Page 157 - Applied Probability
P. 157

142
                              identity matrix. The parameter σ is referred to as a variance compo-
                              nent. For this choice of Υ, environmental contributions are uncorrelated
                              among pedigree members. Note that environmental contributions include
                              trait measurement errors. To represent shared environments within a pedi-
                              gree, it is useful to define a household indicator matrix H =(h ij )with
                              entries  8. The Polygenic Model  2 e
                                                   1 i and j are in the same household

                                         h ij  =
                                                   0 otherwise.
                              A reasonable covariance model incorporating both household and random
                                            2
                                                  2
                              effects is Υ = σ H + σ I, giving an overall covariance matrix Ω for Y of
                                            h     e
                                                                     2
                                                              2
                                                        2
                                                                            2
                                               Ω= 2σ Φ+ σ ∆ 7 + σ H + σ I.
                                                        a     d      h      e
                              This last representation suggests studying the general model
                                                               r
                                                              	    2
                                                       Ω=        σ Γ k ,                   (8.1)
                                                                   k
                                                              k=1
                                                           2
                              where the variance components σ are nonnegative and the matrices Γ k are
                                                           k
                              known covariance matrices. Since measurement error will enter almost all
                              models, at least one of the Γ k should equal I. For convenience, we assume
                              Γ r = I.
                              8.2 Maximum Likelihood Estimation by Scoring
                                                                                        2
                              The mean components µ 1 ,...,µ p and the variance components σ ,...,σ 2
                                                                                        1     r
                              appear as parameters in the multivariate normal loglikelihood
                                                m        1          1        t  −1
                                     L(γ)= −      ln 2π −  ln det Ω − (y − Aµ) Ω  (y − Aµ)  (8.2)
                                                2        2          2
                              for the observed data Y = y [15, 17, 21, 23]. In equation (8.2), det Ω
                                                                                  2 t
                                                                            2
                              denotes the determinant of Ω, and γ =(µ 1 ,...,µ p ,σ ,... ,σ ) denotes the
                                                                            1
                                                                                  r
                              parameters collected into a column vector. Because Γ r = I, Ω is nonsingular
                                        2
                              whenever σ > 0.
                                        r
                                To implement the scoring algorithm for maximum likelihood estimation
                              of γ, we need the loglikelihood L(γ), score dL(γ), and expected informa-
                              tion J(γ) over all the pedigrees in a sample. Because these quantities add
                              for independent pedigrees, it suffices to consider a single pedigree. In de-
                              riving the score and expected information for a single pedigree, we could
                              use the general results presented in Chapter 3 for exponential families of
                              distributions. It is more illuminating to proceed directly after reviewing the
                              following facts from linear algebra and calculus:
   152   153   154   155   156   157   158   159   160   161   162