Hi all,

In the presence of nuisance (orthogonal or not) the permutation test is
only approximate, whatever is the method used. Regressing out the nuisance
introduces dependencies between the residuals that render them strictly not
exchangeable. However, in practice this is not an issue, and the FL method
has been assessed extensively by us and also by others (e.g., Anderson &
Legendre 1999; Anderson & Robinson, 2001; Anderson & ter Braak, 2003; among
others) and does lead to error rates that approach the test level.

In the Winkler et al 2014 paper, Table 7 gives a sense of how good or bad
some of the regression and permutation methods can be, and even the FL
method, that we advocate, can lead to error rates below or above the 95%
CI, although the chances of invalid results are very small. This is for a
single test. When we consider the thousands of voxels/vertices, this gets
further diluted in the distribution of the maximum, such that the FWER is
even closer to perfectly exact (this information isn't in the paper,
though).

In the presence of non-orthogonality between regressors of interest and
nuisance, the result remains approximately exact, only the power to detect
a true effect is reduced, as it cannot be disambiguated from the nuisance.

Cheers,

Anderson


On 30 August 2016 at 09:33, Douglas Greve <gr...@nmr.mgh.harvard.edu> wrote:

> By "wrong" I meant that permutation no longer  gives exact p-values in
> expectation with non-orthogonal designs. There is no theory to
> characterize the accuracy of  Freeman-Lane of the other methods. In this
> sense, they are not approximations but ad hoc methods that people hope
> do a better job than parametric methods. Anderson tested them on a wide
> range of designs, but it was, of course, not exhaustive. The accuracy of
> his results may not extend to other designs, so it is a buyer-beware
> situation (as with all neuroimaging).
>
>
> On 8/29/16 10:16 PM, Harms, Michael wrote:
> > Hi,
> > I wouldn’t say that non-orthogonal designs are “wrong” to use with
> > permutation.  Rather, there are different approaches to handling that
> > situation and produce approximate p-values.  See Table 2 in Winkler’s
> 2014
> > paper, and the results therein comparing the various approaches:
> >
> > http://www.ncbi.nlm.nih.gov/pubmed/24530839
> >
> >
> > PALM actually gives you control over the method used, with the default
> > (and recommended) approach being that of “Freedman-Lane", which is the
> > same approach used by FSL’s ‘randomise’ tool to handle correlated
> > covariates.
> >
> > cheers,
> > -MH
> >
> > --
> > Michael Harms, Ph.D.
> >
> > -----------------------------------------------------------
> > Conte Center for the Neuroscience of Mental Disorders
> > Washington University School of Medicine
> > Department of Psychiatry, Box 8134
> > 660 South Euclid Ave.Tel: 314-747-6173
> > St. Louis, MO  63110Email: mha...@wustl.edu
> >
> >
> >
> >
> > On 8/29/16, 7:49 PM, "freesurfer-boun...@nmr.mgh.harvard.edu on behalf
> of
> > Matt Glasser" <freesurfer-boun...@nmr.mgh.harvard.edu on behalf of
> > m...@ma-tea.com> wrote:
> >
> > PALM handles GIFTI and CIFTI data.
> >
> > Peace,
> >
> > Matt.
> >
> > On 8/29/16, 6:21 PM, "Douglas N Greve"
> > <freesurfer-boun...@nmr.mgh.harvard.edu on behalf of
> > gr...@nmr.mgh.harvard.edu> wrote:
> >
> >> Does PALM do surface-based? Also, there is no way to appropriately
> >> handle this. For permutation, non-orthogonal designs are wrong. There
> >> are ways to try to compensate for it, which is what PALM is doing. Sorry
> >> to be nit-picky!
> >>
> >>
> >> On 08/29/2016 06:12 PM, Harms, Michael wrote:
> >>> Hi Maaike,
> >>> Why not just use PALM?  Then you don¹t have to worry about this (since
> >>> PALM appropriately handles the situation of correlated covariates).
> >>>
> >>> cheers,
> >>> -MH
> >>>
> >>> --
> >>> Michael Harms, Ph.D.
> >>>
> >>> -----------------------------------------------------------
> >>> Conte Center for the Neuroscience of Mental Disorders
> >>> Washington University School of Medicine
> >>> Department of Psychiatry, Box 8134
> >>> 660 South Euclid Ave.Tel: 314-747-6173
