Contents. Data. Introduction & recap Variance components Hierarchical model RFX and summary statistics Variance/covariance matrix «Take home» message
|
|
- Pauline Butler
- 5 years ago
- Views:
Transcription
1 SPM course, CRC, Liege,, Septembre 2009 Contents Group analysis (RF) Variance components Hierarchical model RF and summary statistics Variance/covariance matrix «Tae home» message C. Phillips, Centre de Recherches du Cyclotron, ULg, Belgium Based on slides from: T. ichols, S. Kiebel, JB. Poline Data Reminder: : voxel by voxel analysis fmri, single subject Time EEG/MEG, single subject Time model specification parameter estimation hypothesis statistic fmri, multi-subject ERP/ERF, multi-subject Hierarchical model for all imaging data! Time single voxel time series Intensity SPM
2 1 General Linear Model p 1 1 Contents y = p + ε y = Error Covariance C ε = λ Q Variance components Hierarchical model RF and summary statistics Variance/covariance matrix «Tae home» message : number of scans p: number of regressors Model is specified by 1. Design matrix 2. Assumptions about ε Random effects & variance components x Subject1 Subject2 Subject3 Subject1 Subject2 Subject3 residuals Fixed effects Are you confident that a new observation from any of of subjects will be around their mean? Yes! using within-subjects variance infer for these subjects case study Random effects Are you confident that a new observation from a new subject will be around the mean of of first 3? o! using between-subjects variance infer for any subject population Fixed vs. Random effects Fixed Effects Intra-subject variation suggests all these subjects different from zero Random Effects Intersubject variation suggests population not very different from zero Distribution of each subject s effect Subj. 1 Subj. 2 Subj. 3 Subj. 4 Subj. 5 Subj. 6 0 σ 2 FF σ 2 RF
3 Fixed vs. Random Contents Fixed isn t wrong, just usually isn t t of interest as limited to case study. Fixed Effects Inference I I can see this effect in this cohort Random Effects Inference If I were to sample a new cohort from the population I would get the same result Variance components Hierarchical model RF and summary statistics Variance/covariance matrix «Tae home» message Hierarchical model y = = ( n 1) = (2) (2) (2) M Hierarchical model Multiple variance components at each level C At each level, distribution of parameters is given by level above. = λ Q ( i ) ( i ) ( i ) ε y y = = () 1 ( 1) ( 1) ( 1) ( 2) ( 2) ( 2) = 1 Example: two level model 2 ( 1) ( 1 ) ( 1) = ( 2) ( 2 ) ( 2) What we don t now: distribution of parameters and variance parameters. 3 First level Second level
4 Estimation Group analysis in in practice Hierarchical model y = ( n 1) = = (2) M (2) (2) Many 2-level models are just too big to compute. And even if, it taes a long time! Single-level model y (2) = ε + ε K ( n 1) K = + e ε + Is there a fast approximation? Contents Multi-subject analysis? Variance components Hierarchical model RF and summary statistics Variance/covariance matrix «Tae home» message α 1 α 2 α 3 α 4 α 5 estimated mean activation image α c.f. / nw c.f. p < (uncorrected) SPM{t} p < 0.05 (corrected) α 6 SPM{t}
5 Two-stage analysis of random effect level-one (within-subject) α 1 α 2 α 3 α 4 α 5 α 6 timecourses at [ 03, -78, 00 ] contrast images level-two (between-subject) variance σ 2 an estimate of the mixed-effects model variance σ 2 α + σ2 ε / w (no voxels significant at p < 0.05 (corrected)) α c.f. σ 2 /n = σ 2 α /n + σ2 ε / nw c.f. p < (uncorrected) SPM{t} vs. Two stage random effects group comparison level-one (within-subject) 12 subjects two-sample t-test contrast images level-two (between-subject) Summary Auditory Data Analyse subjects individually Build within-subject models Calculate contrast(s) of interest Use contrast images in a 2 level (Random Effect,, RF) analysis Build between-subject model Calculates SPMs of interest Draw conclusions for the population Summary statistics Hierarchical Model Friston Fristonet et al. al. (2004) (2004) Mixed Mixed effects effects and and fmri fmri studies, studies, euroimage euroimage
