User:Timothee Flutre/Notebook/Postdoc/2011/06/28

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Calculate OLS estimates with summary statistics for simple linear regression

We obtained data from Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle n} individuals. Let be Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle y_1,\ldots,y_n} the (quantitative) phenotypes (eg. expression level at a given gene), and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle g_1,\ldots,g_n} the genotypes at a given SNP.

We want to assess the linear relationship between phenotype and genotype. For this with use a simple linear regression:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle y_i = \mu + \beta x_i + \epsilon_i} with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \epsilon_i \rightarrow N(0,\sigma^2)} and for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle i \in {1,\ldots,n}}

In vector-matrix notation:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle y = X \theta + \epsilon} with Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \epsilon \rightarrow N_n(0,\sigma^2 I)} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \theta^T = (\mu, \beta)}

Here is the ordinary-least-square (OLS) estimator of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \theta} :

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \hat{\theta} = (X^T X)^{-1} X^T Y}

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \begin{bmatrix} \hat{\mu} \\ \hat{\beta} \end{bmatrix} = \left( \begin{bmatrix} 1 & \ldots & 1 \\ g_1 & \ldots & g_n \end{bmatrix} \begin{bmatrix} 1 & g_1 \\ \vdots & \vdots \\ 1 & g_n \end{bmatrix} \right)^{-1} \begin{bmatrix} 1 & \ldots & 1 \\ g_1 & \ldots & g_n \end{bmatrix} \begin{bmatrix} y_1 \\ \vdots \\ y_n \end{bmatrix} }

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \begin{bmatrix} \hat{\mu} \\ \hat{\beta} \end{bmatrix} = \begin{bmatrix} n & \sum_i g_i \\ \sum_i g_i & \sum_i g_i^2 \end{bmatrix}^{-1} \begin{bmatrix} \sum_i y_i \\ \sum_i g_i y_i \end{bmatrix} }

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \begin{bmatrix} \hat{\mu} \\ \hat{\beta} \end{bmatrix} = \frac{1}{n \sum_i g_i^2 - (\sum_i g_i)^2} \begin{bmatrix} \sum_i g_i^2 & - \sum_i g_i \\ - \sum_i g_i & n \end{bmatrix} \begin{bmatrix} \sum_i y_i \\ \sum_i g_i y_i \end{bmatrix} }

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \begin{bmatrix} \hat{\mu} \\ \hat{\beta} \end{bmatrix} = \frac{1}{n \sum_i g_i^2 - (\sum_i g_i)^2} \begin{bmatrix} \sum_i g_i^2 \sum_i y_i - \sum_i g_i \sum_i g_i y_i \\ - \sum_i g_i \sum_i y_i + n \sum_i g_i y_i \end{bmatrix} }

Let's now define 4 summary statistics:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \bar{y} = \frac{1}{n} \sum_{i=1}^n y_i}

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \bar{g} = \frac{1}{n} \sum_{i=1}^n g_i}

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle g^T g = \sum_{i=1}^n g_i^2}

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle g^T y = \sum_{i=1}^n g_i y_i}

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://api.formulasearchengine.com/v1/":): {\displaystyle \hat{\beta} = \frac{g^T y - n \bar{g} \bar{y}}{g^T g - n \bar{g}^2}}