Empirical Bayes Statistics for Differential Expression
Given a linear model fit from lmFit
, compute moderated t-statistics, moderated F-statistic, and log-odds of differential expression by empirical Bayes moderation of the standard errors towards a global value.
eBayes(fit, proportion = 0.01, stdev.coef.lim = c(0.1,4), trend = FALSE, robust = FALSE, winsor.tail.p = c(0.05,0.1)) treat(fit, lfc = log2(1.2), trend = FALSE, robust = FALSE, winsor.tail.p = c(0.05,0.1))
fit |
an |
proportion |
numeric value between 0 and 1, assumed proportion of genes which are differentially expressed |
stdev.coef.lim |
numeric vector of length 2, assumed lower and upper limits for the standard deviation of log2-fold-changes for differentially expressed genes |
trend |
logical, should an intensity-trend be allowed for the prior variance? Default is that the prior variance is constant. |
robust |
logical, should the estimation of |
winsor.tail.p |
numeric vector of length 1 or 2, giving left and right tail proportions of |
lfc |
the minimum log2-fold-change that is considered scientifically meaningful |
These functions are used to rank genes in order of evidence for differential expression. They use an empirical Bayes method to squeeze the genewise-wise residual variances towards a common value (or towards a global trend) (Smyth, 2004; Phipson et al, 2016). The degrees of freedom for the individual variances are increased to reflect the extra information gained from the empirical Bayes moderation, resulting in increased statistical power to detect differential expression.
Theese functions accept as input an MArrayLM
fitted model object fit
produced by lmFit
.
The columns of fit
define a set of contrasts which are to be tested equal to zero.
The fitted model object may have been processed by contrasts.fit
before being passed to eBayes
to convert the coefficients of the original design matrix into an arbitrary number of contrasts.
The empirical Bayes moderated t-statistics test each individual contrast equal to zero. For each gene (row), the moderated F-statistic tests whether all the contrasts are zero. The F-statistic is an overall test computed from the set of t-statistics for that probe. This is exactly analogous the relationship between t-tests and F-statistics in conventional anova, except that the residual mean squares have been moderated between genes.
The estimates s2.prior
and df.prior
are computed by fitFDist
.
s2.post
is the weighted average of s2.prior
and sigma^2
with weights proportional to df.prior
and df.residual
respectively.
The log-odds of differential expression lods
was called the B-statistic by Loennstedt and Speed (2002).
The F-statistics F
are computed by classifyTestsF
with fstat.only=TRUE
.
eBayes
does not compute ordinary t-statistics because they always have worse performance than the moderated versions.
The ordinary (unmoderated) t-statistics can, however, can be easily extracted from the linear model output for comparison purposes—see the example code below.
treat
computes empirical Bayes moderated-t p-values relative to a minimum meaningful fold-change threshold.
Instead of testing for genes that have true log-fold-changes different from zero, it tests whether the true log2-fold-change is greater than lfc
in absolute value (McCarthy and Smyth, 2009).
In other words, it uses an interval null hypothesis, where the interval is [-lfc,lfc].
When the number of DE genes is large, treat
is often useful for giving preference to larger fold-changes and for prioritizing genes that are biologically important.
treat
is concerned with p-values rather than posterior odds, so it does not compute the B-statistic lods
.
The idea of thresholding doesn't apply to F-statistics in a straightforward way, so moderated F-statistics are also not computed.
When lfc=0
, treat
is identical to eBayes
, except that F-statistics and B-statistics are not computed.
The lfc
threshold is usually chosen relatively small, because significantly DE genes must all have fold changes substantially greater than the testing threshold.
Typical values for lfc
are log2(1.1)
, log2(1.2)
or log2(1.5)
.
The top genes chosen by treat
can be examined using topTreat
.
Note that the lfc
testing threshold used by treat
to the define the null hypothesis is not the same as a log2-fold-change cutoff, as the observed log2-fold-change needs to substantially larger than lfc
for the gene to be called as significant.
In practice, modest values for lfc
such as log2(1.1)
, log2(1.2)
or log2(1.5)
are usually the most useful.
In practice, setting lfc=log2(1.2)
or lfc=log2(1.5)
will usually cause most differentially expressed genes to have estimated fold-changes of 2-fold or greater, depending on the sample size and precision of the experiment.
The use of eBayes
or treat
with trend=TRUE
is known as the limma-trend method (Law et al, 2014; Phipson et al, 2016).
With this option, an intensity-dependent trend is fitted to the prior variances s2.prior
.
Specifically, squeezeVar
is called with the covariate
equal to Amean
, the average log2-intensity for each gene.
The trend that is fitted can be examined by plotSA
.
limma-trend is useful for processing expression values that show a mean-variance relationship.
