# A set-based association test in snpsettest

#### 17 January, 2022

For set-based association tests, the snpsettest package employed the statistical model described in VEGAS (versatile gene-based association study) , which takes as input variant-level p values and reference likage disequilibrium (LD) data. Briefly, the test statistics is defined as the sum of squared variant-level Z-statistics. Letting a set of $$Z$$ scores of individual SNPs $$z_i$$ for $$i \in 1:p$$ within a set $$s$$, the test statistic $$Q_s$$ is

$Q_s = \sum_{i=1}^p z_i^2$

Here, $$Z = \{z_1,...,z_p\}'$$ is a vector of multivariate normal distribution with a mean vector $$\mu$$ and a covariance matrix $$\Sigma$$ in which $$\Sigma$$ represents LD among SNPs. To test a set-level association, we need to evaluate the distribution of $$Q_s$$. VEGAS uses Monte Carlo simulations to approximate the distribution of $$Q_s$$ (directly simulate $$Z$$ from multivariate normal distribution), and thus, compute a set-level p value. However, its use is hampered in practice when set-based p values are very small because the number of simulations required to obtain such p values is be very large. The snpsettest package utilizes a different approach to evaluate the distribution of $$Q_s$$ more efficiently.

Let $$Y = \Sigma^{-\frac12}Z$$ (instead of $$\Sigma^{-\frac12}$$, we could use any decomposition that satisfies $$\Sigma = AA'$$ with a $$p \times p$$ non-singular matrix $$A$$ such that $$Y = A^{-1}Z$$). Then,

$\begin{gathered} E(Y) = \Sigma^{-\frac12} \mu \\ Var(Y) = \Sigma^{-\frac12}\Sigma\Sigma^{-\frac12} = I_p \\ Y \sim N(\Sigma^{-\frac12} \mu,~I_p) \end{gathered}$

Now, we posit $$U = \Sigma^{-\frac12}(Z - \mu)$$ so that

$U \sim N(\mathbf{0}, I_p),~~U = Y - \Sigma^{-\frac12}\mu$

and express the test statistic $$Q_s$$ as a quadratic form:

\begin{aligned} Q_s &= \sum_{i=1}^p z_i^2 = Z'I_pZ = Y'\Sigma^{\frac12}I_p\Sigma^{\frac12}Y \\ &= (U + \Sigma^{-\frac12}\mu)'\Sigma(U + \Sigma^{-\frac12}\mu) \end{aligned}

With the spectral theorem, $$\Sigma$$ can be decomposed as follow:

$\begin{gathered} \Sigma = P\Lambda P' \\ \Lambda = \mathbf{diag}(\lambda_1,...,\lambda_p),~~P'P = PP' = I_p \end{gathered}$

where $$P$$ is an orthogonal matrix. If we set $$X = P'U$$, $$X$$ is a vector of independent standard normal variable $$X \sim N(\mathbf{0}, I_p)$$ since

$E(X) = P'E(U) = \mathbf{0},~~Var(X) = P'Var(U)P = P'I_pP = I_p$

\begin{aligned} Q_s &= (U + \Sigma^{-\frac12}\mu)'\Sigma(U + \Sigma^{-\frac12}\mu) \\ &= (U + \Sigma^{-\frac12}\mu)'P\Lambda P'(U + \Sigma^{-\frac12}\mu) \\ &= (X + P'\Sigma^{-\frac12}\mu)'\Lambda (X + P'\Sigma^{-\frac12}\mu) \end{aligned}

Under the null hypothesis, $$\mu$$ is assumed to be $$\mathbf{0}$$. Hence,

$Q_s = X'\Lambda X = \sum_{i=1}^p \lambda_i x_i^2$

where $$X = \{x_1,...,x_p\}'$$. Thus, the null distribution of $$Q_s$$ is a linear combination of independent chi-square variables $$x_i^2 \sim \chi_{(1)}^2$$ (i.e., central quadratic form in independent normal variables). For computing a probability with a scalar $$q$$,

$Pr(Q_s > q)$

several methods have been proposed, such as numerical inversion of the characteristic function . The snpsettest package uses the algorithm of Davies  or saddlepoint approximation  to obtain set-based p values.

References

1. Liu JZ, Mcrae AF, Nyholt DR, Medland SE, Wray NR, Brown KM, et al. A Versatile Gene-Based Test for Genome-wide Association Studies. Am J Hum Genet. 2010 Jul 9;87(1):139–45.

2. Duchesne P, De Micheaux P. Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods. Comput Stat Data Anal. 2010;54:858–62.

3. Davies RB. Algorithm AS 155: The Distribution of a Linear Combination of Chi-square Random Variables. J R Stat Soc Ser C Appl Stat. 1980;29(3):323–33.

4. Kuonen D. Saddlepoint Approximations for Distributions of Quadratic Forms in Normal Variables. Biometrika. 1999;86(4):929–35.