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Dear Hyo Jong,

> I have a basic question about global scaling and grand mean.
> I searched archives and found similar questions asked without
> clear answers to them.
> 
> Should I set 'Global scaling' option during the first level
> analysis, if I plan to apply results to second level analysis
> for group comparison later?
> The scale of baseline from each subject are not same. Thus,
> I am confused whether the first level analyses should have
> the global scaling option or spm2 handles this matter by default.
> Also, what is purpose of setting 'grand mean' to a specific value?

I would recommend to skip the scaling on the first level, and skip it definitely on the second level. 
Your session/subject regressor, assuming that you don’t have scaling differences within one session, captures the different baselines on the first level.
The scaling on the second level is only useful, if your are going to analyses other images than con_images; MRI-Perfusion images or PET images, for example. Here, it is necessary, that the global mean is the same across subjects.
In case of a 'classical' second level analysis, you are analysing the con-images, which are already appropriately scaled, i.e. positive values are reflecting a signal increase, negative values a decrease and the value itself represents somewhat like the strength of the effect. 

Good luck,

Karsten

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Karsten Specht, PhD

Department of Biological and Medical Psychology
University of Bergen
Jonas Lies vei 91
5009 Bergen
Norway
Tel.: +47-555-86279
Fax: +47-555-89872
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http://fmri.uib.no/