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Facilitating the Calculation of the Efficient Score Using Symbolic Computing

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  • Alexander B. Sibley
  • Zhiguo Li
  • Yu Jiang
  • Yi-Ju Li
  • Cliburn Chan
  • Andrew Allen
  • Kouros Owzar

Abstract

The score statistic continues to be a fundamental tool for statistical inference. In the analysis of data from high-throughput genomic assays, inference on the basis of the score usually enjoys greater stability, considerably higher computational efficiency, and lends itself more readily to the use of resampling methods than the asymptotically equivalent Wald or likelihood ratio tests. The score function often depends on a set of unknown nuisance parameters which have to be replaced by estimators, but can be improved by calculating the efficient score, which accounts for the variability induced by estimating these parameters. Manual derivation of the efficient score is tedious and error-prone, so we illustrate using computer algebra to facilitate this derivation. We demonstrate this process within the context of a standard example from genetic association analyses, though the techniques shown here could be applied to any derivation, and have a place in the toolbox of any modern statistician. We further show how the resulting symbolic expressions can be readily ported to compiled languages, to develop fast numerical algorithms for high-throughput genomic analysis. We conclude by considering extensions of this approach. The code featured in this report is available online as part of the supplementary material.

Suggested Citation

  • Alexander B. Sibley & Zhiguo Li & Yu Jiang & Yi-Ju Li & Cliburn Chan & Andrew Allen & Kouros Owzar, 2018. "Facilitating the Calculation of the Efficient Score Using Symbolic Computing," The American Statistician, Taylor & Francis Journals, vol. 72(2), pages 199-205, April.
  • Handle: RePEc:taf:amstat:v:72:y:2018:i:2:p:199-205
    DOI: 10.1080/00031305.2017.1392361
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    References listed on IDEAS

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    1. Freedman, David A., 2007. "How Can the Score Test Be Inconsistent?," The American Statistician, American Statistical Association, vol. 61, pages 291-295, November.
    2. Nicholas J. Horton & Johanna S. Hardin, 2015. "Teaching the Next Generation of Statistics Students to “Think With Data”: Special Issue on Statistics and the Undergraduate Curriculum," The American Statistician, Taylor & Francis Journals, vol. 69(4), pages 259-265, November.
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