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1
Eigenvalue Ratio Test for the Number of Factors

Seung C. Ahn,Alex R. Horenstein 한국계량경제학회 2008 한국계량경제학회 학술대회 논문집 Vol.2008 No.2
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This paper proposes two new estimators for determining the number of factors in approximate factor models. We exploit the well known fact that the r eigenvalues of the variance-covariance matrix of N response variables, where r is the number of comment factors in the variables, grow unboundedly as N increases. The criterion functions used for the two estimators are related to the ratio of two adjacent eigenvalues. An important advantage of the estimators is that they do not require the use of penalty functions. The estimators can be viewed as a reformulation of the well known scree test. We show that the estimators are consistent under the general conditions of Bai and Ng (2002). Our simulation results show that the estimators have good finite sample properties unless the signal-to-noise-ratio of each factor is too low. They perform much better than the Bai-Ng estimators do when either the number of the response variables analyzed or the number of time series observations, T, is small.
2
Genome-wide and candidate gene approaches of clopidogrel efficacy using pharmacodynamic and clinical end points—Rationale and design of the International Clopidogrel Pharmacogenomics Consortium (ICPC)

Bergmeijer, Thomas O.,Reny, Jean-Luc,Pakyz, Ruth E.,Gong, Li,Lewis, Joshua P.,Kim, Eun-Young,Aradi, Daniel,Fernandez-Cadenas, Israel,Horenstein, Richard B.,Lee, Ming Ta Michael,Whaley, Ryan M.,Montane Elsevier 2018 American Heart Journal Vol.198 No.-
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Rationale The P2Y12 receptor inhibitor clopidogrel is widely used in patients with acute coronary syndrome, percutaneous coronary intervention, or ischemic stroke. Platelet inhibition by clopidogrel shows wide interpatient variability, and high on-treatment platelet reactivity is a risk factor for atherothrombotic events, particularly in high-risk populations. CYP2C19 polymorphism plays an important role in this variability, but heritability estimates suggest that additional genetic variants remain unidentified. The aim of the International Clopidogrel Pharmacogenomics Consortium (ICPC) is to identify genetic determinants of clopidogrel pharmacodynamics and clinical response. Study design Based on the data published on www.clinicaltrials.gov, clopidogrel intervention studies containing genetic and platelet function data were identified for participation. Lead investigators were invited to share DNA samples, platelet function test results, patient characteristics, and cardiovascular outcomes to perform candidate gene and genome-wide studies. Results In total, 17 study sites from 13 countries participate in the ICPC, contributing individual patient data from 8,829 patients. Available adenosine diphosphate–stimulated platelet function tests included vasodilator-stimulated phosphoprotein assay, light transmittance aggregometry, and the VerifyNow P2Y12 assay. A proof-of-principle analysis based on genotype data provided by each group showed a strong and consistent association between CYP2C19*2 and platelet reactivity (P value=5.1 × 10−40). Conclusion The ICPC aims to identify new loci influencing clopidogrel efficacy by using state-of-the-art genetic approaches in a large cohort of clopidogrel-treated patients to better understand the genetic basis of on-treatment response variability.

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