JiscMail Logo
Email discussion lists for the UK Education and Research communities

Help for SPM Archives


SPM Archives

SPM Archives


SPM@JISCMAIL.AC.UK


View:

Message:

[

First

|

Previous

|

Next

|

Last

]

By Topic:

[

First

|

Previous

|

Next

|

Last

]

By Author:

[

First

|

Previous

|

Next

|

Last

]

Font:

Proportional Font

LISTSERV Archives

LISTSERV Archives

SPM Home

SPM Home

SPM  2005

SPM 2005

Options

Subscribe or Unsubscribe

Subscribe or Unsubscribe

Log In

Log In

Get Password

Get Password

Subject:

Re: scaling regressors

From:

Daniel Weissman <[log in to unmask]>

Reply-To:

Daniel Weissman <[log in to unmask]>

Date:

Thu, 10 Mar 2005 05:28:12 +0000

Content-Type:

text/plain

Parts/Attachments:

Parts/Attachments

text/plain (104 lines)

***************************
Hi SPM users,

I was wondering how the regressor entered for a parametric modulation is
scaled (I know that it is mean-corrected to zero, but then what?).

In other words, how is the data transformed between
SPM.Sess(i).U(j).P.P and SPM.Sess(i).U(j).u


Thanks in advance for any help!

~Cary
*********************************

Hi Cary,

The regressor entered for a parametric modulation is scaled via a Euclidean
normalization and then mean-centered to create the final parametric values.
 The Euclidean normalization transforms the set of parametric values entered
by the user into a set of new values, which are chosen such that if you
square each of them and them add the resultant squared values the result
will always be 1.

You can see how this works by creating a row vector of values and feeding it
to spm_en (the bit of SPM code that actually performs the normalization).
For example, first create a row vector with the numbers 1-8 by typing
a=[1:8]' in the MATLAB window.  Next, type b=spm_en(a).  The values of b
will turn out to be 0.0700, 0.1400, 0.2100, 0.2801, 0.3501, 0.4201, 0.4901,
and 0.5601.  Now square each of these and add them all up by typing
c=sum(b.*b) in the MATLAB window.  See how the result equals 1?

In the next step, the values of b are mean-centered. You can see what they
are by typing d=b-mean(b), the result of which is -0.2450, -0.1750, -0.1050,
-0.0350, 0.0350, 0.1050, 0.1750, 0.2450.

If you are modeling using a basis function of 1s (i.e., an FIR model), you
will actually see the mean-centered values above (i.e., d) in your design
matrix.  They will be entered in columns that are distinct from the columns
that code for the "average" response for a particular trial type.  Each of
the values in d will be associated all of the FIR parametric regressors for
a particular trial.

What if you are modeling with a canonical HRF?  In this case, I believe that
the values in the single parametric regressor column will be composed by
multiplying the canonical HRF with the first value in d for trial 1, the
second trial in d for trial 2, etc.  Basically, you multiply the transformed
parametric values by whatever basis function is being used to model the data
   (I think).

****The use of a Euclidean normalization raises some important issues that I
wouldn't mind getting some feedback about.*****

First, a Euclidean normalization will transform the values 10, 20, 30, 40,
50, 60, 70, 80 in exactly the same way as it transforms the values 1, 2, 3,
4, 5, 6, 7, 8.  In both cases, you end up with new values that are 0.0700,
0.1400, 0.2100, 0.2801, 0.3501, 0.4201, 0.4901, and 0.5601.  Thus, using
such a transformation "compresses" the variability present in one set of
parametric values more than it "compresses" the variability present in the
other set of parametric values, such that after the transformation both sets
of parametric values have exactly the same variance.

Now, what if the two sets of parametric regressors are RTs for two different
trial types?  And, let's say that one wants to determine whether the
relationship between RT and MR signal is stronger for one trial type than
for another?  If MR signal scales linearly with some absolute measure of RT,
then we'll get a higher beta value for the parametric regressor whose
original, non-transformed values are more variable (e.g., 10, 20, 30, etc.)
than for the parametric regressor whose original values were less variable
(e.g., 1, 2, 3, etc.), even though MR signal scales with RT in exactly the
same way for both of these regressors!  Thus, there appears to be an
assumption that MR signals scales with some kind of "normalized" measure of
RT rather than an absolute measure (e.g., milliseconds).  Could someone
please comment on this?