6 Contents Variance-Covariance matrix Height of Swedish men Weight of Swedish men Variance components Hierarchical model RF and summary statistics Variance/covariance matrix «Tae home» message μ=180cm, σ=14cm (σ 2 =200) μ=80g, σ=14g (σ 2 =200) Each completely characterised by μ (mean) and σ 2 (variance), i.e. we can calculate p(l μ,σ 2 ) for any l Source: J. Andersson Variance-Covariance matrix non-sphericity 4 Cov(ε ) = ow let us view height and weight as a 2-2 dimensional stochastic variable (p(l,w)). non-sphericity means that that the theerrorcovariancedoesn t error loo loolie liethis: 2 Cov( ε ) = σ I μ = Σ = p(l,w μ,σ) Source: J. Andersson 1 Cov(ε ) = Cov(ε ) = 1 1 2
7 Variance quiz Variance quiz Height Height Weight Weight # hours watching telly per day # hours watching telly per day Variance quiz Variance quiz Height Weight # hours watching telly per day Shoe size Height Weight # hours watching telly per day Shoe size
8 Example I Population differences Stimuli: Auditory Presentation (SOA = 4 secs) of of (i) (i) words and and (ii) (ii) words spoen bacwards 1 st st level: Controls Blinds Subjects: e.g. e.g. Boo and and Koob (i) (i) control subjects (ii) (ii) blind subjects 2 nd nd level: V T c = [ 1 1] Scanning: fmri, scans per per subject, bloc design U. U. oppeney et et al. al. Example II SPM2 otation: iid case Stimuli: Subjects: Scanning: Question: Auditory Presentation (SOA = 4 secs) of of words Motion jump Sound clic (i) (i) control subjects fmri, scans per per subject, bloc design What regions are are affected by by the the semantic content of of the the words? Visual pin Action turn U. U. oppeney et et al. al. y = 1 p p subjects, 4 conditions Use F-test F to find differences btw conditions Standard Assumptions Identical distribution Independence Sphericity... but here not realistic! Cor( ε ) = λi Error covariance
9 Multiple Variance Components y = 1 p p subjects, 4 conditions Measurements btw subjects uncorrelated Measurements w/in subjects correlated Errors can now have different variances and there can be correlations Allows for nonsphericity Cor(ε) = λ Q Error covariance 1 st st level: 2 nd nd level: Repeated measures Anova Motion? = Sound V? = Visual? = T c Action 1 1 = Contents Summary Design efficiency Experimental design Random effect analysis «Tae home» message Linear hierarchical models are general enough for typical multi-subject imaging data (PET, fmri, EEG/MEG). Summary statistics are robust approximation for group analysis. Also accomodates multiple contrasts per subject.
10 Regression example Regression example = β 1 + β 2 + = β + β β 1 = 1 β 2 = 100 Fit the GLM β 1 = 5 β 2 = 100 Fit the GLM voxel time series box-car reference functionmean value voxel time series box-car reference functionmean value otes! Coefficients (= parameters) are estimated using the Ordinary Least Squares (OLS) by minimizing the fluctuations, - variability variance of the noise the residuals Because the parameters depend on the scaling of the regressors included in the model, one should be careful in comparing manually entered regressors The residuals, their sum of squares s and the resulting tests (t,f), do not depend on the scaling of the regressors. Top Ten Things Sex and Brain Imaging Have in Common 10. It's not how big the region is, it's what you do with it. 9. Both involve heavy PETting or powerful magnetism. 8. It's important to select regions of interest. 7. Experts agree that timing is critical. 6. Both require correction for motion. 5. Experimentation is everything. 4. You often can't get access when you need it. 3. You always hope for multiple activations. 2. Both mae a lot of noise. 1. Both are better when the assumptions are met.
