Leisure: The Allocation of Time over Five Decades]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(3), pages 1420-1459.
    5. Benjamin Faber & Cecile Gaubert, 2019. "Tourism and Economic Development: Evidence from Mexico's Coastline," American Economic Review, American Economic Association, vol. 109(6), pages 2245-2293, June.
    6. Perez, Victor, 2015. "Moving in and out of poverty in Mexico: What can we learn from pseudo-panel methods?," ISER Working Paper Series 2015-16, Institute for Social and Economic Research.
    7. Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2016. "Testing for Granger causality in large mixed-frequency VARs," Journal of Econometrics, Elsevier, vol. 193(2), pages 418-432.
    8. Orth, Walter, 2012. "The predictive accuracy of credit ratings: Measurement and statistical inference," International Journal of Forecasting, Elsevier, vol. 28(1), pages 288-296.
    9. Lee, Seojeong, 2014. "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, vol. 178(P3), pages 398-413.
    10. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
    11. Li, Jia & Todorov, Viktor & Tauchen, George & Chen, Rui, 2017. "Mixed-scale jump regressions with bootstrap inference," Journal of Econometrics, Elsevier, vol. 201(2), pages 417-432.
    12. Sevan Gulesserian & Mohitosh Kejriwal, 2014. "On the power of bootstrap tests for stationarity: a Monte Carlo comparison," Empirical Economics, Springer, vol. 46(3), pages 973-998, May.
    13. A. Talha Yalta, 2016. "Bootstrap Inference of Level Relationships in the Presence of Serially Correlated Errors: A Large Scale Simulation Study and an Application in Energy Demand," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 339-366, August.
    14. Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFS Working Paper Series 572, Center for Financial Studies (CFS).
    15. Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers 17-01, University of Cologne, Centre for Financial Research (CFR).
    16. Rourke, Thomas, 2014. "The delta- and vega-related information content of near-the-money option market trading activity," Journal of Financial Markets, Elsevier, vol. 20(C), pages 175-193.
    17. Puente-Ajovín, Miguel & Sanso-Navarro, Marcos, 2015. "Granger causality between debt and growth: Evidence from OECD countries," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 66-77.
    18. Saqib Aziz & Michael Dowling & Jean-Jacques Lilti, 2016. "Bank Acquisitiveness and Financial Crisis Vulnerability," Post-Print hal-01393953, HAL.
    19. Chang, Hung-Hao & Mishra, Ashok K. & Livingston, Michael, 2011. "Agricultural policy and its impact on fuel usage: Empirical evidence from farm household analysis," Applied Energy, Elsevier, vol. 88(1), pages 348-353, January.
    20. Hardwick Tchale & Johannes Sauer, 2007. "The efficiency of maize farming in Malawi. A bootstrapped translog frontier," Post-Print hal-01201145, HAL.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:110:y:2017:i:c:p:37-49. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.