论文标题
PC调整了低维参数的测试
PC Adjusted Testing for Low Dimensional Parameters
论文作者
论文摘要
在本文中,我们研究了高维主成分(PC)调整对推断变量对结果的影响的影响,重点是在遗传关联研究中应用PC调整通常用于说明人口分层。我们考虑在协变量数量与样品数量成比例增长的状态下的高维线性回归。在这种情况下,我们对PC调整何时产生有效的I型错误率进行有效测试提供了渐近的精确理解。我们的结果表明,在固定信号强度和分化的信号强度下,PC回归通常无法控制所需的标称级别的I型误差。此外,我们根据协变量分布建立了I型误差通胀的必要条件。这些理论发现得到了一系列数值实验的进一步支持。
In this paper, we investigate the impact of high-dimensional Principal Component (PC) adjustments on inferring the effects of variables on outcomes, with a focus on applications in genetic association studies where PC adjustment is commonly used to account for population stratification. We consider high-dimensional linear regression in the regime where the number of covariates grows proportionally to the number of samples. In this setting, we provide an asymptotically precise understanding of when PC adjustments yield valid tests with controlled Type I error rates. Our results demonstrate that, under both fixed and diverging signal strengths, PC regression often fails to control the Type I error at the desired nominal level. Furthermore, we establish necessary and sufficient conditions for Type I error inflation based on covariate distributions. These theoretical findings are further supported by a series of numerical experiments.