Group analysis. Jean Daunizeau Wellcome Trust Centre for Neuroimaging University College London. SPM Course Edinburgh, April 2010
Group analysis Jean Daunizeau Wellcome Trust Centre for Neuroimaging University College London SPM Course Edinburgh, April 2010 Image time-series Spatial filter Design matrix Statistical Parametric Map
More informationGroup Analysis. Lexicon. Hierarchical models Mixed effect models Random effect (RFX) models Components of variance
Group Analysis J. Daunizeau Institute of Empirical Research in Economics, Zurich, Switzerland Brain and Spine Institute, Paris, France SPM Course Edinburgh, April 2011 Image time-series Spatial filter
More informationJean-Baptiste Poline
Edinburgh course Avril 2010 Linear Models Contrasts Variance components Jean-Baptiste Poline Neurospin, I2BM, CEA Saclay, France Credits: Will Penny, G. Flandin, SPM course authors Outline Part I: Linear
More informationOverview of SPM. Overview. Making the group inferences we want. Non-sphericity Beyond Ordinary Least Squares. Model estimation A word on power
Group Inference, Non-sphericity & Covariance Components in SPM Alexa Morcom Edinburgh SPM course, April 011 Centre for Cognitive & Neural Systems/ Department of Psychology University of Edinburgh Overview
More informationContents. Introduction The General Linear Model. General Linear Linear Model Model. The General Linear Model, Part I. «Take home» message
DISCOS SPM course, CRC, Liège, 2009 Contents The General Linear Model, Part I Introduction The General Linear Model Data & model Design matrix Parameter estimates & interpretation Simple contrast «Take
More informationMixed effects and Group Modeling for fmri data
Mixed effects and Group Modeling for fmri data Thomas Nichols, Ph.D. Department of Statistics Warwick Manufacturing Group University of Warwick Warwick fmri Reading Group May 19, 2010 1 Outline Mixed effects
More informationStatistical Inference
Statistical Inference J. Daunizeau Institute of Empirical Research in Economics, Zurich, Switzerland Brain and Spine Institute, Paris, France SPM Course Edinburgh, April 2011 Image time-series Spatial
More informationStatistical Inference
Statistical Inference Jean Daunizeau Wellcome rust Centre for Neuroimaging University College London SPM Course Edinburgh, April 2010 Image time-series Spatial filter Design matrix Statistical Parametric
More informationThe General Linear Model (GLM)
he General Linear Model (GLM) Klaas Enno Stephan ranslational Neuromodeling Unit (NU) Institute for Biomedical Engineering University of Zurich & EH Zurich Wellcome rust Centre for Neuroimaging Institute
More informationThe General Linear Model (GLM)
The General Linear Model (GLM) Dr. Frederike Petzschner Translational Neuromodeling Unit (TNU) Institute for Biomedical Engineering, University of Zurich & ETH Zurich With many thanks for slides & images
More informationContents. design. Experimental design Introduction & recap Experimental design «Take home» message. N εˆ. DISCOS SPM course, CRC, Liège, 2009
DISCOS SPM course, CRC, Liège, 2009 Contents Experimental design Introduction & recap Experimental design «Take home» message C. Phillips, Centre de Recherches du Cyclotron, ULg, Belgium Based on slides
More informationThe General Linear Model. Guillaume Flandin Wellcome Trust Centre for Neuroimaging University College London
The General Linear Model Guillaume Flandin Wellcome Trust Centre for Neuroimaging University College London SPM Course Lausanne, April 2012 Image time-series Spatial filter Design matrix Statistical Parametric
More informationNeuroimaging for Machine Learners Validation and inference
GIGA in silico medicine, ULg, Belgium http://www.giga.ulg.ac.be Neuroimaging for Machine Learners Validation and inference Christophe Phillips, Ir. PhD. PRoNTo course June 2017 Univariate analysis: Introduction:
More informationAn Introduction to Multilevel Models. PSYC 943 (930): Fundamentals of Multivariate Modeling Lecture 25: December 7, 2012
An Introduction to Multilevel Models PSYC 943 (930): Fundamentals of Multivariate Modeling Lecture 25: December 7, 2012 Today s Class Concepts in Longitudinal Modeling Between-Person vs. +Within-Person
More informationStatistical inference for MEG
Statistical inference for MEG Vladimir Litvak Wellcome Trust Centre for Neuroimaging University College London, UK MEG-UK 2014 educational day Talk aims Show main ideas of common methods Explain some of
More informationSpatial inference. Spatial inference. Accounting for spatial correlation. Multivariate normal distributions
Spatial inference I will start with a simple model, using species diversity data Strong spatial dependence, Î = 0.79 what is the mean diversity? How precise is our estimate? Sampling discussion: The 64
More informationappstats27.notebook April 06, 2017
Chapter 27 Objective Students will conduct inference on regression and analyze data to write a conclusion. Inferences for Regression An Example: Body Fat and Waist Size pg 634 Our chapter example revolves
More informationWhat is NIRS? First-Level Statistical Models 5/18/18
First-Level Statistical Models Theodore Huppert, PhD (huppertt@upmc.edu) University of Pittsburgh Departments of Radiology and Bioengineering What is NIRS? Light Intensity SO 2 and Heart Rate 2 1 5/18/18
More informationThe General Linear Model Ivo Dinov
Stats 33 Statistical Methods for Biomedical Data The General Linear Model Ivo Dinov dinov@stat.ucla.edu http://www.stat.ucla.edu/~dinov Slide 1 Problems with t-tests and correlations 1) How do we evaluate
More informationExtracting fmri features
Extracting fmri features PRoNTo course May 2018 Christophe Phillips, GIGA Institute, ULiège, Belgium c.phillips@uliege.be - http://www.giga.ulg.ac.be Overview Introduction Brain decoding problem Subject
More informationEvent-related fmri. Christian Ruff. Laboratory for Social and Neural Systems Research Department of Economics University of Zurich