> >>> St. Louis, MO  63110Email: mha...@wustl.edu
> >>>
> >>>
> >>>
> >>>
> >>> On 8/29/16, 4:45 PM, "freesurfer-boun...@nmr.mgh.harvard.edu on behalf
> >>> of
> >>> Douglas N Greve" <freesurfer-boun...@nmr.mgh.harvard.edu on behalf of
> >>> gr...@nmr.mgh.harvard.edu> wrote:
> >>>
> >>> It is hard to say. Since the subjects are not exchangeable, the
> >>> permutation is technically not appropriate. Check the winkler paper,  I
> >>> think he talks about what happens if you just don't do anything.
> >>>
> >>>
> >>> On 08/29/2016 11:07 AM, maaike rive wrote:
> >>>> Hi all,
> >>>>
> >>>>
> >>>> Is using forced permutation for non-orthogonal design matrices wrong
> >>>> or is it allowed to do this instead of using tools like palm (what
> >>>> happens eg with the covariates when using forced permutation)? I
> >>>> used forced permutation  and it seemed to work, results were (partly)
> >>>> comparable to what I found with monte carlo simulations.
> >>>>
> >>>>
> >>>> Thanks, Maaike
> >>>>
> >>>>
> >>>> ------------------------------------------------------------
> ------------
> >>>> *Van:* freesurfer-boun...@nmr.mgh.harvard.edu
> >>>> <freesurfer-boun...@nmr.mgh.harvard.edu> namens Harms, Michael
> >>>> <mha...@wustl.edu>
> >>>> *Verzonden:* vrijdag 26 augustus 2016 01:00:13
> >>>> *Aan:* Freesurfer support list
> >>>> *Onderwerp:* Re: [Freesurfer] mri_glmfit-sim permutation testing
> >>>> running after 3 days!
> >>>>
> >>>> Hi,
> >>>> You might want to check out FSL¹s PALM tool, which has a bit more
> >>>> sophisticated permutation framework, and allows for permutation in the
> >>>> context of non-orthogonal covariates.
> >>>>
> >>>> cheers,
> >>>> -MH
> >>>>
> >>>> --
> >>>> Michael Harms, Ph.D.
> >>>> -----------------------------------------------------------
> >>>> Conte Center for the Neuroscience of Mental Disorders
> >>>> Washington University School of Medicine
> >>>> Department of Psychiatry, Box 8134
> >>>> 660 South Euclid Ave.Tel: 314-747-6173
> >>>> St. Louis, MO  63110Email: mha...@wustl.edu
> >>>>
> >>>> From: <freesurfer-boun...@nmr.mgh.harvard.edu
> >>>> <mailto:freesurfer-boun...@nmr.mgh.harvard.edu>> on behalf of Ajay
> >>>> Kurani <dr.ajay.kur...@gmail.com <mailto:dr.ajay.kur...@gmail.com>>
> >>>> Reply-To: Freesurfer support list <freesurfer@nmr.mgh.harvard.edu
> >>>> <mailto:freesurfer@nmr.mgh.harvard.edu>>
> >>>> Date: Thursday, August 25, 2016 at 4:13 PM
> >>>> To: Freesurfer support list <freesurfer@nmr.mgh.harvard.edu
> >>>> <mailto:freesurfer@nmr.mgh.harvard.edu>>
> >>>> Subject: Re: [Freesurfer] mri_glmfit-sim permutation testing running
> >>>> after 3 days!
> >>>>
> >>>> Hi Doug,
> >>>>      Thanks for the help!  I think I figured out the issue based on
> your
> >>>> response.
> >>>> 1) I created a template to use for this group and named it fsaverage
> >>>> (including creating monte carlo simulations) for simplicity of
> >>>> integrating with freesurfer as I am newer to it.  This is why the
> >>>> sizes didn't match up as you expected
> >>>>       but the mri_glmfit still ran.
> >>>>
> >>>> 2) I deleted the folder and restarted without background processes.
> >>>> The error became apparent.  Of my covariates (2 fix factors and 3
> >>>> quantitative), not all were orthogonal.  In looking at the error more,
> >>>> it seems that i need to add the
> >>>> --perm-force if I wanted the simulation to run, however the background
> >>>> processes were not aware of this error and kept polling as you
> >>>> mentioned.
> >>>>
> >>>> This brings me to a new but related issue.  From what I have read in
> >>>> other freesurfer posts, it is statistically incorrect to use
> >>>> --perm-force for non-orthogonal covariates (or continuous covariates).
> >>>> I am unsure how to proceed.
> >>>> a) If I ran permutation testing (to overcome the issue of incorrect
> >>>> smoothness estimations from the gaussian distribution assumption),
> >>>> then I run into the issue of non-orthogonal covariates.  Is there a
> >>>> way to orthogonalize the data in
> >>>>       freesurfer, or a solution to this issue?
> >>>>
