Large-Scale Simultaneous Testing of Cross-Covariance Matrix with Applications to PheWAS
Tianxi Cai, Tony Cai, Katherine Liao and Weidong Liu
It is shown that the proposed testing procedure maintains a desired false discovery rate (FDR) and false discovery proportion (FDP) under mild regularity conditions. We also provide results on the magnitudes of the signals that can be detected with high power. Simulation studies demonstrate that the proposed methods can be substantially more powerful than existing FDR controlling procedures in the presence of correlation. We applied the proposed procedures to a PheWAS of two auto-immune genetic markers using a cohort of Rheumatoid Arthritis (RA) constructed from the EMR of the Partners Healthcare.