Before I begin with my critique of the Vul et al. meta-analysis, I just want to make it clear that the hypothesis that correlations in whole-brain analyses will tend to be inflated is quite reasonable. The other part of their hypothesis, that correlations are
-- rather than, say, negligibly -- inflated needs to be backed up empirically. It is this aspect of their study -- the empirical part -- that I find unsatisfying (perhaps that is an understatement).
Remember, the aim of the Vul et al. meta-analysis is to establish that non-independent methods produce massively -- not just marginally -- inflated correlations. The meta-analysis itself is fundamentally an empirical, rather than theoretical, endeavor. Let me remind you that studies classified as "non-independent" are all whole-brain analyses, and therefore involve corrections for multiple comparisons that necessitate a large correlation magnitude to achieve statistical significance. Those studies classified as independent do not impose such high thresholds. The upshot of this is that a whole-brain (non-independent) analysis will by definition never report a correlation less than about 0.5 (assuming a large 37 subject maximum sample). On the other hand, independent analyses, because of their greater sensitivity, will report correlations as low as 0.27 (assuming the same 37 subject maximum sample). What does this tell us? The classification of papers in to "non-independent" and "independent" groups was
guaranteed to produce higher correlations on average for the former than for the latter group, irrespective of whatever genuine inflation of correlation magnitudes may exist in the latter category.
The same result could have been produced with a random number simulation. Suppose I sample numbers randomly from the range -1 to 1. In a first run I sample a number and check to see if it's greater than 0.3, and store it in an array. I keep doing this until I've got about 25 values. In a second run I sample numbers
from the same underlying distribution, but I only accept a number greater than 0.6. I then plot a histogram, showing how the first group of numbers are shifted to the left (plotted in green) of the second group of numbers (plotted in red). Note that I'll have to sample more numbers in the latter case to get to 30, but that's OK as I have an inexhaustible supply of random numbers to draw from. Compare this to the Vul et al. literature search which found approximately equal (30 and 26, respectively) numbers of independent and non-independent analyses even though the relative frequencies of the two classes may be very different. But Pubmed, like a random number generator, is inexhaustible.
There is a counterargument that Vul et al. might avail themselves of, however. They might argue that high thresholds and inflated correlations are inextricably linked. It is the high thresholds that
lead to the inflated correlations in the first place. Unfortunately, the argument holds little water, as high thresholds would lead to high (significant) correlations even in the absence of any correlation "inflation", which happens to be consistent with the null hypothesis that the authors wish to
reject (or persuade
you to reject, as we shall see in the next section). Moreover, this argument, if seriously offered, would be a rather obvious example of "begging the question", a practice the authors strongly repudiate. Finally, the division of studies into the two groups is confounded by the differing sensitivities of the analyses, with non-independent studies sensitive
only to larger magnitude correlations.
Voodoo HistogramI would like now to everyone to turn to page 14 of the
"voodoo correlations" paper where you may get acquainted with the most famous histogram of 2009, the Christmas colored wonder showing the the distribution of correlations among "independent" and "non-independent" studies that entered Vul et al. survey. What is the purpose of this histogram? Before we answer that question, let us return to the central theses of Vul et al. First,
correlation magnitudes matter. And, second, that non-independent analyses produce grossly inflated correlations.
What evidence, other than a priori reasoning, do they adduce in favor of the inflation hypothesis? Well, as a starter, do they provide summary statistics, i.e. the mean or median correlation in the two groups?
No. Do they perform a statistical test comparing the the two samples for a shift in the central tendency using, for instance, a t-test or a non-parametric test of some kind?
No. Do they carry out an analysis of the frequencies distributed over bins with a chi-square or equivalent statistical test?
No. Finally, if correlation magnitudes matter, why does it appear that the authors make an exception to that rule in the their own analysis which fails to report an estimate of the difference in correlations between the two groups? After all, how are we to know how serious the error is, if there is one at all? Do we care if the bias in correlation magnitude is .001 or .05 or even .1? Probably not very much.
