Confidence Intervals on the Total Variance in an Unbalanced Two-fold Nested Design

Confidence intervals on the total variance in an unbalanced random two-fold nested design are constructed and compared. Computer simulation indicates the proposed intervals provide confidence coefficients that are generally close to the stated level.     

fullfact: an R package for the analysis of genetic and maternal variance components from full factorial mating designs

Full factorial breeding designs are useful for quantifying the amount of additive genetic, nonadditive genetic, and maternal variance that explain phenotypic traits. Such variance estimates are important for examining evolutionary potential. Traditionally, full factorial mating designs have been analyzed using a two‐way analysis of variance, which may produce negative variance values and is not suited for unbalanced designs. Mixed‐effects models do not produce negative variance values and are suited for unbalanced designs. However, extracting the variance components, calculating significance values, and estimating confidence intervals and/or power values for the components are not straightforward using traditional analytic methods. We introduce fullfact – an R package that addresses these issues and facilitates the analysis of full factorial mating designs with mixed‐effects models. Here, we summarize the functions of the fullfact package. The observed data functions extract the variance explained by random and fixed effects and provide their significance. We then calculate the additive genetic, nonadditive genetic, and maternal variance components explaining the phenotype. In particular, we integrate nonnormal error structures for estimating these components for nonnormal data types. The resampled data functions are used to produce bootstrap‐t confidence intervals, which can then be plotted using a simple function. We explore the fullfact package through a worked example. This package will facilitate the analyses of full factorial mating designs in R, especially for the analysis of binary, proportion, and/or count data types and for the ability to incorporate additional random and fixed effects and power analyses.     

Confidence intervals for a variance ratio, or for heritability, in an unbalanced mixed linear model

A procedure is presented for constructing an exact confidence interval for the ratio of the two variance components in a possibly unbalanced mixed linear model that contains a single set of m random effects. This procedure can be used in animal and plant breeding problems to obtain an exact confidence interval for a heritability. The confidence interval can be defined in terms of the output of a least squares analysis. It can be computed by a graphical or iterative technique requiring the diagonalization of an m X m matrix or, alternatively, the inversion of a number of m X m matrices. Confidence intervals that are approximate can be obtained with much less computational burden, using either of two approaches. The various confidence interval procedures can be extended to some problems in which the mixed linear model contains more than one set of random effects. Corresponding to each interval procedure is a significance test and one or more estimators.     

Reliable confidence intervals in quantitative genetics: narrow-sense heritability

Many quantitative genetic statistics are functions of variance components, for which a large number of replicates is needed for precise estimates and reliable measures of uncertainty, on which sound interpretation depends. Moreover, in large experiments the deaths of some individuals can occur, so methods for analysing such data need to be robust to missing values. We show how confidence intervals for narrow-sense heritability can be calculated in a nested full-sib/half-sib breeding design (males crossed with several females) in the presence of missing values. Simulations indicate that the method provides accurate results, and that estimator uncertainty is lowest for sampling designs with many males relative to the number of females per male, and with more females per male than progenies per female. Missing data generally had little influence on estimator accuracy, thus suggesting that the overall number of observations should be increased even if this results in unbalanced data. We also suggest the use of parametrically simulated data for prior investigation of the accuracy of planned experiments. Together with the proposed confidence intervals an informed decision on the optimal sampling design is possible, which allows efficient allocation of resources.     

Confidence Intervals on Ratios of Variance Components for the Unbalanced Two Factor Nested Model

The model considered in this article is the two-factor nested unbalanced variance component model: for p = 1, 2, …, P; q = 1, 2, …, Q_p; and r = 1, 2, …, R_pq. The random variables Y_pqr are observable. The constant μ is an unknown parameter, and A_p, B_pq and C_pqr are (unobservable) normal and independently distributed random variables with zero means and finite variances σ²_A, σ²_B, and σ²_C, respectively. Approximate confidence intervals on ?_A and ?_B using unweighted means are derived, where The performance of these approximate confidence intervals are evaluated using computer simulation. The simulated results indicate that these proposed confidence intervals perform satisfactorily and can be used in applied problems.     

