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Statistical Inference

Thomas Nichols, Ph.D.

Assistant Professor

Department of Biostatistics

http://www.sph.umich.edu/~nichols

ISMRM Educational Course

July 11, 2002 1

Motivations

• Data Modeling

– Characterize Signal

– Characterize Noise

• Statistical Inference

– Detect signal

– Localization (Where’s the blob?)

2

Outline

• Data Modeling

– General Linear Model

– Linear Model Predictors

– Temporal Autocorrelation

– Random Effects Models

• Statistical Inference

– Statistic Images & Hypothesis Testing

– Multiple Testing Problem

3

Basic fMRI Example

• Data at one

voxel

– Rest vs.

passive

word

listening

• Is there an

effect?

4

A Linear Model

• “Linear” in

parameters

β1 & β2

error

Time

= β1 + β2 +

Intensity x1 x2 ε

5

Linear model, in image form…

= β1 + β2 +

Y = β1 x1 + β 2 x2 + ε 6

Linear model, in image form…

Estimated

= β̂1 + β̂ 2 +

Y = βˆ1 x1 + ˆ

β 2 x2 + εˆ 7

… in image matrix form…

βˆ1

= × ˆ +

β 2

Y = X × β̂ + εˆ 8

… in matrix form.

1 p 1 1

Y = Xβ + ε

β

p

Y = X + ε

N N N

N: Number of scans, p: Number of regressors 9

Linear Model Predictors

• Signal Predictors

– Block designs

– Event-related responses

• Nuisance Predictors

– Drift

– Regression parameters

10

Signal Predictors

• Linear Time-Invariant system

Blocks

• LTI specified solely by

– Stimulus function of Events

experiment

– Hemodynamic Response

Function (HRF)

• Response to instantaneous

impulse 11

Convolution Block Design Event-Related

Examples

Experimental

Stimulus

Function

Hemodynamic

Response

Function

Predicted

Response

12

HRF Models

• Canonical HRF

– Most sensitive

if it is correct

– If wrong, leads to

bias and/or poor fit

• E.g. True response

may be faster/slower

SPM’s HRF

• E.g. True response

may have smaller/

bigger undershoot

13

HRF Models

• Smooth Basis HRFs

– More flexible

– Less interpretable

• No one parameter Gamma Basis

explains the response

– Less sensitive relative

to canonical (only

if canonical is correct)

14

Fourier Basis

HRF Models

• Deconvolution

– Most flexible

• Allows any shape

• Even bizarre,

non-sensical ones

– Least sensitive relative

to canonical (again, if

canonical is correct) Deconvolution Basis

15

Drift Models

• Drift

– Slowly varying

– Nuisance variability

• Models

– Linear, quadratic

– Discrete Cosine Transform

Discrete Cosine 16

Transform Basis

General Linear Model

Recap

• Fits data Y as linear combination of

predictor columns of X

Y = Xβ + ε

• Very “General”

– Correlation, ANOVA, ANCOVA, …

• Only as good as your X matrix

17

Temporal Autocorrelation

• Standard statistical methods assume

independent errors

– Error εi tells you nothing about εj i ≠ j

• fMRI errors not independent

– Autocorrelation due to

– Physiological effects

– Scanner instability

18

Temporal Autocorrelation

In Brief

• Independence

• Precoloring

• Prewhitening

19

Autocorrelation:

Independence Model

• Ignore autocorrelation

• Leads to

– Under-estimation of variance

– Over-estimation of significance

– Too many false positives

20

Autocorrelation:

Precoloring

• Temporally blur, smooth your data

– This induces more dependence!

– But we exactly know the form of the

dependence induced

– Assume that intrinsic autocorrelation is

negligible relative to smoothing

• Then we know autocorrelation exactly

• Correct GLM inferences based on “known”

autocorrelation

21

[Friston, et al., “To smooth or not to smooth…” NI 12:196-208 2000]

Autocorrelation:

Prewhitening

• Statistically optimal solution

• If know true autocorrelation exactly, can

undo the dependence

– De-correlate your data, your model

– Then proceed as with independent data

• Problem is obtaining accurate estimates of

autocorrelation

– Some sort of regularization is required

• Spatial smoothing of some sort 22

Autocorrelation Redux

Advantage Disadvantage Software

significance

Precoloring Avoids Statistically SPM99

autocorr. est. inefficient

Whitening Statistically Requires precise FSL,

optimal autocorr. est. SPM2

23

Autocorrelation: Models

• Autoregressive

– Error is fraction of previous error plus

“new” error

– AR(1): εi = ρεi-1 + ηI

• Software: fmristat, SPM99

• AR + White Noise or ARMA(1,1)

– AR plus an independent WN series

• Software: SPM2

• Arbitrary autocorrelation function

ρk = corr( εi, εi-k ) 24

• Software: FSL’s FEAT

Statistic Images &

Hypothesis Testing

• For each voxel Y = Xβ + ε

– Fit GLM, estimate betas

• Write b for estimate of β

– But usually not interested in all betas

• Recall β is a length-p vector

25

Building Statistic Images

Predictor of interest

β1

β2

β3

= β4

+

β5

β6

β7

β8

Y = X × ββ + ε

26

9

Building Statistic Images

c’ = 1 0 0 0 0 0 0 0

• Contrast

– A linear combination

b1 b2 b3 b4 b5 ....

of parameters

– c’β

contrast of

estimated

parameters

c’b

T= T=

variance

estimate s2c’(X’X)+c

27

Hypothesis Test

• So now have a value T for our statistic

• How big is big

– Is T=2 big? T=20?

