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The order of conditions and the results in ERP PLS
Eric
Posted on 07/25/13 08:49:36
Number of posts: 14
Eric posts:

Dear all,

I am comparing the ERP/spectral power of two or more conditions. I was puzzled when I realized that by changing the order of conditions (e.g., switching the signs of the contrast weights from [1 -1] to [-1 1]) I seemed to get different stability maps. In the simplest case of comparing between two sets of ERPs (16subjects, repeated measures), while the salience is the same (visually they only differ in having opposite polarity), salience stablity depends on the order of comparison I specified (A vs. B, B vs.A). I wonder what is the reason behind this? If it is a consequence of the analysis, which set of results should I interpret? Thanks in advance!

Regards,

Eric

P.S. I am not using the most updated version of PLS

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jshen
Posted on 07/25/13 09:26:45
Number of posts: 291
jshen replies:

The "stability map" is the Bootstrap Ratio result, which is randomized for each loop. Therefore, you cannot expect exactly same result. If you could upload your data to somewhere that I can have access, I can take a look for you.

The computation for Non-Rotated Task PLS is pretty straightforward. We calculate crossblock first. The crossblock is the projection of contrast onto mean-centered datamat. For example, if you try: dat=rand(2,6), x=[-1 1]*dat, y=[1 -1]*dat, you can find that x & y is just a sign switch.

By the way, this computation algorithm has never changed. i.e. The most updated version has the same result as any of the previous versions. Because we have hundreds of previous versions, we cannot support each of them. Therefore, only the most updated version is supported. If you upload your data, I download it, and I can only look into it under the most updated version.

 



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rmcintosh
Posted on 07/25/13 10:48:10
Number of posts: 394
rmcintosh replies:

Hi Eric - how many bootstrap iterations are you doing?  While the standard error estimate will approach asymptote with about 100, you may get slight differences between two separate bootstrap runs of 100 - slight but not dramatic (e.g, a ratio of 3.0 may go to 3.3 or 2.7).   Are the saliences themselves the same (correcting for the sign change)?  If not, then something is amiss.



Data and analysis uploaded
Eric
Posted on 07/26/13 04:25:10
Number of posts: 14
Eric replies:

Hi Jimmy and Randy,

It only happens when I change the order, but not when I try to reproduce the stability maps under the same order repeatedly. In this latter case the maps are almost always identical. 

Thanks for pointing out I should look at the bootstrap details. When the order is changed, the Maximum ratios are almost the same with a sign change, but one threshold (3.15) looks much more normal than the other (1.03). So I guess if I want to look at anything, i should look at the one with the more reasonable threshold.

Regarding the number of iteration, since my data size is usually small and compution time is not a concern, i go much higher than 100/200 (500/1000). But the same problem arised when I use 100/200. Regarding the similarity between the extracted LVs, I compared the wave_amplitude matrices of the two analyses and they only differ by their signs.

I put a copy of my raw data and analysis files in Dropbox.There are 16 subjects each taking part in A and B. The raw data contains 70 electrodes x 1330 time points (from -1200ms to 4000ms; 256hz) exported from EEGLAB but I am only examining [-200 1060ms] on 66 scalp electrodes sans the EOGs and zeroed nose reference. Number of iterations for permutation and bootstrapping are 100 and 200, respectively, with 95%CI. I generated the results using non-rotated task PLS by fitting either contrast [1 -1] (A-B_ERPresults) or [-1 1] (B-A). I also included a document containing the Salience maps and Bootstrap thresholds/ratios of A-B and B-A analyses.

https://dl.dropboxusercontent.com/u/26412142/PLS/probeC_for_upload.rar

I totally understand the concern with the version. But if the algorithm has not been changed, i think there must be something I'm not doing right...

On the other hand, it would be great if you could also advise me on non-rotated PLS when two groups are involved. In some of my other data I tried to supply a contrast like [1 1 -1 -1] hoping to capture any between-group differences (the first two weights corresponded to Group1 and the latter two Group2). If I look at the contrast GUI they appear to be treated as two separate within-group contrasts [1 1] and [-1 -1]. Is this the way to compare between groups? Or should I do further analyses on the brain scores (e.g., extract them and compare them with parametric/permutation tests) if I want to conclude that the two groups differ in the given LV? Pointers to relevant manual/ materials would already be very useful.