Now, the reason for the omission of any statistical test or summaries, I think, is that Vul et al., being virtuous abstainers of the "non-independence error", believed they could avoid its commission by eschewing a formal test -- and therefore insulate themselves against the charge of non-independence. Instead, they reasoned, "we'll just present a green/red colored histogram and let the human color perception system work its magic". (Sadly, since the authors used red and green squares in their histogram, color blind social neuroscientists are mystified as to what all the fuss is about). Sometimes, however, it is enough to plot one's data to be accused guilty of the "non-independence error".
Let me remind you of a passage from Vul and Kanwisher (in press) which contains more of the wit and wisdom of Ed Vul.
"Authors that show such [non-independent]
graphs must usually recognize that it would be inappropriate to draw explicit conclusions from statistical tests on these data (as these tests are less common), but the graphs are presented regardless. Unfortunately, the non-independence of these graphs is usually not explicitly noted, and often not noticed, so the reader is often not warned that the graphs should carry little inferential weight." (Vul and Kanwisher, in press, pg. 8)
I think that quote is a rather a nice summing up of the sad affair of the "voodoo histogram". The thing was based on non-independent data selection (due to the differing thresholds between the two groups and sundry other reasons described below) but was nevertheless used to persuade the reader of the correctness of the authors' main hypothesis. In the end, we do not know what to conclude from this meta-analysis, having been presented with no evidence in favor of the central hypotheses put forth by the authors. That the evidence was selected in a non-independent manner in the first place, due to the disparity in the statistical thresholds across groups, has a strange self-referential quality to it that reminds me of one of those Russellian paradoxes about barbers or Cretans and so on.
Cataloguing some of the VoodooThe more I look at Vul and colleagues' meta-analysis the more perfect little pearls of "non-independence" turn up in its soft tissue. In the following sections I am simply going give you a taste.
1) Vul et al. classified studies as "independent" that selected voxels based on a functional localizer and then correlated a behavioral measure with data extracted from that ROI. The majority of such studies identified the ROI used for the secondary correlation analysis with a
whole-brain t-test conducted at the group level in normalized space. It so happens that the magnitude of a t-statistic is influenced by both the difference of two sample means (or the difference between a sample mean and a constant) and the
variance of the sample. Thus, ROIs identified in this manner will have taken advantage of favorable noise that will insure both large effects and
small variance. As
Lieberman et al. cleverly point out in their rebuttal to "voodoo correlations", low variance will inevitably lead to range restriction, a phenomenon that has the effect of artificially
deflating correlations. Therefore, the studies labelled "independent" that used whole-brain t-tests to identify ROIs (the majority of such studies) were virtually guaranteed to produce reduced correlations, and therefore constitute another example of the "non-independence error" unwittingly perpetrated by the Vul et al. meta-analysis.
2) The meta-analysis fails to identify which studies reported the peak magnitude of a cluster and which studies reported mean correlations. Vul et al. repeatedly insist that "correlation magnitudes matter" and if this is the case it would be important to distinguish between those two sets. You may refer to my previous blog entry to see that average measures of correlation magnitude in a cluster hew towards the threshold, which is generally around .6 or .65 for a whole-brain analysis. On the other hand, "peak" values in a cluster are (by definition) not representative of the regional magnitude of the correlation estimate and, moreover, suffer from the problem of regression to the mean. It is very likely that
virtually all the correlation estimates exceeding .8 come from studies that used the peak magnitude of the cluster. This is important to know! Remember, Vul et al.'s argument isn't to say that reporting
only peak magnitudes is a bad practice, it's to say that reporting
any summary measure in a selected cluster will result in massively inflated correlations. No evidence for that assertion is provided in the meta-analysis and critical information as to which summary measure was used for each study is not reported.
3) Localization of an ROI using an independent contrast is an imperfect process. Just as there is noise in the estimation of correlation magnitudes so too is there noise in the estimation of the "true location" of a functional area. Thus, spatial variation in the locus of a functional ROI insures that a subsequent estimate of correlation magnitude will be systematically biased downwards. It would take many repetitions of the same experiment in the same group of subjects to arrive at a sufficiently accurate estimate of the "true location" (insofar as such a thing exists) of a functional region to mitigate this spatial selection error.