Event-related fmri Christian Ruff Laboratory for Social and Neural Systems Research Department of Economics University of Zurich Institute of Neurology University College London With thanks to the FIL
More information1. The OLS Estimator. 1.1 Population model and notation
1. The OLS Estimator OLS stands for Ordinary Least Squares. There are 6 assumptions ordinarily made, and the method of fitting a line through data is by least-squares. OLS is a common estimation methodology
More informationA Re-Introduction to General Linear Models (GLM)
A Re-Introduction to General Linear Models (GLM) Today s Class: You do know the GLM Estimation (where the numbers in the output come from): From least squares to restricted maximum likelihood (REML) Reviewing
More informationChecking model assumptions with regression diagnostics
@graemeleehickey www.glhickey.com graeme.hickey@liverpool.ac.uk Checking model assumptions with regression diagnostics Graeme L. Hickey University of Liverpool Conflicts of interest None Assistant Editor
More informationSignal Processing for Functional Brain Imaging: General Linear Model (2)
Signal Processing for Functional Brain Imaging: General Linear Model (2) Maria Giulia Preti, Dimitri Van De Ville Medical Image Processing Lab, EPFL/UniGE http://miplab.epfl.ch/teaching/micro-513/ March
More informationChapter 27 Summary Inferences for Regression
Chapter 7 Summary Inferences for Regression What have we learned? We have now applied inference to regression models. Like in all inference situations, there are conditions that we must check. We can test
More informationModelling temporal structure (in noise and signal)
Modelling temporal structure (in noise and signal) Mark Woolrich, Christian Beckmann*, Salima Makni & Steve Smith FMRIB, Oxford *Imperial/FMRIB temporal noise: modelling temporal autocorrelation temporal
More informationLECTURE 11. Introduction to Econometrics. Autocorrelation
LECTURE 11 Introduction to Econometrics Autocorrelation November 29, 2016 1 / 24 ON PREVIOUS LECTURES We discussed the specification of a regression equation Specification consists of choosing: 1. correct
More informationMultiple Regression. Dr. Frank Wood. Frank Wood, Linear Regression Models Lecture 12, Slide 1
Multiple Regression Dr. Frank Wood Frank Wood, fwood@stat.columbia.edu Linear Regression Models Lecture 12, Slide 1 Review: Matrix Regression Estimation We can solve this equation (if the inverse of X
More informationChapter 24. Comparing Means. Copyright 2010 Pearson Education, Inc.
Chapter 24 Comparing Means Copyright 2010 Pearson Education, Inc. Plot the Data The natural display for comparing two groups is boxplots of the data for the two groups, placed side-by-side. For example:
More informationRef.: Spring SOS3003 Applied data analysis for social science Lecture note
SOS3003 Applied data analysis for social science Lecture note 05-2010 Erling Berge Department of sociology and political science NTNU Spring 2010 Erling Berge 2010 1 Literature Regression criticism I Hamilton
More informationAnalysis of longitudinal neuroimaging data with OLS & Sandwich Estimator of variance
Analysis of longitudinal neuroimaging data with OLS & Sandwich Estimator of variance Bryan Guillaume Reading workshop lifespan neurobiology 27 June 2014 Supervisors: Thomas Nichols (Warwick University)
More informationCh 2: Simple Linear Regression
Ch 2: Simple Linear Regression 1. Simple Linear Regression Model A simple regression model with a single regressor x is y = β 0 + β 1 x + ɛ, where we assume that the error ɛ is independent random component
More informationData Analysis I: Single Subject
Data Analysis I: Single Subject ON OFF he General Linear Model (GLM) y= X fmri Signal = Design Matrix our data = what we CAN explain x β x Betas + + how much x of it we CAN + explain ε Residuals what
More informationSTA Module 10 Comparing Two Proportions
STA 2023 Module 10 Comparing Two Proportions Learning Objectives Upon completing this module, you should be able to: 1. Perform large-sample inferences (hypothesis test and confidence intervals) to compare
More information2 Prediction and Analysis of Variance
2 Prediction and Analysis of Variance Reading: Chapters and 2 of Kennedy A Guide to Econometrics Achen, Christopher H. Interpreting and Using Regression (London: Sage, 982). Chapter 4 of Andy Field, Discovering
More informationBeyond Univariate Analyses: Multivariate Modeling of Functional Neuroimaging Data
Beyond Univariate Analyses: Multivariate Modeling of Functional Neuroimaging Data F. DuBois Bowman Department of Biostatistics and Bioinformatics Center for Biomedical Imaging Statistics Emory University,
More informationLecture 14 Simple Linear Regression
Lecture 4 Simple Linear Regression Ordinary Least Squares (OLS) Consider the following simple linear regression model where, for each unit i, Y i is the dependent variable (response). X i is the independent
More informationAn overview of applied econometrics
An overview of applied econometrics Jo Thori Lind September 4, 2011 1 Introduction This note is intended as a brief overview of what is necessary to read and understand journal articles with empirical
More informationSTAT5044: Regression and Anova. Inyoung Kim
STAT5044: Regression and Anova Inyoung Kim 2 / 47 Outline 1 Regression 2 Simple Linear regression 3 Basic concepts in regression 4 How to estimate unknown parameters 5 Properties of Least Squares Estimators:
More informationQuantitative Analysis of Financial Markets. Summary of Part II. Key Concepts & Formulas. Christopher Ting. November 11, 2017
Summary of Part II Key Concepts & Formulas Christopher Ting November 11, 2017 christopherting@smu.edu.sg http://www.mysmu.edu/faculty/christophert/ Christopher Ting 1 of 16 Why Regression Analysis? Understand
More informationPanel data can be defined as data that are collected as a cross section but then they are observed periodically.