Regards,

Eric



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jshen
Posted on 07/26/13 12:42:44
Number of posts: 291
jshen replies:

I looked into your data, and I can comfirm you that both results are just a sign switch.

Here's what you can duplicate:

ab=load('probeC-onset-A-B_ERPresult');

ba=load('probeC-onset-B-A_ERPresult');

isequal(ab.salience, -1*ba.salience)                             % exactly the same

hist(ab.boot_result.compare); hist(ba.boot_result.compare); % L/R flipped

Now, let's go to 3.15019/1.02827 issue:

Since the result data from bootstrap is random (I mean, not a pure normal distribution), we have to use 95 percentile to estimate the bootstrap ratio (i.e. about 90% of set if we remove both upper & lower part of your dataset). That is why you got two different numbers. The more different between A-B & B-A, the more skew your data is. You can find how skew your data is from the above two histogram plots.

The above threshold calculation gives you a default value only. For each analysis, you can enter different threshold value into the field. For example, if you enter 3.15019 for probeC-onset-B-A_ERPresult.mat, you will find that the stability map are the same.

Finally, for two groups, you can do it that way. Basically, the sign difference (-1/1) in the contrast will transfered into the result, so you can compare the group difference.

 



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Eric
Posted on 07/28/13 02:18:45
Number of posts: 14
Eric replies:

Thanks Jimmy. So everytime when i run an analysis, I should look at the boostrap distribution.

But then which set of stable salience should I intepret? I notice that the thresholds in the toolbox is at 95% positive tail of the bootstrap distribution. Does it sound right if I:

1) for each LV of interests, I look at the bootstrap distribution and then either

2a) set the threshold of the negative threshold at the 2.5th percentile and positive threshold at 97.5th percentile, using both tails of the bootstrap result with respect to the sign of the salience, OR

2b) depending on the skewness, I take either the 5th or 95th percentile, whichever gives a more stringent criterion (assuming this is a valid conversative option although beating the purpose of having an empirical distribution, and I opt for convservative decisions)?

Thanks again for the prompt help! 

Regards,

Eric



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rmcintosh
Posted on 07/28/13 12:45:37
Number of posts: 394
rmcintosh replies:

quote:

Thanks Jimmy. So everytime when i run an analysis, I should look at the boostrap distribution.

But then which set of stable salience should I intepret? I notice that the thresholds in the toolbox is at 95% positive tail of the bootstrap distribution. Does it sound right if I:

1) for each LV of interests, I look at the bootstrap distribution and then either

2a) set the threshold of the negative threshold at the 2.5th percentile and positive threshold at 97.5th percentile, using both tails of the bootstrap result with respect to the sign of the salience, OR

2b) depending on the skewness, I take either the 5th or 95th percentile, whichever gives a more stringent criterion (assuming this is a valid conversative option although beating the purpose of having an empirical distribution, and I opt for convservative decisions)?

Thanks again for the prompt help! 

Regards,

Eric

Hi Eric - I want to supplment Jimmy's response and use this opportunity to give our user community some guidance and examples of how one should use the bootstrap.  First, off please be careful not to treat these ratios as if you did a bunch of univariate tests at each time point b/c then you get into the multiple comparisons argument.  Its really meant as a supplement to the permutation test, where you identify whether a given LV is significant w.r.t. a null hypothesis. The bootstrap is meant to tell which time points most reliably contribute to the effect, hence the slight difference in language.  For historical reason, and save computational overhead, we opted to go with the bootstrap ratios rather than exact confidence intervals (I can eloborate on this if there is interest).  To decide what ratio value to use as cutoffs, the tendency is to use an absolute value, but that only works if the distrubution of ratios is symmetric around zero.  In your case, Eric, thats obviously not the case, hence the peculiarity you noticed when comparing A-B to B-A.

I have posted a figure of the histograms for the two subtractions with the corresponding 2.5 and 97.5 percentiles to illustrate that indeed A-B is the mirror image of B-A with some rounding differences:  https://www.dropbox.com/s/16z3llx139waui1/eric_test.jpg

As you noted in your post, Eric, its important to take a look at the min max values of your bootstrap ratio distribution to know if you have a skewness.  In that case you will need to use a different cut off for the positive and negative ratios.  If you want to base it on percentiles, you can get these using the prctile function in matlab as it may not be obvious from looking at the min and max values.

