Dear Stefan and SPM'ers
I agree with Will that under estimation of serial auto correlation
likely to be the case, as the global AR(1) model is already very
simplistic. If you dare :-) you can run SPMd on your analysis and test
if your residuals are i.i.d.
Best,
Torben
Torben E. Lund
Danish Research Centre for MR
Copenhagen University Hospital
Kettegaard Allé 30
2650 Hvidovre
Denmark
email: [log in to unmask]
webpage: http://www.drcmr.dk
On 26 Jul 2005, at 11:51, Will Penny wrote:
> Dear Stefan,
>
> If high pass filters (HPFs) are used to remove very low
> frequencies then the remaining serial correlation
> can be removed by low-order AR models (see eg. [1]).
>
> If you increase the cut-off period of the HPF then you
> will change (I imagine, increase) the remaining
> serial correlation.
>
> SPM uses an AR coefficient of 0.2 (plus or minus a
> small amount, determined via a Taylor series approximation).
> So, if anything, the serial correlation might
> be underestimated.
>
> I would be surprised, however, if this had a large
> effect on the final statistical inference.
>
> But if you are very concerned about this issue
> you could have a look empirically by using SPM5b
> and Bayesian inference to estimate the optimal
> AR model order (and optimal values of AR coefficients)
> as a function of the HPF.
>
> Best,
>
> Will.
>
>
> [1] W.D. Penny, S.J. Kiebel, and K.J. Friston. Variational Bayesian
> Inference for fMRI time series. NeuroImage, 19(3):727-741, 2003.
>
>
> Stefan Kaiser wrote:
>
>> Dear colleagues,
>> from the discussion on these pages I understood that the AR(1)
>> algorithm is to be used in conjunction with a high-pass filter. I was
>> wondering whether the specification of the high-pass filter cutoff
>> period is of relevance for the correction of serial correlations.
>> More precisely, our current paradigm requires a rather long cutoff
>> period of 256s. Does this imply the risk of overestimating serial
>> correlations (similar to not using a high-pass filter at all)?
>> Help on this issue would be great.
>> Stefan
>> Stefan Kaiser, M.D.
>> Department of Psychiatry
>> Section Experimental Psychopathology
>> University of Heidelberg
>> Voss-Strasse 4
>> 69115 Heidelberg
>> Germany
>>
>
> --
> William D. Penny
> Wellcome Department of Imaging Neuroscience
> University College London
> 12 Queen Square
> London WC1N 3BG
>
> Tel: 020 7833 7475
> FAX: 020 7813 1420
> Email: [log in to unmask]
> URL: http://www.fil.ion.ucl.ac.uk/~wpenny/
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