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Sta$s$cs for Genomics (140.688) Instructor: Jeff Leek Slide Credits: Rafael Irizarry, John Storey No announcements today.

Stascs for Genomics (140.688) - Johns Hopkins Bloomberg ...jleek/teaching/2011/genomics/mt140688.pdf · • PCA and SVD have different mathemacal goals but ... E + IRW‐SVA Ranking

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Sta$s$csforGenomics(140.688)

Instructor:JeffLeek

SlideCredits:RafaelIrizarry,JohnStorey

Noannouncementstoday.

Hypothesis testing •  Once you have a given score for each gene, how do you

decide on a cut-off?

•  p-values are popular.

•  But how do we decide on a cut-off?

•  Are 0.05 and 0.01 appropriate?

•  Are the p-values correct?

RecalculatetheSta$s$cAndCompare

OriginalSta$s$c

Calcula$ngaP‐value

{#|Sperm|≥|Sobs|}P‐value=#ofPermuta$ons

ObservedSta$s$c=2

P‐values

P-value

Frequency

0.0 0.2 0.4 0.6 0.8 1.0

01000

2000

3000

4000

5000

P-value

Frequency

0.0 0.2 0.4 0.6 0.8 1.0

02000400060008000

12000

NoDifferen$alExpression ALotofDifferen$alExpression

Mul$pleComparisonProblem

•  Ifwedohaveusefulapproxima$onsofourp‐values,wes$llfacethemul$plecomparisonproblem

•  Whenperformingmanyindependenttestsp‐valuesnolongerhavethesameinterpreta$on

HypothesisTes$ng

•  Test for each gene null hypothesis: no differential expression.

•  Two types of errors can be committed –  Type I error or false positive (say that a gene is differentially

expressed when it is not, i.e., reject a true null hypothesis).

–  Type II error or false negative (fail to identify a truly differentially expressed gene, i.e.,fail to reject a false null hypothesis)

Hypothe$calExample

•  Microarraywith10,000genes

•  Calculate10,000p‐values

•  Callgenes“significant”ifp‐value<0.05

•  ExpectedNumberofFalsePosi$ves:

10,000×0.05=500FalsePosi$ves

Mul$pleHypothesisTes$ng

•  Whathappensifwecallallgenessignificantwithp‐values≤0.05,forexample?

CalledSignificant

Not Called Significant

Total

Null True V m0 – V m0

Altern.True S m1 – S m1

Total R m – R m

Null = Equivalent Expression; Alternative = Differential Expression

ErrorRates• Percomparisonerrorrate(PCER):theexpectedvalueofthenumberofTypeIerrorsoverthenumberofhypotheses

PCER=E(V)/m

• Perfamilyerrorrate(PFER):theexpectednumberofTypeIerrorsPFER=E(V)

• Family‐wiseerrorrate:theprobabilityofatleastoneTypeIerrorFEWR=Pr(V≥1)

• Falsediscoveryrate(FDR)ratethatfalsediscoveriesoccurFDR=E(V/R;R>0)=E(V/R|R>0)Pr(R>0)

• Posi$vefalsediscoveryrate(pFDR):ratethatdiscoveriesarefalsepFDR=E(V/R|R>0).

Mul$pleComparisonErrorRates

•  Familywiseerrorrate:

Pr(# False Positives ≥ 1)

•  Falsediscoveryrate:

E #False Positives# Of Discoveries

FalseDiscoveryRate

•  The“falsediscoveryrate”measuresthepropor$onoffalseposi$vesamongallgenescalledsignificant:

•  Thisisusuallyappropriatebecauseonewantstofindasmanytrulydifferen$allyexpressedgenesaspossiblewithrela$velyfewfalseposi$ves

•  Thefalsediscoveryrategivestherateatwhichfurtherbiologicalverifica$onwillresultindead‐ends

RV

SVV

=+

=tsignifican called#

positives false#

FalsePosi$veRateversusFalseDiscoveryRate

•  Falseposi$verateistherateatwhichtrulynullgenesarecalledsignificant

•  Falsediscoveryrateistherateatwhichsignificantgenesaretrulynull

RV

=≈tsignifican called#

positives false#FDR

0nulltruly #positives false#FPR

mV

=≈

DifferenceinInterpreta$onSuppose550outof10,000genesaresignificantat0.05level

P‐value<0.05Expect0.05*10,000=500falseposi$ves

FalseDiscoveryRate<0.05Expect0.05*550=27.5falseposi$ves

FamilyWiseErrorRate<0.05Theprobabilityofatleast1falseposi$ve≤0.05

ControllingErrorRates

BonferroniCorrec$on(FWER)P‐valueslessthanα/maresignificant

Benjamini‐HochbergCorrec$on(FDR)Orderthep‐values:p(1),…,p(m)

Ifp(i)≤α×i/mthenitissignificant

Correc$onswhendoingmtests:

ExampleWith10P‐values

Rank

P‐value

NoCorrec$onBH(FDR)Bonferroni(FWER)

FalsePosi$veRateandP‐values

•  Thep‐valueisameasureofsignificanceintermsofthefalseposi$verate(akaTypeIerrorrate)

•  P‐valueisdefinedtobetheminimumfalseposi$verateatwhichthesta$s$ccanbecalledsignificant

