With the rise of both the number and the complexity of traits of interest, control of the false discovery rate (FDR) in genetic association studies has become an increasingly appealing and accepted target for multiple comparison adjustment. While a number of robust FDR-controlling strategies exist, the nature of this error rate is intimately tied to the precise way in which discoveries are counted, and the performance of FDR-controlling procedures is satisfactory only if there is a one-to-one correspondence between what scientists describe as unique discoveries and the number of rejected hypotheses. The presence of linkage disequilibrium between markers in genome-wide association studies (GWAS) often leads researchers to consider the signal associated to multiple neighboring SNPs as indicating the existence of a single genomic locus with possible influence on the phenotype. This a posteriori aggregation of rejected hypotheses results in inflation of the relevant FDR. We propose a novel approach to FDR control that is based on prescreening to identify the level of resolution of distinct hypotheses. We show how FDR-controlling strategies can be adapted to account for this initial selection both with theoretical results and simulations that mimic the dependence structure to be expected in GWAS. We demonstrate that our approach is versatile and useful when the data are analyzed using both tests based on single markers and multiple regression. We provide an R package that allows practitioners to apply our procedure on standard GWAS format data, and illustrate its performance on lipid traits in the North Finland Birth Cohort 66 cohort study.

With the rise of both the number and the complexity of traits of interest, control of the false discovery rate (FDR) in genetic association studies has become an increasingly appealing and accepted target for multiple comparison adjustment. While a number of robust FDR-controlling strategies exist, the nature of this error rate is intimately tied to the precise way in which discoveries are counted, and the performance of FDR-controlling procedures is satisfactory only if there is a one-to-one correspondence between what scientists describe as unique discoveries and the number of rejected hypotheses. The presence of linkage disequilibrium between markers in genome-wide association studies (GWAS) often leads researchers to consider the signal associated to multiple neighboring SNPs as indicating the existence of a single genomic locus with possible influence on the phenotype. This a posteriori aggregation of rejected hypotheses results in inflation of the relevant FDR. We propose a novel approach to FDR control that is based on prescreening to identify the level of resolution of distinct hypotheses. We show how FDR-controlling strategies can be adapted to account for this initial selection both with theoretical results and simulations that mimic the dependence structure to be expected in GWAS. We demonstrate that our approach is versatile and useful when the data are analyzed using both tests based on single markers and multiple regression. We provide an R package that allows practitioners to apply our procedure on standard GWAS format data, and illustrate its performance on lipid traits in the North Finland Birth Cohort 66 cohort study.KEYWORDS association studies; multiple penalized regression; linkage disequilibrium; FDR I N the last decade, genome-wide association studies (GWAS) have been the preferential tool to investigate the genetic basis of complex diseases and traits, leading to the identification of an appreciable number of loci (GWAS Catalog;Welter et al. 2014). Soon after the first wave of studies, a pattern emerged: there exists a sizable discrepancy between, on the one hand, the number of loci that are declared significantly associated and the proportion of phenotypic variance they explain (Manolio et al. 2009) and, on the other hand, the amount of information that the entire collection of genotyped single nucleotide polymorphisms (SNPs) appears to contain about the trait (Purcell et al. 2009;Yang et al. 2010). To increase the number of loci discovered (and their explanatory power), substantial efforts have been made to obtain larger sample sizes by genotyping large cohorts (Kvale et al. 2015; UK Biobank, http://www.ukbiobank.ac.uk) and by relying on meta-analysis. However, the gap remains, although not as large as in the original reports. This parallels, in part, the discrepancy between the polygenic model that is used to define complex traits and the simple linear-regression approach to the discovery of associated SNPs which is standard practice, as underscored, for example, in Kang ...

Sorted L-One Penalized Estimation (SLOPE, Bogdan et al., 2013, 2015) is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we extend the idea of SLOPE to deal with the situation when one aims at selecting whole groups of explanatory variables instead of single regressors. Such groups can be formed by clustering strongly correlated predictors or groups of dummy variables corresponding to different levels of the same qualitative predictor. We formulate the respective convex optimization problem, gSLOPE (group SLOPE), and propose an efficient algorithm for its solution. We also define a notion of the group false discovery rate (gFDR) and provide a choice of the sequence of tuning parameters for gSLOPE so that gFDR is provably controlled at a prespecified level if the groups of variables are orthogonal to each other. Moreover, we prove that the resulting procedure adapts to unknown sparsity and is asymptotically minimax with respect to the estimation of the proportions of variance of the response variable explained by regressors from different groups. We also provide a method for the choice of the regularizing sequence when variables in different groups are not orthogonal but statistically independent and illustrate its good properties with computer simulations. Finally, we illustrate the advantages of gSLOPE in the context of Genome Wide Association Studies. package with an implementation of our method is available on CRAN.