> >>>> b) If orthogonalizing is difficult to implement, another option is
> >>>> running Qdec with the montecarlo simulation at a more conservative p
> >>>> value (p< 0.001).  From your previous posts, the testing at this p
> >>>> value for 10mm seems to meet the 5% FPR.  One question is if the
> >>>> non-orthogonal data affects this analysis as well for this model?
> >>>>
> >>>> Thanks,
> >>>> Ajay
> >>>>
> >>>> On Thu, Aug 25, 2016 at 12:18 PM, Ajay Kurani
> >>>> <dr.ajay.kur...@gmail.com <mailto:dr.ajay.kur...@gmail.com>> wrote:
> >>>>
> >>>>       Hi Freesurfer Experts,
> >>>>          I am trying to use freesurfer's mri_glmfit-sim tool to run
> >>>>       permutation testing on cortical thickness data (as recommended
> by
> >>>>       Doug in my previous post:
> >>>>
> >>>>
> >>>> http://www.mail-archive.com/freesurfer%40nmr.mgh.harvard.
> edu/msg48653.ht
> >>>> ml
> >>>>
> >>>>
> >>>> <http://www.mail-archive.com/freesurfer%40nmr.mgh.harvard.
> edu/msg48653.h
> >>>> tm
> >>>> l>
> >>>>       )
> >>>>
> >>>>       Most of the tutorials I found were not related to permutation
> >>>>       testing so the subsequent steps may be incorrect.  Please let me
> >>>>       know where I go wrong...
> >>>>
> >>>>       1) I first ran QDec to generate a folder for the analysis which
> >>>>       would create the subsequent fsgd and y files needed my
> >>>>       mri_glmfit-sim.  I am running both left and right hemisphere
> >>>>       cortical thickness analysis with 10mm smoothing.  The following
> is
> >>>>       for just the left hemisphere.   Note I am doing a 3 group
> >>>>       comparison, but for this 2 group ttest I manually centered the
> >>>>       data based on the 3 group mean for age and education.
> >>>>
> >>>>       2) I ran the following command:
> >>>>       /mri_glmfit-sim --glmdir ./HCvsPAT_lh_thickness_10mm/ --sim perm
> >>>>       10000 2 perm.abs.2 --sim-sign abs --bg 16
> >>>>
> >>>>       Prior to running the command above, from the y.fsdg file I
> deleted
> >>>>       the fwhm estimate of 13mm since this was not correctly estimated
> >>>>       (ACF with long tails).  I assumed that by removing this
> estimate,
> >>>>       it would force the permutation test to calculate based on the
> data
> >>>>       but when looking at the log output I see the following which
> says
> >>>>       fwhm 0:
> >>>>
> >>>>       cmdline mri_glmfit.bin --C
> >>>>
> >>>>
> >>>> ./HCvsPAT_lh_thickness_10mm//tmp.mri_glmfit-sim-19468/lh-
> Avg-Intercept-t
> >>>> hi
> >>>> ckness.mtx
> >>>>       --C
> >>>>
> >>>>
> >>>> ./HCvsPAT_lh_thickness_10mm//tmp.mri_glmfit-sim-19468/lh-
> Diff-Male-Femal
> >>>> e-
> >>>> Intercept-thickness.mtx
> >>>>       --C
> >>>>
> >>>>
> >>>> ./HCvsPAT_lh_thickness_10mm//tmp.mri_glmfit-sim-19468/lh-
> Diff-PD-MCI-Int
> >>>> er
> >>>> cept-thickness.mtx
> >>>>       --C
> >>>>
> >>>>
> >>>> ./HCvsPAT_lh_thickness_10mm//tmp.mri_glmfit-sim-19468/lh-X-
> Gender-Group-
> >>>> In
> >>>> tercept-thickness.mtx
> >>>>       --sim perm 625 2 ./HCvsPAT_lh_thickness_10mm//
> csd/perm.abs.2.j013
> >>>>       --y
> >>>>
> >>>>
> >>>> /home/akurani/Documents/PPMI/FS_Final/qdec/HCvsPAT_lh_
> thickness_10mm/y.m
> >>>> gh
> >>>>       --mask ./HCvsPAT_lh_thickness_10mm//mask.mgh --sim-sign abs
> --fwhm
> >>>>       0 --fsgd ./HCvsPAT_lh_thickness_10mm//y.fsgd dods --surf
> fsaverage
> >>>>       lh white --sim-done
> >>>>       ./HCvsPAT_lh_thickness_10mm//csd/poll/done.perm.abs.2.j013
> >>>>
> >>>>       3)I started this a few days ago on a 16 core machine and it is
> >>>>       still running in the terminal.  I have 150 subjects in the
> >>>>       analysis and specified 10000 iterations.  In the terminal I
> >>>>       assumed when I reach Poll 10000 it would be complete but
> currently
> >>>>       I am at : Poll 13341 job 1 Thu Aug 25 12:03:51 CDT 2016
> >>>>
> >>>>       Questions:
> >>>>       a) I am curious, is this going to run 10,000 simulations X 150
> >>>>       patients or does the Poll number not have anything to do with
> the
> >>>>       number of iterations it is on?
> >>>>
> >>>>
> >>>>       b) Did I run this procedure correctly? Was I incorrect in
> deleting