Analysis of a Generalized Linear Mixed Model: A Case Study and Simulation Results

A class of generalized linear mixed models can be obtained by introducing random effects in the linear predictor of a generalized linear model, e.g. a split plot model for binary data or count data. Maximum likelihood estimation, for normally distributed random effects, involves high-dimensional numerical integration, with severe limitations on the number and structure of the additional random effects. An alternative estimation procedure based on an extension of the iterative re-weighted least squares procedure for generalized linear models will be illustrated on a practical data set involving carcass classification of cattle. The data is analysed as overdispersed binomial proportions with fixed and random effects and associated components of variance on the logit scale. Estimates are obtained with standard software for normal data mixed models. Numerical restrictions pertain to the size of matrices to be inverted. This can be dealt with by absorption techniques familiar from e.g. mixed models in animal breeding. The final model fitted to the classification data includes four components of variance and a multiplicative overdispersion factor. Basically the estimation procedure is a combination of iterated least squares procedures and no full distributional assumptions are needed. A simulation study based on the classification data is presented. This includes a study of procedures for constructing confidence intervals and significance tests for fixed effects and components of variance. The simulation results increase confidence in the usefulness of the estimation procedure.     

Analysis of cytoplasmic and maternal effects I. A genetic model for diploid plant seeds and animals

A genetic model for modified diallel crosses is proposed for estimating variance and covariance components of cytoplasmic, maternal additive and dominance effects, as well as direct additive and dominance effects. Monte Carlo simulations were conducted to compare the efficiencies of minimum norm quadratic unbiased estimation (MINQUE) methods. For both balanced and unbalanced mating designs, MINQUE (0/1), which has 0 for all the prior covariances and 1 for all the prior variances, has similar efficiency to MINQUE(), which has parameter values for the prior values. Unbiased estimates of variance and covariance components and their sampling variances could be obtained with MINQUE(0/1) and jackknifing. A t-test following jackknifing is applicable to test hypotheses for zero variance and covariance components. The genetic model is robust for estimating variance and covariance components under several situations of no specific effects. A MINQUE(0/1) procedure is suggested for unbiased estimation of covariance components between two traits with equal design matrices. Methods of unbiased prediction for random genetic effects are discussed. A linear unbiased prediction (LUP) method is shown to be efficient for the genetic model. An example is given for a demonstration of estimating variance and covariance components and predicting genetic effects.     

Pair-switching rerandomization

Rerandomization discards assignments with covariates unbalanced in the treatment and control groups to improve estimation and inference efficiency. However, the acceptance-rejection sampling method used in rerandomization is computationally inefficient. As a result, it is time-consuming for rerandomization to draw numerous independent assignments, which are necessary for performing Fisher randomization tests and constructing randomization-based confidence intervals. To address this problem, we propose a pair-switching rerandomization (PSRR) method to draw balanced assignments efficiently. We obtain the unbiasedness and variance reduction of the difference-in-means estimator and show that the Fisher randomization tests are valid under PSRR. Moreover, we propose an exact approach to invert Fisher randomization tests to confidence intervals, which is faster than the existing methods. In addition, our method is applicable to both nonsequentially and sequentially randomized experiments. We conduct comprehensive simulation studies to compare the finite-sample performance of the proposed method with that of classical rerandomization. Simulation results indicate that PSRR leads to comparable power of Fisher randomization tests and is 3–23 times faster than classical rerandomization. Finally, we apply the PSRR method to analyze two clinical trial datasets, both of which demonstrate the advantages of our method.     