Panel Data Model Panel data can be defined as data that are collected as a cross section but then they are observed periodically. For example, the economic growths of each province in Indonesia from 1971-2009;
More informationContrasts and Classical Inference
Elsevier UK Chapter: Ch9-P3756 8-7-6 7:p.m. Page:6 Trim:7.5in 9.5in C H A P T E R 9 Contrasts and Classical Inference J. Poline, F. Kherif, C. Pallier and W. Penny INTRODUCTION The general linear model
More informationExperimental design of fmri studies
Experimental design of fmri studies Sandra Iglesias With many thanks for slides & images to: Klaas Enno Stephan, FIL Methods group, Christian Ruff SPM Course 2015 Overview of SPM Image time-series Kernel
More informationAlternative Statistical Models
Alternative Statistical Models. Surajit Ray Ray SAMSI, June 3 2005 - slide #1 Generalized least-squares Generalized least-squares () Ray SAMSI, June 3 2005 - slide #2 Model for data (t j,y j ), j = 1,...,n:
More informationNew Machine Learning Methods for Neuroimaging
New Machine Learning Methods for Neuroimaging Gatsby Computational Neuroscience Unit University College London, UK Dept of Computer Science University of Helsinki, Finland Outline Resting-state networks
More informationLecture 4: Linear panel models
Lecture 4: Linear panel models Luc Behaghel PSE February 2009 Luc Behaghel (PSE) Lecture 4 February 2009 1 / 47 Introduction Panel = repeated observations of the same individuals (e.g., rms, workers, countries)
More informationTime Series Analysis
Time Series Analysis hm@imm.dtu.dk Informatics and Mathematical Modelling Technical University of Denmark DK-2800 Kgs. Lyngby 1 Outline of the lecture Regression based methods, 1st part: Introduction (Sec.
More informationIntroduction to Design of Experiments
Introduction to Design of Experiments Jean-Marc Vincent and Arnaud Legrand Laboratory ID-IMAG MESCAL Project Universities of Grenoble {Jean-Marc.Vincent,Arnaud.Legrand}@imag.fr November 20, 2011 J.-M.
More informationSTA 431s17 Assignment Eight 1
STA 43s7 Assignment Eight The first three questions of this assignment are about how instrumental variables can help with measurement error and omitted variables at the same time; see Lecture slide set
More information22s:152 Applied Linear Regression. Take random samples from each of m populations.
22s:152 Applied Linear Regression Chapter 8: ANOVA NOTE: We will meet in the lab on Monday October 10. One-way ANOVA Focuses on testing for differences among group means. Take random samples from each
More informationSimple Linear Regression Model & Introduction to. OLS Estimation
Inside ECOOMICS Introduction to Econometrics Simple Linear Regression Model & Introduction to Introduction OLS Estimation We are interested in a model that explains a variable y in terms of other variables
More informationHierarchical Models. W.D. Penny and K.J. Friston. Wellcome Department of Imaging Neuroscience, University College London.