> >>>>       the fwhm estimate from y.fsgd file generated by Qdec even though
> >>>>       we know the estimate is incorrect since smoothness assumed a
> >>>>       gaussian distribution as opposed to gaussian with heavy tails
> >>>>
> >>>>       c) I noticed in the logfile the following warning:
> >>>>       INFO: gd2mtx_method is dods
> >>>>       Computing normalized matrix
> >>>>       Normalized matrix condition is 5.65727
> >>>>       Matrix condition is 935.597
> >>>>       Found 136777 voxels in mask
> >>>>       Reshaping mriglm->mask...
> >>>>       search space = 89675.729228
> >>>>       ERROR: design matrix is not orthogonal, cannot be used with
> >>>>       permutation.
> >>>>       If this something you really want to do, run with --perm-force
> >>>>       Poll 2 job 1 Tue Aug 23 22:58:18 CDT 2016
> >>>>
> >>>>       I am not sure if this means my simulation is incorrect?
> >>>>
> >>>>       Thanks,
> >>>>       Ajay
> >>>>
> >>>>
> >>>>
> >>>> ------------------------------------------------------------
> ------------
> >>>>
> >>>> The materials in this message are private and may contain Protected
> >>>> Healthcare Information or other information of a sensitive nature. If
> >>>> you are not the intended recipient, be advised that any unauthorized
> >>>> use, disclosure, copying or the taking of any action in reliance on
> >>>> the contents of this information is strictly prohibited. If you have
> >>>> received this email in error, please immediately notify the sender via
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> >>>>
> >>>> _______________________________________________
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> >>>> https://mail.nmr.mgh.harvard.edu/mailman/listinfo/freesurfer
> >>> --
> >>> Douglas N. Greve, Ph.D.
> >>> MGH-NMR Center
> >>> gr...@nmr.mgh.harvard.edu
> >>> Phone Number: 617-724-2358
> >>> Fax: 617-726-7422
> >>>
> >>> Bugs: surfer.nmr.mgh.harvard.edu/fswiki/BugReporting
> >>> FileDrop:https://gate.nmr.mgh.harvard.edu/filedrop2
> >>> www.nmr.mgh.harvard.edu/facility/filedrop/index.html
> >>> Outgoing:ftp://surfer.nmr.mgh.harvard.edu/transfer/outgoing/
> flat/greve/
> >>>
> >>> _______________________________________________
> >>> Freesurfer mailing list
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> >>> https://mail.nmr.mgh.harvard.edu/mailman/listinfo/freesurfer
> >>>
> >>>
> >>> The information in this e-mail is intended only for the person to whom
> >>> it
> >>> is
> >>> addressed. If you believe this e-mail was sent to you in error and the
> >>> e-mail
> >>> contains patient information, please contact the Partners Compliance
> >>> HelpLine at
> >>> http://www.partners.org/complianceline . If the e-mail was sent to you
> >>> in
> >>> error
> >>> but does not contain patient information, please contact the sender and
> >>> properly
> >>> dispose of the e-mail.
> >>>
> >>>
> >>>
> >>> ________________________________
> >>> The materials in this message are private and may contain Protected
> >>> Healthcare Information or other information of a sensitive nature. If
> >>> you are not the intended recipient, be advised that any unauthorized
> >>> use, disclosure, copying or the taking of any action in reliance on the
> >>> contents of this information is strictly prohibited. If you have
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> >>>
> >> --
> >> Douglas N. Greve, Ph.D.
> >> MGH-NMR Center
> >> gr...@nmr.mgh.harvard.edu
> >> Phone Number: 617-724-2358
> >> Fax: 617-726-7422
> >>
> >> Bugs: surfer.nmr.mgh.harvard.edu/fswiki/BugReporting
> >> FileDrop: https://gate.nmr.mgh.harvard.edu/filedrop2
> >> www.nmr.mgh.harvard.edu/facility/filedrop/index.html
> >> Outgoing: ftp://surfer.nmr.mgh.harvard.edu/transfer/outgoing/flat/
> greve/
> >>
> >> _______________________________________________
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> >
> >
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> >
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> > The materials in this message are private and may contain Protected
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