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Increasing cashmere yield is one of the important goals of cashmere goat breeding. To achieve this goal, we screened the key genes that can improve cashmere performance. In this study, we used the RNA raw datasets of the skin and dermal papilla cells of secondary hair follicle (SHF-DPCs) samples of hair follicle (HF) anagen and telogen of Albas cashmere goats and identified a set of significant differentially expressed genes (DEGs). To explore potential associations between gene sets and SHF growth features and to identify candidate genes, we detected functional enrichment and constructed protein-protein interaction (PPI) networks. Through comprehensive analysis, we selected <i>Thymosin &#946;4 </i>(<i>T&#946;4</i>),<i> Rho GTPase activating protein 6</i> (<i>ARHGAP6</i>), <i>ADAM metallopeptidase with thrombospondin type 1 motif 15</i>, (<i>ADAMTS15</i>), <i>Chordin</i> (<i>CHRD</i>), and <i>SPARC (Osteonectin), cwcv </i>and<i> kazal-like domains proteoglycan 1</i> (<i>SPOCK1</i>) as candidate genes. Gene set enrichment analysis (GSEA) for these genes revealed <i>T&#946;4</i> and <i>ARHGAP6</i> have a close association with the growth and development of SHF-DPCs. However, the expression of T&#946;4 in the anagen was higher than that in the telogen, so we finally chose T&#946;4 as the ultimate research object. Overexpressing T&#946;4 promoted and silencing T&#946;4 inhibited the proliferation of SHF-DPCs. These findings suggest that T&#946;4 can promote the growth and development of SHF-DPCs and indicate that this molecule may be a valuable target for increasing cashmere production.