•  Canbedescribedastheprobabilityatrulynullsta$s$cis“asormoreextreme”thantheobservedone

FalseDiscoveryRateandQ‐values

•  Theq‐valueisameasureofsignificanceintermsofthefalsediscoveryrate

•  Q‐valueisdefinedtobetheminimumfalsediscoveryrateatwhichthesta$s$ccanbecalledsignificant

•  Canbedescribedastheprobabilityasta$s$c“asormoreextreme”istrulynull

•  Webeginbyes$ma$ngFDRwhencallingallgenessignificantwithp‐values≤t

•  Heuris9cmo$va$on:

[ ][ ]

[ ][ ]} {#E

} {null#E)(E)(E)(FDR

tptp

tRtVt

i

i

≤=≈

Es$mateofFDR

=m0t

} {#ˆ

)(RD̂F 0

tptmt

i ≤

⋅=

Es$mateofπ0

•  Wefirstes$matethemoreeasilyinterpretedπ0=m0/m,thepropor$onoftrulynull(non‐differen$allyexpressed)genes:

•  Thenclearly

)1(}{#)(ˆ0 λλ

λπ−⋅

>=mpi

mm ⋅= 00 ˆˆ π

Sources of Heterogeneity

The Effect of Heterogeneity Color = Environment

(Idaghdour et al. 2008) Color = Processing Year

(Cheung et al. 2008) Color = Allele

(Brem et al. 2005)

Batch Effects in Sequencing

ASimpleSimulatedExample

IndependentE DependentE

Gen

es

Gen

es

Arrays Arrays

GenebyGeneModel

expression=b0+b1×group+noise

Testwhetherb1=0<=>T‐testforgeneI

CalculateaP‐value

NullP‐ValueDistribu$ons

IndependentE

DependentE

Freq

uency

Freq

uency

Freq

uency

Freq

uency

Freq

uency

Freq

uency

Freq

uency

Freq

uency

P‐value P‐value P‐value P‐value

P‐value P‐value P‐value P‐value

NullP‐ValueDistribu$ons

|ρ| = 0.40 |ρ| = 0.31 |ρ| = 0.10 |ρ| = 0.00 Correla$on

IndependentE

DependentE

Freq

uency

Freq

uency

Freq

uency

Freq

uency

Freq

uency

Freq

uency

Freq

uency

Freq

uency

P‐value P‐value P‐value P‐value

P‐value P‐value P‐value P‐value

FalseDiscoveryRateEs$mates

IndependentE DependentE

RankingEs$mates

IndependentE DependentE

Batchandrankings

expression=b0+b1×group+b2batch+noise

expression=b0+3×group+10batch+noise

expression=b0+1×group+1batch+noise

TheModel

Gene1

Gene2

PrincipalComponentsAnalysis/SingularValueDecomposi$on

•  Amethodtoiden$fypaternsinthedatathatexplainalargepercentageofthevaria$on

•  PCAandSVDhavedifferentmathema$calgoalsbutendupes$ma$ngthesamething

•  FirstproposedforgenomicsbyAlteretal.(2000)PNAS

SingularValueDecomposi$on

samples

gene

s = × ×

U D VT

Data eigenarrays/leusingularvectors/

loadings

singularvalues

eigengenes/rightsingularvectors/principalcomponents

Proper$esofSVDsamples

gene

s = × ×

U D VT

ColumnsofVTdescribepaternsacrossgenes

ColumnsofUdescribepaternsacrossarrays

isthepercentofvaria$onexplainedbytheithcolumnofV

di2 / di

2

i=1

n

ColumnsofVT/rowsofUareorthogonalandcalculatedoneata$me

1Patern1stSV

= × +

1stColumnofU 1stColumnofVT

2Paterns,1stSV

= × +

1stColumnofU 1stColumnofVT

Surrogate Variable Analysis TheData

TrueBatchEs$mateofBatch

Pr(!Group&Batch)

Surrogate Variable Analysis TheData

TrueBatchEs$mateofBatch

Pr(!Group&Batch)

Surrogate Variable Analysis TheData

TrueBatchEs$mateofBatch

Pr(!Group&Batch)

Surrogate Variable Analysis TheData

TrueBatchEs$mateofBatch

Pr(!Group&Batch)

Surrogate Variable Analysis TheData

TrueBatchEs$mateofBatch

Pr(!Group&Batch)

Surrogate Variable Analysis TheData

TrueBatchEs$mateofBatch

Pr(!Group&Batch)

Surrogate Variable Analysis TheData

TrueBatchEs$mateofBatch

Pr(!Group&Batch)

SVAAdjustedGenebyGeneModel

expression=b0+b1×group+surrogates+noise

Testwhetherb1=0

CalculateaP‐value

False Discovery Rate Estimates

IndependentE DependentEDependentE+IRW‐SVA

TrueFalseDiscoveryRate TrueFalseDiscoveryRate TrueFalseDiscoveryRate

Q‐value

Q‐value

Q‐value

Ranking Estimates

IndependentE DependentEDependentE+IRW‐SVA

RankingbyTrueSignaltoNoise RankingbyTrueSignaltoNoise RankingbyTrueSignaltoNoise

AverageRa

nkingbyT‐Sta$s$c

AverageRa

nkingbyT‐Sta$s$c

AverageRa

nkingbyT‐Sta$s$c