snp.lhs.estimates: Logistic regression with SNP genotypes as dependent variable

Description

Under the assumption of Hardy-Weinberg equilibrium, a SNP genotype is a binomial variate with two trials for an autosomal SNP or with one or two trials (depending on sex) for a SNP on the X chromosome. With each SNP in an input "SnpMatrix" as dependent variable, this function fits a logistic regression model. The Hardy-Weinberg assumption can be relaxed by use of a "robust" option.

Usage

snp.lhs.estimates(snp.data, base.formula, add.formula, subset, snp.subset, data = sys.parent(), robust = FALSE, uncertain = FALSE, control=glm.test.control())

Arguments

snp.data

The SNP data, as an object of class "SnpMatrix" or "XSnpMatrix"

base.formula

A formula object describing a base model containing those terms which are to be fitted but for which parameter estimates are not required (the dependent variable is omitted from the model formula)

add.formula

A formula object describing the additional terms in the model for which parameter estimates are required (again, the dependent variable is omitted)

subset

An array describing the subset of observations to be considered

snp.subset

An array describing the subset of SNPs to be considered. Default action is to test all SNPs.

data

The data frame in which base.formula, add.formula and subset are to be evaluated

robust

If TRUE, Hardy-Weinberg equilibrium will is not assumed in calculating the variance-covariance matrix of parameter estimates

uncertain

If TRUE, uncertain genotypes are used and scored by their posterior expectations. Otherwise they are treated as missing. If set, this option forces robust variance estimates

control

An object giving parameters for the IRLS algorithm fitting of the base model and for the acceptable aliasing amongst new terms to be tested. See glm.test.control

Value

An object of class GlmEstimates

Details

The model fitted is the union of the base.formula and add.formula models, although parameter estimates (and their variance-covariance matrix) are only generated for the parameters of the latter. The "robust" option causes a Huber-White "sandwich" estimate of the variance-covariance matrix to be used in place of the usual inverse second derivative matrix of the log-likelihood (which assumes Hardy-Weinberg equilibrium). If a data argument is supplied, the snp.data and data objects are aligned by rowname. Otherwise all variables in the model formulae are assumed to be stored in the same order as the columns of the snp.data object.

Examples

Run this code

data(testdata)
test1 <-
snp.lhs.estimates(Autosomes[,1:10], ~cc, ~region, data=subject.data)
test2 <-
snp.lhs.estimates(Autosomes[,1:10], ~strata(region), ~cc,
   data=subject.data)
test3 <-
snp.lhs.estimates(Autosomes[,1:10], ~cc, ~region, data=subject.data, robust=TRUE)
test4 <-
snp.lhs.estimates(Autosomes[,1:10], ~strata(region), ~cc,
   data=subject.data, robust=TRUE)
test5 <- snp.lhs.estimates(Autosomes[,1:10], ~region+sex, ~cc, data=subject.data, robust=TRUE)
print(test1)
print(test2)
print(test3)
print(test4)
print(test5)