摘要：Motivated by applications in genetic fields, we propose to estimate the heritability in high-dimensional sparse linear mixed models. The heritability determines how the variance is shared between the different random components of a linear mixed model. The main novelty of our approach is to consider that the random effects can be sparse, that is may contain null components, but we do not know either their proportion or their positions. The estimator that we consider is strongly inspired by the one proposed by Pirinen, Donnelly and Spencer (2013), and is based on a maximum likelihood approach. We also study the theoretical properties of our estimator, namely we establish that our estimator of the heritability is $\sqrt{n}$-consistent when both the number of observations $n$ and the number of random effects $N$ tend to infinity under mild assumptions. We also prove that our estimator of the heritability satisfies a central limit theorem which gives as a byproduct a confidence interval for the heritability. Some Monte-Carlo experiments are also conducted in order to show the finite sample performances of our estimator.
