Check first-stage instrument strength (partial F)

Regresses the exposure X on the instrument G (plus optional covariates) and reports the partial F statistic and partial R2 for the instrument — the weak-instrument diagnostic. The partial F (not the overall model F) is the relevant quantity when covariates such as ancestry PCs explain much of the exposure.

Usage

check_instrument_strength(G, X, covariates = NULL, min_f = 10)

Arguments

G

Numeric vector (length n): the exposure instrument (e.g. a polygenic score from build_prs_ldpred2() or score_pgs_panel()).

X

Numeric vector (length n): the exposure.

covariates

Optional data.frame or matrix (n rows) of covariates to partial out (e.g. ancestry PCs).

min_f

Numeric: weak-instrument threshold on the partial F. Default 10 (Staiger-Stock rule of thumb).

Value

A list with F (partial F statistic), df1, df2, pvalue, partial_r2, n, and weak (TRUE when F < min_f).

Examples

n <- 300
G <- rnorm(n)
X <- 0.3 * G + rnorm(n)
pcs <- matrix(rnorm(n * 3), n, 3, dimnames = list(NULL, paste0("PC", 1:3)))
check_instrument_strength(G, X, covariates = pcs)
#> $F
#> [1] 38.16507
#> 
#> $df1
#> [1] 1
#> 
#> $df2
#> [1] 295
#> 
#> $pvalue
#> [1] 2.152696e-09
#> 
#> $partial_r2
#> [1] 0.114553
#> 
#> $n
#> [1] 300
#> 
#> $weak
#> [1] FALSE
#>