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Data Modeling

General Linear Model &


Statistical Inference
Thomas Nichols, Ph.D.
Assistant Professor
Department of Biostatistics

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

Brain Function and fMRI


ISMRM Educational Course
July 11, 2002 1
Motivations
• Data Modeling
– Characterize Signal
– Characterize Noise
• Statistical Inference
– Detect signal
– Localization (Where’s the blob?)

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Outline
• Data Modeling
– General Linear Model
– Linear Model Predictors
– Temporal Autocorrelation
– Random Effects Models
• Statistical Inference
– Statistic Images & Hypothesis Testing
– Multiple Testing Problem
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Basic fMRI Example
• Data at one
voxel
– Rest vs.
passive
word
listening
• Is there an
effect?
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A Linear Model
• “Linear” in
parameters
β1 & β2

error
Time

= β1 + β2 +

Intensity x1 x2 ε
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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

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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

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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
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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)

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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

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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
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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

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Temporal Autocorrelation
In Brief
• Independence
• Precoloring
• Prewhitening

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Autocorrelation:
Independence Model
• Ignore autocorrelation
• Leads to
– Under-estimation of variance
– Over-estimation of significance
– Too many false positives

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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
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[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

Indep. Simple Inflated All


significance
Precoloring Avoids Statistically SPM99
autocorr. est. inefficient
Whitening Statistically Requires precise FSL,
optimal autocorr. est. SPM2
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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

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Building Statistic Images
Predictor of interest

β1

β2

β3
= β4
+
β5

β6

β7

β8
Y = X × ββ + ε
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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
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Hypothesis Test
• So now have a value T for our statistic
• How big is big
– Is T=2 big? T=20?

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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…

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Distribution of
Fixed vs. each subject’s
Random effect

Effects Subj. 1

Subj. 2
• Fixed Effects
– Intra-subject Subj. 3

variation suggests Subj. 4


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

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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

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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)
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FWER MCP Solutions
• Bonferroni
• Maximum Distribution Methods
– Random Field Theory
– Permutation

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FWER MCP Solutions
• Bonferroni
• Maximum Distribution Methods
– Random Field Theory
– Permutation

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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

FWER MCP Solutions:
Random Field Theory
• Euler Characteristic χu
– Topological Measure
• #blobs - #holes
Threshold
– At high thresholds, Random Field

just counts blobs


– 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
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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)
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Measuring False Positives
FWER vs FDR
Noise

Signal

Signal+Noise

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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

Control of Familywise Error Rate at 10%

FWE
Occurrence of Familywise Error

Control of False Discovery Rate at 10%

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
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Conclusions
• Analyzing fMRI Data
– Need linear regression basics
– Lots of disk space, and time
– Watch for MTP (no fishing!)

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Thanks
• Slide help
– Stefan Keibel, Rik Henson, JB Poline, Andrew
Holmes

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