Improved variance estimation of classification performance via reduction of bias caused by small sample size

Background  

Supervised learning for classification of cancer employs a set of design examples to learn how to discriminate between tumors. In practice it is crucial to confirm that the classifier is robust with good generalization performance to new examples, or at least that it performs better than random guessing. A suggested alternative is to obtain a confidence interval of the error rate using repeated design and test sets selected from available examples. However, it is known that even in the ideal situation of repeated designs and tests with completely novel samples in each cycle, a small test set size leads to a large bias in the estimate of the true variance between design sets. Therefore different methods for small sample performance estimation such as a recently proposed procedure called Repeated Random Sampling (RSS) is also expected to result in heavily biased estimates, which in turn translates into biased confidence intervals. Here we explore such biases and develop a refined algorithm called Repeated Independent Design and Test (RIDT).     

The Effect of Design Imbalance on the Power of the F‐test of a Variance Component in the One‐Way Random Model

The ANOVA‐based F‐test used for testing the significance of the random effect variance component is a valid test for an unbalanced one‐way random model. However, it does not have an uniform optimum property. For example, this test is not uniformly most powerful invariant (UMPI). In fact, there is no UMPI test in the unbalanced case (see Khuri , Mathew , and Sinha , 1998). The power of the F‐test depends not only on the design used, but also on the true values of the variance components. As Khuri (1996) noted, we can gain a better insight into the effect of data imbalance on the power of the F‐test using a method for modelling the power in terms of the design parameters and the variance components. In this study, generalized linear modelling (GLM) techniques are used for this purpose. It is shown that GLM, in combination with a method of generating designs with a specified degree of imbalance, is an effective way of studying the behavior of the power of the F‐test in a one‐way random model.     

Problems with existing procedures to calculate exact unconditional P-values for non-inferiority/superiority and confidence intervals for two binomials and how to resolve them

Recently several papers have been published that deal with the construction of exact unconditional tests for non-inferiority and confidence intervals based on the approximative unconditional restricted maximum likelihood test for two binomial random variables. Soon after the papers have been published the commercially available software for exact tests StatXact has incorporated the new methods. There are however gaps in the proofs which since have not been resolved adequately. Further it turned out that the methods for testing non-inferiority are not coherent and test for non-inferiority can easily come to different conclusions compared to the confidence interval inclusion rule. In this paper, a proposal is made how to resolve the open problems. Berger and Boos (1994) developed the confidence interval method for testing equality of two proportions. StatXact (Version 5) has extended this method for shifted hypotheses. It is shown that at least for unbalanced designs (i.e. largely different sample sizes) the Berger and Boos method can lead to controversial results.     

加性-显性-母体效应及GE互作效应遗传模型的模拟比较

运用蒙特卡罗方法比较了8个亲本正反应的加性－显性－母体效应的全模型及缩减模型,当σ^2M和σ^2ME存在时,检测各项遗传方差分量的功效高达97％以上,如何存在σ^2M和σ^2ME而缩减模型未包括这两项效应时,除显性效应以外的各项方差分量都被高估。对于加性－显性模型,如果忽略了基因型与环境互作,σ^2ε和σ^2A将被高估。当母体效应和基因型与环境互作被忽略时,将显著地增加遗传效应预测值的方差。     

Testing Equality of Means and Simultaneous Confidence Intervals in Repeated Measures with Missing Data

In this paper, repeated measures with intraclass correlation model is considered when the observations are missing at random. An exact test for the equality of the mean components and simultaneous confidence intervals (Scheffé and Bonferroni inequality types) are given for linear contrasts of the mean components when the missing observations are of a monotone type. When the missing observations are not of the monotone type, the maximum likelihood estimates are obtained numerically by iterative methods given in Srivastava and Carter (1986). These estimators are then used to obtain asymptotic tests and confidence intervals for the equality of mean components and linear contrasts, respectively. An example is given to illustrate the method.     