Hierarchical Models W.D. Penny and K.J. Friston Wellcome Department of Imaging Neuroscience, University College London. February 28, 2003 1 Introduction Hierarchical models are central to many current
More information22s:152 Applied Linear Regression. There are a couple commonly used models for a one-way ANOVA with m groups. Chapter 8: ANOVA
22s:152 Applied Linear Regression Chapter 8: ANOVA NOTE: We will meet in the lab on Monday October 10. One-way ANOVA Focuses on testing for differences among group means. Take random samples from each
More informationCategorical Predictor Variables
Categorical Predictor Variables We often wish to use categorical (or qualitative) variables as covariates in a regression model. For binary variables (taking on only 2 values, e.g. sex), it is relatively
More informationExperimental design of fmri studies
Experimental design of fmri studies Zurich SPM Course 2016 Sandra Iglesias Translational Neuromodeling Unit (TNU) Institute for Biomedical Engineering (IBT) University and ETH Zürich With many thanks for
More information心智科學大型研究設備共同使用服務計畫身體 心靈與文化整合影像研究中心. fmri 教育講習課程 I. Hands-on (2 nd level) Group Analysis to Factorial Design
心智科學大型研究設備共同使用服務計畫身體 心靈與文化整合影像研究中心 fmri 教育講習課程 I Hands-on (2 nd level) Group Analysis to Factorial Design 黃從仁助理教授臺灣大學心理學系 trhuang@ntu.edu.tw Analysis So+ware h"ps://goo.gl/ctvqce Where are we? Where are
More informationExperimental design of fmri studies & Resting-State fmri
Methods & Models for fmri Analysis 2016 Experimental design of fmri studies & Resting-State fmri Sandra Iglesias With many thanks for slides & images to: Klaas Enno Stephan, FIL Methods group, Christian
More informationWarm-up Using the given data Create a scatterplot Find the regression line
Time at the lunch table Caloric intake 21.4 472 30.8 498 37.7 335 32.8 423 39.5 437 22.8 508 34.1 431 33.9 479 43.8 454 42.4 450 43.1 410 29.2 504 31.3 437 28.6 489 32.9 436 30.6 480 35.1 439 33.0 444
More informationUnbalanced Designs & Quasi F-Ratios
Unbalanced Designs & Quasi F-Ratios ANOVA for unequal n s, pooled variances, & other useful tools Unequal nʼs Focus (so far) on Balanced Designs Equal n s in groups (CR-p and CRF-pq) Observation in every
More informationExperimental Design. Rik Henson. With thanks to: Karl Friston, Andrew Holmes
Experimental Design Rik Henson With thanks to: Karl Friston, Andrew Holmes Overview 1. A Taxonomy of Designs 2. Epoch vs Event-related 3. Mixed Epoch/Event Designs A taxonomy of design Categorical designs
More informationM/EEG source analysis
Jérémie Mattout Lyon Neuroscience Research Center Will it ever happen that mathematicians will know enough about the physiology of the brain, and neurophysiologists enough of mathematical discovery, for
More informationInferences for Regression
Inferences for Regression An Example: Body Fat and Waist Size Looking at the relationship between % body fat and waist size (in inches). Here is a scatterplot of our data set: Remembering Regression In
More information2.4.3 Estimatingσ Coefficient of Determination 2.4. ASSESSING THE MODEL 23
2.4. ASSESSING THE MODEL 23 2.4.3 Estimatingσ 2 Note that the sums of squares are functions of the conditional random variables Y i = (Y X = x i ). Hence, the sums of squares are random variables as well.
More informationOrdinary Least Squares Regression
Ordinary Least Squares Regression Goals for this unit More on notation and terminology OLS scalar versus matrix derivation Some Preliminaries In this class we will be learning to analyze Cross Section
More informationResearch Design: Topic 18 Hierarchical Linear Modeling (Measures within Persons) 2010 R.C. Gardner, Ph.d.
Research Design: Topic 8 Hierarchical Linear Modeling (Measures within Persons) R.C. Gardner, Ph.d. General Rationale, Purpose, and Applications Linear Growth Models HLM can also be used with repeated
More informationIntroductory Econometrics
Introductory Econometrics Violation of basic assumptions Heteroskedasticity Barbara Pertold-Gebicka CERGE-EI 16 November 010 OLS assumptions 1. Disturbances are random variables drawn from a normal distribution.
More informationVariance. Standard deviation VAR = = value. Unbiased SD = SD = 10/23/2011. Functional Connectivity Correlation and Regression.
