Maximum Likelihood Principal Components Regression on Wavelet-Compressed Data

2004 ◽  
Vol 58 (7) ◽  
pp. 855-862 ◽  
Author(s):  
Marc N. Leger ◽  
Peter D. Wentzell
2002 ◽  
Vol 56 (6) ◽  
pp. 789-796 ◽  
Author(s):  
Suzanne K. Schreyer ◽  
Michael Bidinosti ◽  
Peter D. Wentzell

The application of maximum likelihood multivariate calibration methods to the fluorescence emission spectra of mixtures of acenaphthylene, naphthalene, and phenanthrene in acetonitrile is described. Maximum likelihood principal components regression (MLPCR) takes into account the measurement error structure in the spectral data in constructing the calibration model. Measurement errors for the fluorescence spectra are shown to exhibit both a heteroscedastic and correlated noise structure. MLPCR is compared with principal components regression (PCR) and partial least-squares regression (PLS). The application of MLPCR reduces the prediction errors by about a factor of two over PCR and PLS when a pooled estimate of the measurement error covariance matrix is employed. However, when only the heteroscedascity is incorporated into MLPCR, no improvement in results is observed, indicating the importance of accounting for correlated measurement errors.


2017 ◽  
Author(s):  
Ronald de Vlaming ◽  
Magnus Johannesson ◽  
Patrik K.E. Magnusson ◽  
M. Arfan Ikram ◽  
Peter M. Visscher

AbstractLD-score (LDSC) regression disentangles the contribution of polygenic signal, in terms of SNP-based heritability, and population stratification, in terms of a so-called intercept, to GWAS test statistics. Whereas LDSC regression uses summary statistics, methods like Haseman-Elston (HE) regression and genomic-relatedness-matrix (GRM) restricted maximum likelihood infer parameters such as SNP-based heritability from individual-level data directly. Therefore, these two types of methods are typically considered to be profoundly different. Nevertheless, recent work has revealed that LDSC and HE regression yield near-identical SNP-based heritability estimates when confounding stratification is absent. We now extend the equivalence; under the stratification assumed by LDSC regression, we show that the intercept can be estimated from individual-level data by transforming the coefficients of a regression of the phenotype on the leading principal components from the GRM. Using simulations, considering various degrees and forms of population stratification, we find that intercept estimates obtained from individual-level data are nearly equivalent to estimates from LDSC regression (R2> 99%). An empirical application corroborates these findings. Hence, LDSC regression is not profoundly different from methods using individual-level data; parameters that are identified by LDSC regression are also identified by methods using individual-level data. In addition, our results indicate that, under strong stratification, there is misattribution of stratification to the slope of LDSC regression, inflating estimates of SNP-based heritability from LDSC regression ceteris paribus. Hence, the intercept is not a panacea for population stratification. Consequently, LDSC-regression estimates should be interpreted with caution, especially when the intercept estimate is significantly greater than one.


Compstat ◽  
2002 ◽  
pp. 515-520
Author(s):  
Sabine Verboven ◽  
Mia Hubert

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