28

Hypothesis Testing

• Assume Null Hypothesis of no signal

T

• Given that there is no

signal, how likely

is our measured T?

• P-value measures this P-val

– Probability of obtaining T

as large or larger

∀ α level

– Acceptable false positive rate 29

Random Effects Models

• GLM has only one source of randomness

Y = Xβ + ε

– Residual error

• But people are another source of error

– Everyone activates somewhat differently…

30

Distribution of

Fixed vs. each subject’s

Random effect

Effects Subj. 1

Subj. 2

• Fixed Effects

– Intra-subject Subj. 3

all these subjects

Subj. 5

different from zero

• Random Effects Subj. 6

0

– Intersubject

variation suggests

population not

very different from

zero 31

Random Effects for fMRI

• Summary Statistic Approach

– Easy

• Create contrast images for each subject

• Analyze contrast images with one-sample t

– Limited

• Only allows one scan per subject

• Assumes balanced designs and homogeneous meas. error.

• Full Mixed Effects Analysis

– Hard

• Requires iterative fitting

• REML to estimate inter- and intra subject variance

– SPM2 & FSL implement this, very differently

– Very flexible 32

Random Effects for fMRI

Random vs. Fixed

• Fixed isn’t “wrong”, just usually isn’t of interest

• If it is sufficient to say

“I can see this effect in this cohort”

then fixed effects are OK

• If need to say

“If I were to sample a new cohort from the

population I would get the same result”

then random effects are needed

33

Multiple Testing Problem

• Inference on statistic images

– Fit GLM at each voxel

– Create statistic images of effect

• Which of 100,000 voxels are significant?

α=0.05 ⇒ 5,000 false positives!

t > 0.5 t > 1.5 t > 2.5 t > 3.5 t > 4.5 t > 5.5 t > 6.5

34

MCP Solutions:

Measuring False Positives

• Familywise Error Rate (FWER)

– Familywise Error

• Existence of one or more false positives

– FWER is probability of familywise error

• False Discovery Rate (FDR)

– R voxels declared active, V falsely so

• Observed false discovery rate: V/R

– FDR = E(V/R)

35

FWER MCP Solutions

• Bonferroni

• Maximum Distribution Methods

– Random Field Theory

– Permutation

36

FWER MCP Solutions

• Bonferroni

• Maximum Distribution Methods

– Random Field Theory

– Permutation

37

FWER MCP Solutions:

Controlling FWER w/ Max

• FWER & distribution of maximum

FWER = P(FWE)

= P(One or more voxels ≥ u | Ho)

= P(Max voxel ≥ u | Ho)

• 100(1-α)%ile of max distn controls FWER

FWER = P(Max voxel ≥ uα | Ho) ≤ α

α 38

uα

FWER MCP Solutions:

Random Field Theory

• Euler Characteristic χu

– Topological Measure

• #blobs - #holes

Threshold

– At high thresholds, Random Field

– FWER = P(Max voxel ≥ u | Ho)

= P(One or more blobs | Ho)

≈ P(χu ≥ 1 | Ho)

≈ E(χu | Ho) 39 Sets

Suprathreshold

Controlling FWER:

Permutation Test

• Parametric methods

– Assume distribution of

max statistic under null

5%

hypothesis

Parametric Null Max Distribution

• Nonparametric methods

– Use data to find

distribution of max statistic

5%

under null hypothesis

– Any max statistic! Nonparametric Null Max Distribution

40

Measuring False Positives

• Familywise Error Rate (FWER)

– Familywise Error

• Existence of one or more false positives

– FWER is probability of familywise error

• False Discovery Rate (FDR)

– R voxels declared active, V falsely so

• Observed false discovery rate: V/R

– FDR = E(V/R)

41

Measuring False Positives

FWER vs FDR

Noise

Signal

Signal+Noise

42

Control of Per Comparison Rate at 10%

11.3% 11.3% 12.5% 10.8% 11.5% 10.0% 10.7% 11.2% 10.2% 9.5%

Percentage of Null Pixels that are False Positives

FWE

Occurrence of Familywise Error

6.7% 10.4% 14.9% 9.3% 16.2% 13.8% 14.0% 10.5% 12.2% 8.7%

Percentage of Activated Pixels that are False Positives 43

Controlling FDR:

Benjamini & Hochberg

• Select desired limit q on E(FDR)

• Order p-values, p(1) ≤ p(2) ≤ ... ≤ p(V)

• Let r be largest i such that

1

p(i) ≤ i/V × q

p(i)

p-value

• Reject all hypotheses

corresponding to

p(1), ... , p(r).

i/V × q

0

0 1

i/V

44

Conclusions

• Analyzing fMRI Data

– Need linear regression basics

– Lots of disk space, and time

– Watch for MTP (no fishing!)

45

Thanks

• Slide help

– Stefan Keibel, Rik Henson, JB Poline, Andrew

Holmes

46

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