10/3/011 Functional Connectivity Correlation and Regression Variance VAR = Standard deviation Standard deviation SD = Unbiased SD = 1 10/3/011 Standard error Confidence interval SE = CI = = t value for
More informationRecent Advances in the Field of Trade Theory and Policy Analysis Using Micro-Level Data
Recent Advances in the Field of Trade Theory and Policy Analysis Using Micro-Level Data July 2012 Bangkok, Thailand Cosimo Beverelli (World Trade Organization) 1 Content a) Classical regression model b)
More informationLecture 5: Clustering, Linear Regression
Lecture 5: Clustering, Linear Regression Reading: Chapter 10, Sections 3.1-3.2 STATS 202: Data mining and analysis October 4, 2017 1 / 22 .0.0 5 5 1.0 7 5 X2 X2 7 1.5 1.0 0.5 3 1 2 Hierarchical clustering
More informationStatistics Boot Camp. Dr. Stephanie Lane Institute for Defense Analyses DATAWorks 2018
Statistics Boot Camp Dr. Stephanie Lane Institute for Defense Analyses DATAWorks 2018 March 21, 2018 Outline of boot camp Summarizing and simplifying data Point and interval estimation Foundations of statistical
More informationBayesian inference J. Daunizeau
Bayesian inference J. Daunizeau Brain and Spine Institute, Paris, France Wellcome Trust Centre for Neuroimaging, London, UK Overview of the talk 1 Probabilistic modelling and representation of uncertainty
More informationA Brief and Friendly Introduction to Mixed-Effects Models in Linguistics
A Brief and Friendly Introduction to Mixed-Effects Models in Linguistics Cluster-specific parameters ( random effects ) Σb Parameters governing inter-cluster variability b1 b2 bm x11 x1n1 x21 x2n2 xm1
More informationIn order to carry out a study on employees wages, a company collects information from its 500 employees 1 as follows:
INTRODUCTORY ECONOMETRICS Dpt of Econometrics & Statistics (EA3) University of the Basque Country UPV/EHU OCW Self Evaluation answers Time: 21/2 hours SURNAME: NAME: ID#: Specific competences to be evaluated
More informationSolving Regression. Jordan Boyd-Graber. University of Colorado Boulder LECTURE 12. Slides adapted from Matt Nedrich and Trevor Hastie
Solving Regression Jordan Boyd-Graber University of Colorado Boulder LECTURE 12 Slides adapted from Matt Nedrich and Trevor Hastie Jordan Boyd-Graber Boulder Solving Regression 1 of 17 Roadmap We talked
More informationBayesian Analysis. Bayesian Analysis: Bayesian methods concern one s belief about θ. [Current Belief (Posterior)] (Prior Belief) x (Data) Outline
Bayesian Analysis DuBois Bowman, Ph.D. Gordana Derado, M. S. Shuo Chen, M. S. Department of Biostatistics and Bioinformatics Center for Biomedical Imaging Statistics Emory University Outline I. Introduction
More informationHypothesis Testing for Var-Cov Components
Hypothesis Testing for Var-Cov Components When the specification of coefficients as fixed, random or non-randomly varying is considered, a null hypothesis of the form is considered, where Additional output
More informationLab 07 Introduction to Econometrics
Lab 07 Introduction to Econometrics Learning outcomes for this lab: Introduce the different typologies of data and the econometric models that can be used Understand the rationale behind econometrics Understand
More informationL7: Multicollinearity
L7: Multicollinearity Feng Li feng.li@cufe.edu.cn School of Statistics and Mathematics Central University of Finance and Economics Introduction ï Example Whats wrong with it? Assume we have this data Y
More informationConfidence Intervals and Hypothesis Tests
Confidence Intervals and Hypothesis Tests STA 281 Fall 2011 1 Background The central limit theorem provides a very powerful tool for determining the distribution of sample means for large sample sizes.
