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We study behavior of the restricted maximum likelihood (REML) estimator under a misspecified linear mixed model (LMM) that has received much attention in recent gnome-wide association studies. The asymptotic analysis establishes consistency of the REML estimator of the variance of the errors in the LMM, and convergence in probability of the REML estimator of the variance of the random effects in the LMM to a certain limit, which is equal to the true variance of the random effects multiplied by the limiting proportion of the nonzero random effects present in the LMM. The aymptotic results also establish convergence rate (in probability) of the REML estimators as well as a result regarding convergence of the asymptotic conditional variance of the REML estimator. The asymptotic results are fully supported by the results of empirical studies, which include extensive simulation studies that compare the performance of the REML estimator (under the misspecified LMM) with other existing methods.
We study variance estimation and associated confidence intervals for parameters characterizing genetic effects from genome-wide association studies (GWAS) misspecified mixed model analysis. Previous studies have shown that, in spite of the model miss
We consider the sparse principal component analysis for high-dimensional stationary processes. The standard principal component analysis performs poorly when the dimension of the process is large. We establish the oracle inequalities for penalized pr
This paper investigates the property of the penalized estimating equations when both the mean and association structures are modelled. To select variables for the mean and association structures sequentially, we propose a hierarchical penalized gener
Covariance matrix testing for high dimensional data is a fundamental problem. A large class of covariance test statistics based on certain averaged spectral statistics of the sample covariance matrix are known to obey central limit theorems under the
The likelihood ratio test is widely used in exploratory factor analysis to assess the model fit and determine the number of latent factors. Despite its popularity and clear statistical rationale, researchers have found that when the dimension of the