2019
DOI: 10.5705/ss.202017.0189
|View full text |Cite
|
Sign up to set email alerts
|

Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS

Abstract: Motivated by applications in phenome-wide association studies (PheWAS), we consider in this paper simultaneous testing of columns of high-dimensional cross-covariance matrices and develop a multiple testing procedure with theoretical guarantees. It is shown that the proposed testing procedure maintains a desired false discovery rate (FDR) and false discovery proportion (FDP) under mild regularity conditions. We also provide results on the magnitudes of the signals that can be detected with high power. Simulati… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
1
1

Citation Types

0
19
0

Year Published

2022
2022
2024
2024

Publication Types

Select...
4
1

Relationship

2
3

Authors

Journals

citations
Cited by 9 publications
(19 citation statements)
references
References 41 publications
0
19
0
Order By: Relevance
“…In some applications, the cross-covariance matrix, not the overall covariance matrix, is of particular interest. (Cai et al, 2015a) considered multiple testing of cross-covariances in the context of the phenome-wide association studies (PheWAS). Suppose X ∈ R p 1 and Y ∈ R p 2 are jointly distributed with covariance matrix Σ.…”
Section: Discussionmentioning
confidence: 99%
“…In some applications, the cross-covariance matrix, not the overall covariance matrix, is of particular interest. (Cai et al, 2015a) considered multiple testing of cross-covariances in the context of the phenome-wide association studies (PheWAS). Suppose X ∈ R p 1 and Y ∈ R p 2 are jointly distributed with covariance matrix Σ.…”
Section: Discussionmentioning
confidence: 99%
“…We then obtain the p-value of the CLC test statistic for each phenotypic category. In the third step, we propose an FDR control approach based on the method proposed by Cai et al [12]. FDR is widely used to claim significance for high-dimensional correlated data.…”
Section: Methodsmentioning
confidence: 99%
“…The key to empirically controlling the FDP is to find a good estimate of the numerator ∑ m ∈ H 0 I ( p m ≤ t ). Using the idea in Cai et al [12], we estimate the numerator by ∑ m ∈ H 0 I ( p m ≤ t ) ≈ m 0 G ( t ), where m 0 is the number of categories under the null hypothesis and we can use M to estimate m 0 due to the sparsity in the number of alternative hypotheses in many real data applications, and G ( t ) = P ( U (0,1) ≤ t ) = t .…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…The standard FDR controlling method that accounts for the correlation tends to be overly conservative(17, 18). Thus, to account for the high degree of correlation without requiring strong assumptions on the correlation structure, we applied a modified Benjamini-Hochberg procedure method that efficiently performs simultaneous testing of associations between a large number of PheWAS codes with multiple autoantibodies (19). …”
Section: Methodsmentioning
confidence: 99%