More informationLinear Regression with one Regressor
1 Linear Regression with one Regressor Covering Chapters 4.1 and 4.2. We ve seen the California test score data before. Now we will try to estimate the marginal effect of STR on SCORE. To motivate these
More informationLecture 30. DATA 8 Summer Regression Inference
DATA 8 Summer 2018 Lecture 30 Regression Inference Slides created by John DeNero (denero@berkeley.edu) and Ani Adhikari (adhikari@berkeley.edu) Contributions by Fahad Kamran (fhdkmrn@berkeley.edu) and
More informationGeneral Principles Within-Cases Factors Only Within and Between. Within Cases ANOVA. Part One
Within Cases ANOVA Part One 1 / 25 Within Cases A case contributes a DV value for every value of a categorical IV It is natural to expect data from the same case to be correlated - NOT independent For
More informationMULTIPLE REGRESSION ANALYSIS AND OTHER ISSUES. Business Statistics
MULTIPLE REGRESSION ANALYSIS AND OTHER ISSUES Business Statistics CONTENTS Multiple regression Dummy regressors Assumptions of regression analysis Predicting with regression analysis Old exam question
More informationHigh-dimensional data analysis, fall
High-dimensional data analysis, fall 2013 10 Yeast understanding basic life functions 11,904 p-values Blomberg et al. 2003, 2010 Arabidopsis Thaliana association mapping 3,745 p-values Zhao et al. 2007
More informationLecture 5: Clustering, Linear Regression
Lecture 5: Clustering, Linear Regression Reading: Chapter 10, Sections 3.1-3.2 STATS 202: Data mining and analysis October 4, 2017 1 / 22 Hierarchical clustering Most algorithms for hierarchical clustering
More informationRegression and correlation. Correlation & Regression, I. Regression & correlation. Regression vs. correlation. Involve bivariate, paired data, X & Y
Regression and correlation Correlation & Regression, I 9.07 4/1/004 Involve bivariate, paired data, X & Y Height & weight measured for the same individual IQ & exam scores for each individual Height of
More informationEffective Connectivity & Dynamic Causal Modelling
Effective Connectivity & Dynamic Causal Modelling Hanneke den Ouden Donders Centre for Cognitive Neuroimaging Radboud University Nijmegen Advanced SPM course Zurich, Februari 13-14, 2014 Functional Specialisation
More informationECON Introductory Econometrics. Lecture 16: Instrumental variables
ECON4150 - Introductory Econometrics Lecture 16: Instrumental variables Monique de Haan (moniqued@econ.uio.no) Stock and Watson Chapter 12 Lecture outline 2 OLS assumptions and when they are violated Instrumental
More informationSTA Module 11 Inferences for Two Population Means
STA 2023 Module 11 Inferences for Two Population Means Learning Objectives Upon completing this module, you should be able to: 1. Perform inferences based on independent simple random samples to compare
More informationSTA Rev. F Learning Objectives. Two Population Means. Module 11 Inferences for Two Population Means
STA 2023 Module 11 Inferences for Two Population Means Learning Objectives Upon completing this module, you should be able to: 1. Perform inferences based on independent simple random samples to compare
More informationLECTURE 2 LINEAR REGRESSION MODEL AND OLS
SEPTEMBER 29, 2014 LECTURE 2 LINEAR REGRESSION MODEL AND OLS Definitions A common question in econometrics is to study the effect of one group of variables X i, usually called the regressors, on another
More informationEdinburgh Research Explorer
Edinburgh Research Explorer LIMO EEG Citation for published version: Pernet, CR, Chauveau, N, Gaspar, C & Rousselet, GA 211, 'LIMO EEG: a toolbox for hierarchical LInear MOdeling of ElectroEncephaloGraphic
More informationDESAIN EKSPERIMEN Analysis of Variances (ANOVA) Semester Genap 2017/2018 Jurusan Teknik Industri Universitas Brawijaya
DESAIN EKSPERIMEN Analysis of Variances (ANOVA) Semester Jurusan Teknik Industri Universitas Brawijaya Outline Introduction The Analysis of Variance Models for the Data Post-ANOVA Comparison of Means Sample
More informationChapter 11. Regression with a Binary Dependent Variable
Chapter 11 Regression with a Binary Dependent Variable 2 Regression with a Binary Dependent Variable (SW Chapter 11) So far the dependent variable (Y) has been continuous: district-wide average test score
More informationThe Random Effects Model Introduction
The Random Effects Model Introduction Sometimes, treatments included in experiment are randomly chosen from set of all possible treatments. Conclusions from such experiment can then be generalized to other
More informationFIL. Event-related. fmri. Rik Henson. With thanks to: Karl Friston, Oliver Josephs
Event-related fmri Rik Henson With thanks to: Karl Friston, Oliver Josephs Overview 1. BOLD impulse response 2. General Linear Model 3. Temporal Basis Functions 4. Timing Issues 5. Design Optimisation
More information. a m1 a mn. a 1 a 2 a = a n
Biostat 140655, 2008: Matrix Algebra Review 1 Definition: An m n matrix, A m n, is a rectangular array of real numbers with m rows and n columns Element in the i th row and the j th column is denoted by
More informationA Re-Introduction to General Linear Models
A Re-Introduction to General Linear Models Today s Class: Big picture overview Why we are using restricted maximum likelihood within MIXED instead of least squares within GLM Linear model interpretation
More informationExperimental design of fmri studies
Methods & Models for fmri Analysis 2017 Experimental design of fmri studies Sara Tomiello With many thanks for slides & images to: Sandra Iglesias, Klaas Enno Stephan, FIL Methods group, Christian Ruff
More information