Testing the correlation for clustered categorical and censored discrete time-to-event data when covariates are measured without/with errors

In the analysis of clustered categorical data, it is of common interest to test for the correlation within clusters, and the heterogeneity across different clusters. We address this problem by proposing a class of score tests for the null hypothesis that the variance components are zero in random effects models, for clustered nominal and ordinal categorical responses. We extend the results to accommodate clustered censored discrete time-to-event data. We next consider such tests in the situation where covariates are measured with errors. We propose using the SIMEX method to construct the score tests for the null hypothesis that the variance components are zero. Key advantages of the proposed score tests are that they can be easily implemented by fitting standard polytomous regression models and discrete failure time models, and that they are robust in the sense that no assumptions need to be made regarding the distributions of the random effects and the unobserved covariates. The asymptotic properties of the proposed tests are studied. We illustrate these tests by analyzing two data sets and evaluate their performance with simulations.     

A unified procedure for meta-analytic evaluation of surrogate end points in randomized clinical trials

The meta-analytic approach to evaluating surrogate end points assesses the predictiveness of treatment effect on the surrogate toward treatment effect on the clinical end point based on multiple clinical trials. Definition and estimation of the correlation of treatment effects were developed in linear mixed models and later extended to binary or failure time outcomes on a case-by-case basis. In a general regression setting that covers nonnormal outcomes, we discuss in this paper several metrics that are useful in the meta-analytic evaluation of surrogacy. We propose a unified 3-step procedure to assess these metrics in settings with binary end points, time-to-event outcomes, or repeated measures. First, the joint distribution of estimated treatment effects is ascertained by an estimating equation approach; second, the restricted maximum likelihood method is used to estimate the means and the variance components of the random treatment effects; finally, confidence intervals are constructed by a parametric bootstrap procedure. The proposed method is evaluated by simulations and applications to 2 clinical trials.     

THE MIXED-MODEL ANALYSIS OF VARIANCE APPLIED TO QUANTITATIVE GENETICS: BIOLOGICAL MEANING OF THE PARAMETERS

The mixed-model factorial analysis of variance has been used in many recent studies in evolutionary quantitative genetics. Two competing formulations of the mixed-model ANOVA are commonly used, the “Scheffe” model and the “SAS” model; these models differ in both their assumptions and in the way in which variance components due to the main effect of random factors are defined. The biological meanings of the two variance component definitions have often been unappreciated, however. A full understanding of these meanings leads to the conclusion that the mixed-model ANOVA could have been used to much greater effect by many recent authors. The variance component due to the random main effect under the two-way SAS model is the covariance in true means associated with a level of the random factor (e.g., families) across levels of the fixed factor (e.g., environments). Therefore the SAS model has a natural application for estimating the genetic correlation between a character expressed in different environments and testing whether it differs from zero. The variance component due to the random main effect under the two-way Scheffe model is the variance in marginal means (i.e., means over levels of the fixed factor) among levels of the random factor. Therefore the Scheffe model has a natural application for estimating genetic variances and heritabilities in populations using a defined mixture of environments. Procedures and assumptions necessary for these applications of the models are discussed. While exact significance tests under the SAS model require balanced data and the assumptions that family effects are normally distributed with equal variances in the different environments, the model can be useful even when these conditions are not met (e.g., for providing an unbiased estimate of the across-environment genetic covariance). Contrary to statements in a recent paper, exact significance tests regarding the variance in marginal means as well as unbiased estimates can be readily obtained from unbalanced designs with no restrictive assumptions about the distributions or variance-covariance structure of family effects.     

HOW TO ESTIMATE AND USE THE VARIANCE OF d' FROM DIFFERENCE TESTS

d' is an estimate of δ, a measure of the degree of sensory difference between two products, that can be obtained easily using tables, from the proportion of difference tests performed correctly. Tables of δ are available for the 2-AFC, 3-AFC, triangular and duo-trio tests. Tables for calculating the variance of d' for these tests are provided in this paper. They can be used for comparison of d's, especially for those obtained from different difference tests. A simple procedure is described here for computing values for the variance of d'. Having obtained the variance, confidence intervals for d' can be obtained, tests of significance for d' can be made as well as tests of whether two or more d's are significantly different. The formula and tables for the number of judgments required for the estimation of δ are given also in this paper.     

