Shrinkage covariance matrix approach for microarray data

Microarray technology was developed for the purpose of monitoring the expression levels of thousands of genes. A microarray data set typically consists of tens of thousands of genes (variables) from just dozens of samples due to various constraints including the high cost of producing microarray chips. As a result, the widely used standard covariance estimator is not appropriate for this purpose. One such technique is the Hotelling’s T2 statistic which is a multivariate test statistic for comparing means between two groups. It requires that the number of observations (n) exceeds the number of genes (p) in the set but in microarray studies it is common that n < p. This leads to a biased estimate of the covariance matrix. In this study, the Hotelling’s T2 statistic with the shrinkage approach is proposed to estimate the covariance matrix for testing differential gene expression. The performance of this approach is then compared with other commonly used multivariate tests using a widely analysed diabetes dat...