 

 



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nlobaugh
Posted on 07/28/13 15:37:28
Number of posts: 229
nlobaugh replies:

wrt to skewness, for this dataset, it is not surprising, as your primary effect is that session 1 tends to have more positive amplitudes than session2 (this is reflected in the positive saliences from your first analysis).

From an interpretation point of view... using the default  "rule of thumb" threshold for the bootstrap ratio, most of your stable results are all late (>~500ms), the P2 effect comes in using a bootstrap threshold of ~2.5, which is a reasonable threshold (although note that PLS is detecting the rate to/from the peak, not the absolute value at the peak).

nancy



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Eric
Posted on 07/29/13 07:10:29
Number of posts: 14
Eric replies:

Hello all,

Randy, it would be great if you can elaborate on the choice of bootstrap ratio. 

Thanks Nancy, I was trying to understand the bootstrap ratio distributions further by myself first and your explanations answered some of my questions.

Eric



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rmcintosh
Posted on 07/29/13 10:09:59
Number of posts: 394
rmcintosh replies:

The main reason for the bootstrap ratio rather than the exact confidence interval is that in order to calculate the exact confidence interval, you need to store the distribution of weights (saliences) for each element to create an empirical distribution and then for each derive the upper and lower bounds of the confidence interval.  Storing that is a challenge as the "brain" side of the analysis grows.   We opted for calculating the standard deviation of the weights distribution using the computational formula for the standard deviation, which allows you to store a single vector that is the running tally of sums and sums of squares.

If you compare the two criteria (i.e., ratio vs confidence interval), they are quite close in terms of what  weights are stable.  When they differ, it is often at borderline cases where an estimate is just at threshold.  The ratios are valid proxies when the distribution of the parameter estimate is Gaussian - by central limit theorem they should be close, but there are cases where there may be a skew (e.g, correlation coefficients).  In severe cases, the confidence intervals based on percentiles will be more accurate.  This is why the confidence intervals are provided for the behavior/seed correlations in behavior PLS.

For additional clarity, in case it comes up, the skewness I am talking about here is for the distribution of the weight for a given electrode&time point (or voxel) across all bootstrap iterations and *not* the distribution of bootstrap ratios across all electrodes/voxels.  In the latter case, as evidenced in your own data Eric, the distribution can be skewed if there is a large effect.



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Eric
Posted on 08/27/13 12:14:38
Number of posts: 14
Eric replies:

Thanks for the explanations. I have a questioin regarding the absolute value of the bootstrap ratio then. If you recall the skewness of my data (most effects were positive),  there are negative saliences but their magnitude is small. Yet some of them do have high bootstrap ratios.

Given the boostrap distribution is so skewed, the threshold for the negative salience would be very small, like much smaller than -2 (small as in for instance -1.43). This is so even if I only consider the distribution of the negative ratios (e.g., i take the 5th percentile since I am looking for the left tail -- correct me if i hold any invalid concepts). For negative salience that has a bootstrap ratio say -5, I would feel alright to claim that the effect is small but stable; but if the salience has a ratio of -1.44, it passes the threshold, but numerically it means the salience is only 1.44 times of its standard error, regardless of whether I assume a gaussian distribution. This doesn't sound right to me.

By the same token, if all my positive salience are pretty big, shifting the 95% threshold to 5 or 6, wouldn't a ratio of 3 by itself still say something favarable to the effect at that time point and electrode? 

Regards,

Eric



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nlobaugh
Posted on 08/28/13 10:35:25
Number of posts: 229
nlobaugh replies:

Hi Eric..

One of the interesting features of using the bootstrap approach to identify the reliability of the saliences is that we can identify "small" saliences that are reliable.  These small effects might be missed by traditional parametric statistics.  You can see an example of this in Fig1 in the 2004 review paper.

I think you are still confusing skewness with the direction of the effect - the bootstrap distribution of a negative effect (A<B) is assumed to be gaussian (not skewed); the same is true for the bootstrap distribution of a positive effect (A>B). 

The "95th" percentile we provide is just a first-guess estimate of a threshold you might want to set for your data - reliability is reliability, so the direction is less important...  From the 2004 paper - we often find that it is easier to grasp the concept of reliability if it is couched in terms of the more-familiar p-value... threshold of 2.57, which has an approximate two-tailed probability of 0.01 assuming a unit normal distribution. You can also think of it in terms of a z-score.  In your example, a threshold of 1.44 would be a very liberal threshold..

nancy

 




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