Nonparametric evaluation of quantitative traits in population-based association studies when the genetic model is unknown

Statistical association between a single nucleotide polymorphism (SNP) genotype and a quantitative trait in genome-wide association studies is usually assessed using a linear regression model, or, in the case of non-normally distributed trait values, using the Kruskal-Wallis test. While linear regression models assume an additive mode of inheritance via equi-distant genotype scores, Kruskal-Wallis test merely tests global differences in trait values associated with the three genotype groups. Both approaches thus exhibit suboptimal power when the underlying inheritance mode is dominant or recessive. Furthermore, these tests do not perform well in the common situations when only a few trait values are available in a rare genotype category (disbalance), or when the values associated with the three genotype categories exhibit unequal variance (variance heterogeneity). We propose a maximum test based on Marcus-type multiple contrast test for relative effect sizes. This test allows model-specific testing of either dominant, additive or recessive mode of inheritance, and it is robust against variance heterogeneity. We show how to obtain mode-specific simultaneous confidence intervals for the relative effect sizes to aid in interpreting the biological relevance of the results. Further, we discuss the use of a related all-pairwise comparisons contrast test with range preserving confidence intervals as an alternative to Kruskal-Wallis heterogeneity test. We applied the proposed maximum test to the Bogalusa Heart Study dataset, and gained a remarkable increase in the power to detect association, particularly for rare genotypes. Our simulation study also demonstrated that the proposed non-parametric tests control family-wise error rate in the presence of non-normality and variance heterogeneity contrary to the standard parametric approaches. We provide a publicly available R library nparcomp that can be used to estimate simultaneous confidence intervals or compatible multiplicity-adjusted p-values associated with the proposed maximum test.     

Likelihood-based experimental design for estimation of ED50

In selecting the best dosage choice for the estimation of ED50, it is natural to try to minimize the length of the confidence intervals. In this presentation, the dose allocation that minimizes the length of the likelihood-based confidence intervals is presented and compared with alternative allocations that have been proposed based on the length of different types of confidence intervals, such as those based on the asymptotic variance or on Fieller's Theorem. Effective strategies to deal with the parameter dependence of these allocations are explored. A series of experiments to evaluate the effect of small doses per fraction on the radiation tolerance of the rat cervical spinal cord provide the motivation and an illustration for the proposed procedures.     

A Fast Method that Uses Polygenic Scores to Estimate the Variance Explained by Genome-wide Marker Panels and the Proportion of Variants Affecting a Trait

Several methods have been proposed to estimate the variance in disease liability explained by large sets of genetic markers. However, current methods do not scale up well to large sample sizes. Linear mixed models require solving high-dimensional matrix equations, and methods that use polygenic scores are very computationally intensive. Here we propose a fast analytic method that uses polygenic scores, based on the formula for the non-centrality parameter of the association test of the score. We estimate model parameters from the results of multiple polygenic score tests based on markers with p values in different intervals. We estimate parameters by maximum likelihood and use profile likelihood to compute confidence intervals. We compare various options for constructing polygenic scores, based on nested or disjoint intervals of p values, weighted or unweighted effect sizes, and different numbers of intervals, in estimating the variance explained by a set of markers, the proportion of markers with effects, and the genetic covariance between a pair of traits. Our method provides nearly unbiased estimates and confidence intervals with good coverage, although estimation of the variance is less reliable when jointly estimated with the covariance. We find that disjoint p value intervals perform better than nested intervals, but the weighting did not affect our results. A particular advantage of our method is that it can be applied to summary statistics from single markers, and so can be quickly applied to large consortium datasets. Our method, named AVENGEME (Additive Variance Explained and Number of Genetic Effects Method of Estimation), is implemented in R software.