Research Article

Variable Selection and Joint Estimation of Mean and Covariance Models with an Application to eQTL Data

Table 3

Comparisons of the performance of JMCCM with SCGGM, CAPME, and JML for models 1–6. Standard errors are presented in parenthesis.

Model Method SPE SEN Youden

1 JMCCM 0.139 (0.004) 0.519 (0.008) 0.864 (0.010) 0.723 (0.014) 0.587 (0.012)
SCGGM 0.171 (0.007) 0.556 (0.010) 0.865 (0.030) 0.624 (0.027) 0.506 (0.014)
CAPME 0.113 (0.003) 0.512 (0.008) 0.002 (0.001) 1.000 (0.000) 0.002 (0.001)
JML 0.099 (0.003) 0.450 (0.005) 0.160 (0.026) 0.980 (0.005) 0.140 (0.024)

2 JMCCM 0.241 (0.005) 0.677 (0.009) 0.915 (0.004) 0.801 (0.007) 0.716 (0.006)
SCGGM 0.349 (0.008) 0.821 (0.012) 0.661 (0.029) 0.882 (0.016) 0.542 (0.017)
CAPME 0.430 (0.007) 1.028 (0.011) 0.005 (0.001) 1.000 (0.000) 0.005 (0.001)
JML 0.232 (0.004) 0.670 (0.008) 0.210 (0.009) 0.980 (0.003) 0.200 (0.009)

3 JMCCM 0.705 (0.011) 1.145 (0.009) 0.947 (0.002) 0.653 (0.006) 0.600 (0.005)
SCGGM 1.158 (0.034) 1.506 (0.032) 0.716 (0.036) 0.706 (0.029) 0.422 (0.010)
CAPME 1.703 (0.012) 2.217 (0.015) 0.005 (0.000) 1.000 (0.000) 0.005 (0.000)
JML - - - - -

4 JMCCM 0.239 (0.006) 0.678 (0.011) 0.910 (0.004) 0.802 (0.007) 0.712 (0.007)
SCGGM 0.402 (0.010) 0.869 (0.011) 0.825 (0.031) 0.772 (0.017) 0.597 (0.019)
CAPME 0.447 (0.007) 1.081 (0.010) 0.004 (0.001) 1.000 (0.000) 0.004 (0.001)
JML 0.284 (0.005) 0.793 (0.008) 0.110 (0.006) 1.000 (0.001) 0.100 (0.006)

5 JMCCM 0.463 (0.007) 0.953 (0.007) 0.941 (0.003) 0.731 (0.007) 0.672 (0.006)
SCGGM 0.743 (0.011) 1.188 (0.010) 0.978 (0.002) 0.567 (0.007) 0.545 (0.007)
CAPME 0.983 (0.008) 1.683 (0.012) 0.005 (0.001) 1.000 (0.000) 0.005 (0.001)
JML 0.524 (0.524) 1.074 (0.009) 0.140 (0.006) 0.980 (0.002) 0.120 (0.006)

6 JMCCM 0.711 (0.010) 1.153 (0.010) 0.951 (0.002) 0.639 (0.006) 0.590 (0.005)
SCGGM 1.126 (0.011) 1.438 (0.007) 0.988 (0.001) 0.440 (0.004) 0.428 (0.004)
CAPME 1.781 (0.013) 2.406 (0.013) 0.006 (0.000) 0.999 (0.000) 0.006 (0.000)
JML- - - - -

1 JMCCM 0.068 (0.002) 0.364 (0.006) 0.814 (0.007) 0.886 (0.009) 0.700 (0.009)
SCGGM 0.139 (0.010) 0.483 (0.018) 0.888 (0.024) 0.668 (0.031) 0.556 (0.016)
CAPME 0.055 (0.002) 0.346 (0.006) 0.003 (0.001) 1.000 (0.000) 0.003 (0.001)
JML 0.046 (0.001) 0.301 (0.005) 0.150 (0.015) 1.000 (0.001) 0.150 (0.015)

2 JMCCM 0.117 (0.003) 0.466 (0.006) 0.894 (0.003) 0.898 (0.005) 0.793 (0.004)
SCGGM 0.168 (0.007) 0.550 (0.010) 0.652 (0.018) 0.960 (0.006) 0.612 (0.016)
CAPME 0.215 (0.003) 0.696 (0.007) 0.003 (0.001) 1.000 (0.000) 0.003 (0.001)
JML 0.119 (0.002) 0.459 (0.006) 0.320 (0.120) 0.990 (0.003) 0.310 (0.012)

3 JMCCM 0.321 (0.006) 0.766 (0.007) 0.916 (0.002) 0.808 (0.004) 0.724 (0.003)
SCGGM 0.645 (0.015) 1.107 (0.011) 0.674 (0.021) 0.847 (0.024) 0.521 (0.008)
CAPME 0.824 (0.006) 1.405 (0.007) 0.005 (0.000) 1.000 (0.000) 0.005 (0.000)
JML- - - - -

4 JMCCM 0.115 (0.003) 0.467 (0.006) 0.893 (0.003) 0.904 (0.006) 0.797 (0.005)
SCGGM 0.286 (0.009) 0.745 (0.012) 0.786 (0.028) 0.822 (0.019) 0.609 (0.015)
CAPME 0.215 (0.003) 0.703 (0.006) 0.003 (0.001) 1.000 (0.000) 0.003 (0.001)
JML 0.123 (0.002) 0.486 (0.005) 0.160 (0.006) 1.000 (0.002) 0.150 (0.005)

5 JMCCM 0.217 (0.004) 0.643 (0.006) 0.924 (0.002) 0.867 (0.005) 0.792 (0.004)
SCGGM 0.671 (0.011) 1.141 (0.001) 0.995 (0.002) 0.542 (0.009) 0.536 (0.008)
CAPME 0.473 (0.004) 1.065 (0.007) 0.004 (0.000) 1.000 (0.000) 0.004 (0.000)
JML - - - - -

6 JMCCM 0.331 (0.005) 0.781 (0.006) 0.926 (0.002) 0.789 (0.005) 0.715 (0.004)
SCGGM 1.024 (0.010) 1.380 (0.006) 0.998 (0.000) 0.414 (0.003) 0.412 (0.003)
CAPME 0.844 (0.006) 1.466 (0.008) 0.005 (0.000) 0.999 (0.000) 0.004 (0.000)
JML - - - - -