Second, regarding normalized measures, would there be a big difference
between using a Euclidean normalization (followed by mean-centering) to
transform the original parametric values and using a z-transformation?  Both
methods will accomplish mean-centering and both will involve unequal
"compression" of the variability present in each of the original sets of
parametric values (i.e., there will be more compression for the sets of
parametric values that have greater variance).  So, is there any reason for
preferring a Euclidean normalization (followed by mean-centering) to a
Z-transformation of the original parateric values?

Third, if one assumes that MR signal varies linearly with some absolute
measure of a parametric value (e.g., milliseconds for RT), then would one
want to use a mean-centered version of the original parametric values
without performing a Euclidean transformation (e.g., for the values 1,2,3
enter -1, 0, and 1)?  In this case, one would get the same betas for two
parametric regressors that differed in the variability of their original
values (e.g., 1, 2, 3 versus 10, 20, 30)because the variability in MR signal
would be proportionally greater for the more variable regressor than for the
less variable regressor.  However, there might be a magnitude difference
between the columns that could be problematic.  Any thoughts?


Yours,

Daniel Weissman
Center for Cognitive Neuroscience
Duke University
Durham, NC 27705

Top of Message | Previous Page | Permalink

JiscMail Tools


RSS Feeds and Sharing


Advanced Options


Archives

April 2024
March 2024
February 2024
January 2024
December 2023
November 2023
October 2023
September 2023
August 2023
July 2023
June 2023
May 2023
April 2023
March 2023
February 2023
January 2023
December 2022
November 2022
October 2022
September 2022
August 2022
July 2022
June 2022
May 2022
April 2022
March 2022
February 2022
January 2022
December 2021
November 2021
October 2021
September 2021
August 2021
July 2021
June 2021
May 2021
April 2021
March 2021
February 2021
January 2021
December 2020
November 2020
October 2020
September 2020
August 2020
July 2020
June 2020
May 2020
April 2020
March 2020
February 2020
January 2020
December 2019
November 2019
October 2019
September 2019
August 2019
July 2019
June 2019
May 2019
April 2019
March 2019
February 2019
January 2019
December 2018
November 2018
October 2018
September 2018
August 2018
July 2018
June 2018
May 2018
April 2018
March 2018
February 2018
January 2018
December 2017
November 2017
October 2017
September 2017
August 2017
July 2017
June 2017
May 2017
April 2017
March 2017
February 2017
January 2017
December 2016
November 2016
October 2016
September 2016
August 2016
July 2016
June 2016
May 2016
April 2016
March 2016
February 2016
January 2016
December 2015
November 2015
October 2015
September 2015
August 2015
July 2015
June 2015
May 2015
April 2015
March 2015
February 2015
January 2015
December 2014
November 2014
October 2014
September 2014
August 2014
July 2014
June 2014
May 2014
April 2014
March 2014
February 2014
January 2014
December 2013
November 2013
October 2013
September 2013
August 2013
July 2013
June 2013
May 2013
April 2013
March 2013
February 2013
January 2013
December 2012
November 2012
October 2012
September 2012
August 2012
July 2012
June 2012
May 2012
April 2012
March 2012
February 2012
January 2012
December 2011
November 2011
October 2011
September 2011
August 2011
July 2011
June 2011
May 2011
April 2011
March 2011
February 2011
January 2011
December 2010
November 2010
October 2010
September 2010
August 2010
July 2010
June 2010
May 2010
April 2010
March 2010
February 2010
January 2010
December 2009
November 2009
October 2009
September 2009
August 2009
July 2009
June 2009
May 2009
April 2009
March 2009
February 2009
January 2009
December 2008
November 2008
October 2008
September 2008
August 2008
July 2008
June 2008
May 2008
April 2008
March 2008
February 2008
January 2008
December 2007
November 2007
October 2007
September 2007
August 2007
July 2007
June 2007
May 2007
April 2007
March 2007
February 2007
January 2007
2006
2005
2004
2003
2002
2001
2000
1999
1998


JiscMail is a Jisc service.

View our service policies at https://www.jiscmail.ac.uk/policyandsecurity/ and Jisc's privacy policy at https://www.jisc.ac.uk/website/privacy-notice

For help and support help@jisc.ac.uk

Secured by F-Secure Anti-Virus CataList Email List Search Powered by the LISTSERV Email List Manager