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F-scores with undefined parametric F-test are given p-values of zero #134
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A p-value of zero certainly wrong.
The edf are approximations, and, just as variance estimates can be negative
and we truncate them to be positive, I wonder if there is any reasonable
'fix' here. That is: This is a pathological situation and indicates
you're probably not going to get any sensible results, but won't it be
logical to just limit the edf to ensure *some* sort of P-value is created?
E.g. what about saying edf = max(edf, rankContrast)... which ensures the
denominator EDF is at least one. I mean, *if* you've got denominator EDF
of 1 you're basically in a world of pain and won't get anything sensible,
right? Or I guess you could also limit it as: edf = max(edf,
rankContrast-(1-0.01)) or something, to give it a lower practical limit...
but again, with a denominator EDF <1 you'll get an insanely skewed F
distribution and probably no worries about inflated significance.
What do you think?
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Hi Tom, I have just tested this on an example and that seems a reasonable solution. From my tests, I only encounter negative scores with the classic SwE because the edf approximation tends to underestimate the true edf (as a quick reminder, that is coming from a small sample bias that decreases quickly when the modified SwE is used). For the sake of visualising how the p-values would change after clamping the edf estimate to the contrast rank, here below a plot of the -log10(p-values before and after clamping) vs the -log10(p-values of the modified SwE version without clamping). Note tha,t in this example, I have 12 subjects with 33% of missing data and a test of rank 4. Thus, this is a quite challenging test. Before clamping the edf to rankContrastAfter clamping the edf to rankContrast |
OK... so do you think this is bad? We don't know truth here... not sure
how to proceed...
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In swe_contrasts, when the estimated number of degrees of freedom is smaller than the constrat rank minus 1 (i.e. when
edf < rankContrast - 1)
, the parametric F-test is undefined because we have(edf - rankContrast + 1)/ edf * (F-score / rankContrast) ~ F(rankContrast, edf - rankContrast + 1)
. In this scenario, the toolbox currently sets the score and the equivalent score to 0, but also set the p-value to zero, which may not be adequate:SwE-toolbox/swe_contrasts.m
Line 543 in cfa0528
I believe that would be fine if SPM treats all zero values as nan, but I am not sure about the latter. So I see thee options here:
One could also argue that setting the F-scores to 0 may not be appropriate, because it is actually defined, only its estimated parametric distribution is not defined.
@nicholst, do you have any opinion about this?
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