Association testing aims to discover the underlying relationship between genotypes (usually Single Nucleotide Polymorphisms, or SNPs) and phenotypes (attributes, or traits). The typically large data sets used in association testing often contain miss
ing values. Standard statistical methods either impute the missing values using relatively simple assumptions, or delete them, or both, which can generate biased results. Here we describe the Bayesian hierarchical model BAMD (Bayesian Association with Missing Data). BAMD is a Gibbs sampler, in which missing values are multiply imputed based upon all of the available information in the data set. We estimate the parameters and prove that updating one SNP at each iteration preserves the ergodic property of the Markov chain, and at the same time improves computational speed. We also implement a model selection option in BAMD, which enables potential detection of SNP interactions. Simulations show that unbiased estimates of SNP effects are recovered with missing genotype data. Also, we validate associations between SNPs and a carbon isotope discrimination phenotype that were previously reported using a family based method, and discover an additional SNP associated with the trait. BAMD is available as an R-package from http://cran.r-project.org/package=BAMD
The possibility of improving on the usual multivariate normal confidence was first discussed in Stein (1962). Using the ideas of shrinkage, through Bayesian and empirical Bayesian arguments, domination results, both analytic and numerical, have been
obtained. Here we trace some of the developments in confidence set estimation.
We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the multinomia
l and Dirichlet distributions, and is shown to be an improvement, in terms of operator norm and efficiency, over other commonly used MCMC algorithms. We also investigate methods for the estimation of the precision parameter of the Dirichlet process, finding that maximum likelihood may not be desirable, but a posterior mode is a reasonable approach. Examples are given to show how these models perform on real data. Our results complement both the theoretical basis of the Dirichlet process nonparametric prior and the computational work that has been done to date.
It has long been known that for the comparison of pairwise nested models, a decision based on the Bayes factor produces a consistent model selector (in the frequentist sense). Here we go beyond the usual consistency for nested pairwise models, and sh
ow that for a wide class of prior distributions, including intrinsic priors, the corresponding Bayesian procedure for variable selection in normal regression is consistent in the entire class of normal linear models. We find that the asymptotics of the Bayes factors for intrinsic priors are equivalent to those of the Schwarz (BIC) criterion. Also, recall that the Jeffreys--Lindley paradox refers to the well-known fact that a point null hypothesis on the normal mean parameter is always accepted when the variance of the conjugate prior goes to infinity. This implies that some limiting forms of proper prior distributions are not necessarily suitable for testing problems. Intrinsic priors are limits of proper prior distributions, and for finite sample sizes they have been proved to behave extremely well for variable selection in regression; a consequence of our results is that for intrinsic priors Lindleys paradox does not arise.