This is often useful for microarray data, and it can also be applied to RNA-seq counts that have been converted to log2-counts per million (logCPM) values (Law et al, 2014).
When applied to RNA-seq logCPM values, limma-trend give similar results to the voom
method.
The voom method incorporates the mean-variance trend into the precision weights, whereas limma-trend incorporates the trend into the empirical Bayes moderation.
limma-trend is somewhat simpler than voom
because it assumes that the sequencing depths (library sizes) are not wildly different between the samples and it applies the mean-variance trend on a genewise basis instead to individual observations.
limma-trend is recommended for RNA-seq analysis when the library sizes are reasonably consistent (less than 3-fold difference from smallest to largest) because of its simplicity and speed.
If robust=TRUE
then the robust empirical Bayes procedure of Phipson et al (2016) is used.
This is frequently useful to protect the empirical Bayes procedure against hyper-variable or hypo-variable genes, especially when analysing RNA-seq data.
See squeezeVar
for more details.
eBayes
produces an object of class MArrayLM
(see MArrayLM-class
) containing everything found in fit
plus the following added components:
t |
numeric matrix of moderated t-statistics. |
p.value |
numeric matrix of two-sided p-values corresponding to the t-statistics. |
lods |
numeric matrix giving the log-odds of differential expression (on the natural log scale). |
s2.prior |
estimated prior value for |
df.prior |
degrees of freedom associated with |
df.total |
row-wise numeric vector giving the total degrees of freedom associated with the t-statistics for each gene. Equal to |
s2.post |
row-wise numeric vector giving the posterior values for |
var.prior |
column-wise numeric vector giving estimated prior values for the variance of the log2-fold-changes for differentially expressed gene for each constrast. Used for evaluating |
F |
row-wise numeric vector of moderated F-statistics for testing all contrasts defined by the columns of |
F.p.value |
row-wise numeric vector giving p-values corresponding to |
The matrices t
, p.value
and lods
have the same dimensions as the input object fit
, with rows corresponding to genes and columns to coefficients or contrasts.
The vectors s2.prior
, df.prior
, df.total
, F
and F.p.value
correspond to rows, with length equal to the number of genes.
The vector var.prior
corresponds to columns, with length equal to the number of contrasts.
If s2.prior
or df.prior
have length 1, then the same value applies to all genes.
s2.prior
, df.prior
and var.prior
contain empirical Bayes hyperparameters used to obtain df.total
, s2.post
and lods
.
treat
a produces an MArrayLM
object similar to that from eBayes
but without lods
, var.prior
, F
or F.p.value
.
The algorithm used by eBayes
and treat
with robust=TRUE
was revised slightly in limma 3.27.6.
The minimum df.prior
returned may be slightly smaller than previously.
Gordon Smyth and Davis McCarthy
Law, CW, Chen, Y, Shi, W, Smyth, GK (2014). Voom: precision weights unlock linear model analysis tools for RNA-seq read counts. Genome Biology 15, R29. http://genomebiology.com/2014/15/2/R29
Loennstedt, I., and Speed, T. P. (2002). Replicated microarray data. Statistica Sinica 12, 31-46.
McCarthy, D. J., and Smyth, G. K. (2009). Testing significance relative to a fold-change threshold is a TREAT. Bioinformatics 25, 765-771. http://bioinformatics.oxfordjournals.org/content/25/6/765
Phipson, B, Lee, S, Majewski, IJ, Alexander, WS, and Smyth, GK (2016). Robust hyperparameter estimation protects against hypervariable genes and improves power to detect differential expression. Annals of Applied Statistics 10, 946-963. http://projecteuclid.org/euclid.aoas/1469199900
Smyth, G. K. (2004). Linear models and empirical Bayes methods for assessing differential expression in microarray experiments. Statistical Applications in Genetics and Molecular Biology 3, Article 3. http://www.statsci.org/smyth/pubs/ebayes.pdf
An overview of linear model functions in limma is given by 06.LinearModels.
# See also lmFit examples # Simulate gene expression data, # 6 microarrays and 100 genes with one gene differentially expressed set.seed(2016) sigma2 <- 0.05 / rchisq(100, df=10) * 10 y <- matrix(rnorm(100*6,sd=sqrt(sigma2)),100,6) design <- cbind(Intercept=1,Group=c(0,0,0,1,1,1)) y[1,4:6] <- y[1,4:6] + 1 fit <- lmFit(y,design) # Moderated t-statistic fit <- eBayes(fit) topTable(fit,coef=2) # Ordinary t-statistic ordinary.t <- fit$coef[,2] / fit$stdev.unscaled[,2] / fit$sigma # Treat relative to a 10% fold-change tfit <- treat(fit,lfc=log2(1.1)) topTreat(tfit,coef=2)
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