Dear Ian,
I have not yet read the paper you mention and thus cannot comment on
the particular approach chosen. Generally though, I would recommend to
apply the random effects BMS method to all models considered in one go
and not perform selective comparisons between model subsets that do
not, as a union, cover the entire model space considered. As the
posterior model probabilities (and exceedance probabilities) are
conditional on the model space chosen, such selective comparisons can
yield contradictory results.
Your main question is how you can quantify the superiority of a model
chosen by the random effects BMS procedure in relation to all other
models considered. In the fixed effects setting, this issue is simple
because one can simply compute pairwise group Bayes factors. In the
random effects setting, the numerical values of individual posterior
model probabilities (as well as exceedance probabilities) decrease with
the number of models considered (because both have to sum to zero).
When dealing with large numbers of models, the winning model may well
have a "low" posterior model probability of 0.1 or less. Some users
feel uncomfortable with such numbers that they subjectively perceive to
be "too low" to be convincing. Importantly, however, it is not the
absolute probability that matters but the relative (compared to all
other models considered). For example, a winning model may only have a
posterior model probability of 0.1, but this may still represent an
impressive superiority if the next best model has a posterior model
probability that is 20 times smaller. In analogy to Bayes factors, one
could thus compute ratios of posterior model probabilities to quantify
how much better a particular model is at the group level, compared to
all others. (You could do exactly the same with exceedance
probabilities. I suspect, however, that most readers will find
posterior model probabilities easier to understand.)
Does this help?
Best wishes,
Klaas
Von: Ian
Ballard <[log in to unmask]>
An: Klaas Enno Stephan
<[log in to unmask]>
Gesendet: Dienstag,
den 21. Juli 2009, 19:57:53 Uhr
Betreff: Re: [SPM] DCM
BMS results interpretation
Dr. Stephan,
I have a question about the new random effect BMS method. How
does one decide if the first model is significantly better than the
second best? I compared 64 models, and since each 'used up' some of
the exceedence probability, and because 4 of the models were quite
similar and all had relatively high exceedence probabilities, I have an
e.p. of only .1 for the best model. I reran BMS with the first versus
second best model, and got an e.p. of .85 . In Reading Aloud Boosts
Connectivity through the Putamen by Seghier and Price (the only paper
i've found that uses the new method), they presented a pairwise
comparison of the 6 best models. Is this correct? As I understand, it
is not valid compare 2 models with the new method and make inferences
about the entire model space. I also thought it may be valid to do
model space partitioning based on the modulatory effect that varies
between my best and second best model, and use that to infer which
model is superior. Any help would be greatly appreciated.
Thank you,
Ian
On Jul 10, 2009, at 11:39 AM, Klaas Enno Stephan wrote:
Dear Matthias,
Model space partitioning is an attractive approach because it allows
you to selectively examine the importance of a particular model
component by „integrating out“ any other aspect of model structure.
One limitation of the present random effects BMS method is, however,
that one cannot compare model families (subsets) that contain different
numbers of models. This means that you cannot apply model space
partitioning to your particular question as the families you wish to
compare are of unequal size (16 versus 48 models). However, Will Penny
has recently developed an extension to our random effects BMS approach
which does allow for such comparisons. Once it is fully tested and
validated, this extension will be available in one of the future
updates for SPM.
Best wishes,
Klaas
Von: Matthias Schurz <[log in to unmask]>
An: [log in to unmask]
Gesendet: Freitag, den 10. Juli 2009,
08:55:56 Uhr
Betreff: [SPM] DCM BMS results
interpretation
Dear DCM experts,
i have some interesting DCM BMS results from the new RFX method (SPM8)
- see
the attached pdf file
i would be happy about any suggestions/comments how to best interpret
them!
it looks like a number of models (16 models) are explaining the data
much
better than the rest (48 models).
interestingly, these 16 best models share two particular model
attributes.
do you think that it is apporpriate to do a model space partitioning as
described in Stephan et al. (2009)?
or would you rather report the model with the highest exceedance
probability?
thank you very much,
matthias