4) Vul et al. do not consider the possibility that exploratory whole-brain correlation analyes are much more likely to find
genuine large magnitude correlations than hypothesis-driven ROI analyses. Think about it. An ROI analysis is about confirming a specific hypothesis that an experimenter has about a brain-behavior relationship. It's a one-shot deal. If the researcher is wrong, he comes up empty. Whether a significant correlation is observed depends a lot on whether the scientist was right to look in that particular region in the first place. But remember, the brain is still a mysterious object and sometimes neuroscientists aren't quite sure where exactly to look. It is in these cases, generally, that they turn to whole-brain analyses. Consider the following. Suppose I have an hypothesis about the relationship between monetary greed and and brain activity in the orbitofrontal cortex. I define an ROI and perform a correlation between brain activity and some measure of the behavior of interest (greed). The correlation turns out to be 0.6. Now, what is probability that some
other region in the brain has a higher correlation than the one I discovered? Well, since we know relatively little about the brain I submit that the probability is very close to 1. If that's the case, for every ROI analysis that discovered a correlation with magnitude
r a corresponding whole-brain analysis, due to its exploratory nature, is likely to
find those
other regions that correlate more strongly with the behavioral measure than the ROI that was chosen on the basis of imperfect knowledge. The bottom line is that exploratory analyses have the opportunity, because they are exhaustive, to uncover the big correlations, while targeted ROI analyses are fundamentally limited by the experimenter's
knowledge of the brain and the constraint of looking only in one location.
There are two parties looking to find a buried treasure. One party has a hazy hunch that the treasure in located in spot
X. The other party, which is bank-rolled by the royal family, is composed of thousands of men who fan out all over the area, searching for the treasure in every conceivable place,
leaving no stone unturned. If the first party's hunch is wrong, they strike out. The second party, however, by performing an exhaustive search, always succeeds in finding the treasure -- provided it exists.
5) A few more things to chew on. Vul et al.'s study included five
Science and
Nature studies combined, which accounted for 10% of the all studies (which means that these "big two" journals were vastly over-represented). Of those 5 papers, 13 out of the 14 correlations included were in the non-independent group. Second, of the the 135 correlations in the non-independent group, 22 came from a single study (study 11, see Vul et al. appendix). Of the 55 correlations that were greater than .7 in the non-independent group, a whopping 23% (13/55) came from this same study. The mean number of correlations from each study was 4.9 and the standard deviation was 4.4, meaning that 22 is nearly
4 standard deviations outside the mean and is therefore an
outlier by anyone's standard. Remember that correlations drawn from the same study are
non-independent and therefore including 22 correlations from a single study -- especially when that study contributed a disproportionate amount of correlations greater than 0.7, is rather dubious. Indeed, to avoid a non-independence error in this case, Vul et al. should have only chosen one correlation from each study -- and have chosen that correlation randomly.
6) The variance of an correlation estimate is related to the sample size of the study. And yet Vul et al. fail to report the sample size of the 54 studies that entered their analysis. This is a serious omission for obvious reasons that Vul et al. should have been attuned to. This is another potential commission of the non-independence error is Vul et al.
7) I'm getting tired so I will be brief on this last one. The selection criteria for the papers that entered the meta-analysis are poorly described. For instance, how did 5 Science and Nature studies get in to the sample? Is that an accident? If not, what was the rationale for choosing all those high profile papers? A meta-analysis should either be exhaustive or otherwise take pains to achieve a representative sample -- and, if the latter, then it is incumbent on the authors to describe the selection criteria and methods in detail. For instance, were the persons who selected the papers blind to the hypothesis? And so on.
ReferencesVul, E. Harris, C. Winielman, P. Pashler, H.
Voodoo Correlations in Social Neuroscience. Perspectives in Psychological Science. In Press.
Vul E. and Kanwisher N. Begging the Question:
The Non-Independence Error in fMRI Data Analysis. Book Chapter. In Press.
Lieberman, M. Berkman, E. Wager, T.
Correlation in Social Neuroscience Aren't Voodoo: A Reply to Vul et al. Perspectives in Psychological Science. In Press.