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Cai T, Cai TT, Liao K, et al. Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS. Stat Sin. 2019;29(2):983-1005doi: 10.5705/ss.202017.0189.
Cai, T., Cai, T. T., Liao, K., & Liu, W. (2019). Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS. Statistica Sinica, 29(2), 983-1005. https://doi.org/10.5705/ss.202017.0189
Cai, Tianxi, et al. "Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS." Statistica Sinica vol. 29,2 (2019): 983-1005. doi: https://doi.org/10.5705/ss.202017.0189
Cai T, Cai TT, Liao K, Liu W. Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS. Stat Sin. 2019 Apr;29(2):983-1005. doi: 10.5705/ss.202017.0189. PMID: 31889766; PMCID: PMC6937133.
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Stat Sin. 2019 Apr;29(2):983-1005. doi: 10.5705/ss.202017.0189.

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

Statistica Sinica

Tianxi Cai, T Tony Cai, Katherine Liao, Weidong Liu

Affiliations

  1. Department of Biostatistics, Harvard T.H Chan School of Public Health.
  2. Department of Statistics, The Wharton School, University of Pennsylvania.
  3. Brigham and Women's Hospital.
  4. Department of Mathematics, Institute of Natural Sciences and MOE-LSC, Shanghai Jiao Tong University.

PMID: 31889766 PMCID: PMC6937133 DOI: 10.5705/ss.202017.0189

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. Simulation studies demonstrate that the proposed procedure can be substantially more powerful than existing FDR controlling procedures in the presence of correlation of unknown structure. The proposed multiple testing procedure is applied to a PheWAS of two auto-immune genetic markers using a rheumatoid arthritis patient cohort constructed from the electronic medical records of Partners Healthcare System.

Keywords: Covariance; PheWAS; false discovery rate; multiple responses; multiple testing

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