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Weichao Yang

Publications and source records attributed to Weichao Yang.

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Semiparametric efficient estimation of genetic relatedness with machine learning methods

In this paper, we propose semiparametric efficient estimators of genetic relatedness between two traits in a model-free framework. Most existing methods require specifying certain parametric models involving the traits and genetic variants. However, the bias due to model misspecification may yield misleading statistical results. Moreover, the semiparametric efficient bounds for estimators of genetic relatedness are still lacking. In this paper, we develop semiparametric efficient estimators with machine learning methods and construct valid confidence intervals for two important measures of genetic relatedness: genetic covariance and genetic correlation, allowing both continuous and discrete responses. Based on the derived efficient influence functions of genetic relatedness, we propose a consistent estimator of the genetic covariance as long as one of genetic values is consistently estimated. The data of two traits may be collected from the same group or different groups of individuals. Various numerical studies are performed to illustrate our introduced procedures. We also apply proposed procedures to analyze Carworth Farms White mice genome-wide association study data.

stat.ME

Tests for ultrahigh-dimensional partially linear regression models

In this paper, we consider tests for ultrahigh-dimensional partially linear regression models. The presence of ultrahigh-dimensional nuisance covariates and unknown nuisance function makes the inference problem very challenging. We adopt machine learning methods to estimate the unknown nuisance function and introduce quadratic-form test statistics. Interestingly, though the machine learning methods can be very complex, under suitable conditions, we establish the asymptotic normality of our introduced test statistics under the null hypothesis and local alternative hypotheses. We further propose a power-enhanced procedure to improve the test statistics' performance. Two thresholding determination methods are provided for the power-enhanced procedure. We show that the power-enhanced procedure is powerful to detect signals under either sparse or dense alternatives and it can still control the type-I error asymptotically under the null hypothesis. Numerical studies are carried out to illustrate the empirical performance of our introduced procedures.

stat.ME

Score function-based tests for ultrahigh-dimensional linear models

In this paper, we investigate score function-based tests to check the significance of an ultrahigh-dimensional sub-vector of the model coefficients when the nuisance parameter vector is also ultrahigh-dimensional in linear models. We first reanalyze and extend a recently proposed score function-based test to derive, under weaker conditions, its limiting distributions under the null and local alternative hypotheses. As it may fail to work when the correlation between testing covariates and nuisance covariates is high, we propose an orthogonalized score function-based test with two merits: debiasing to make the non-degenerate error term degenerate and reducing the asymptotic variance to enhance power performance. Simulations evaluate the finite-sample performances of the proposed tests, and a real data analysis illustrates its application.

stat.ME