Research Article

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

Table 4

Comparisons of the performance of JMCCM with SCGGM and CAPME for models 7–9. Standard errors are presented in parenthesis.

Model Method SPE SEN Youden

7 JMCCM 2.234 (0.021) 2.071 (0.011) 0.969 (0.001) 0.638 (0.004) 0.608 (0.003)
SCGGM 2.670 (0.017) 2.160 (0.007) 0.994 (0.000) 0.512 (0.002) 0.506 (0.002)
CAPME 12.914 (0.038) 9.257 (0.028) 0.002 (0.000) 1.000 (0.000) 0.002 (0.000)

8 JMCCM 6.560 (0.073) 3.669 (0.028) 0.982 (0.001) 0.475 (0.004) 0.457 (0.003)
SCGGM 10.687 (0.035) 4.318 (0.006) 0.925 (0.000) 0.430 (0.002) 0.355 (0.002)
CAPME - - - - -

9 JMCCM 16.703 (0.254) 5.998 (0.062) 0.986 (0.001) 0.466 (0.003) 0.452 (0.002)
SCGGM 34.025 (0.722) 7.277 (0.048) 0.874 (0.005) 0.453 (0.003) 0.328 (0.003)
CAPME - - - - -