[BioC] Re: Manova nuances
Baker, Stephen
Stephen.Baker at umassmed.edu
Mon Nov 24 23:27:07 MET 2003
Andy, Michael et al,
I found Andy's simulation convincing, (I did some of my own as well
which corroborated his results) so it would seem that multiple
comparison adjustment would be necessary for the number of components
analyzed (i.e. the number of components with eigenvalues greater than
1). My mistake was equating orthogonality in dependant variables with
orthogonality in independent variables (like the factors in a factorial
design)where multiple comparisons adjustments aren't necessary.
In trying to reconcile this with theory I found that Manova accomplishes
the hypothesis test without compensating for multiplicity only because
it uses only one "component", the principle root of a complex function
of the design, contrast and covariance matrices. I'm not aware of a way
to involve the design and contrast matrices prior to the SVD analysis
without duplicating the MANOVA. The approach I proposed would enable a
MANOVA-like analysis in R but with a multiplicity adjustment for the
number of significant eigenvalues.
I was able to perform MANOVA on datasets with fewer cases than variables
in another statistics package, hence that would be the preferred
approach.
-.- -.. .---- .--. ..-.
Stephen P. Baker, MScPH, PhD (ABD) (508) 856-2625
Sr. Biostatistician- Information Services
Lecturer in Biostatistics (775) 254-4885 fax
Graduate School of Biomedical Sciences
University of Massachusetts Medical School, Worcester
55 Lake Avenue North stephen.baker at umassmed.edu
Worcester, MA 01655 USA
-----Original Message-----
From: Liaw, Andy [mailto:andy_liaw at merck.com]
Sent: Monday, November 24, 2003 9:30 AM
To: Baker, Stephen; Michael Benjamin; bioconductor at stat.math.ethz.ch
Subject: RE: [BioC] Re: Manova nuances
I did a bit of sanity check. If anyone can tell me what I'm missing,
I'll be very grateful.
I did a small simulation to check the empirical level (type I error) of
the procedure as described by Dr. Baker, compared with the MANOVA tests
available in summary.manova(). The setup is as follows (R code shown
below):
o Simple oneway layout with three groups. n=50 in each group. o
Response is 10, 20 or 30 dimensional, independent standard normal. o
Repeat the simulation 1000 times and count the percent of times null is
rejected.
The result looks like this (took 9 minutes on my P3 933MHz laptop):
Dr. Baker's suggested procedure:
> apply(pval.pc, 2, function(x) mean(x <= 0.05))
10 20 30
0.439 0.638 0.810
Pillai's trace from summary.manova:
> apply(pval.m, 2, function(x) mean(x <= 0.05))
10 20 30
0.039 0.052 0.055
The problem with using minimum of p-values for univariate ANOVA on PCs,
as I see it, is the absense of multiplicity adjustment, which is taken
care of in the multivariate test. I suppose one way to "fix" it is to
use p.adjust().
Here's the R code for the simulation:
==============================================
n <- 150
p <- c(10, 20, 30)
x <- factor(rep(letters[1:3], each=n/3))
nreps <- 1000
pval.pc <- pval.m <- matrix(NA, nreps, length(p),
dimnames=list(NULL, p)) system.time( for (i
in 1:length(p)) {
for (j in 1:nreps) {
y <- matrix(rnorm(n*p[i]), n, p[i])
y.pc <- princomp(y)$scores
pval.pc[j, i] <- min(sapply(summary(aov(y.pc ~ x)),
function(x) x["x", "Pr(>F)"]))
pval.m[j, i] <- summary(manova(y ~ x))$stat["x", "Pr(>F)"]
}
})
=============================================
Best,
Andy
> From: Stephen P. Baker
>
> Michael,
> One of the matrices output by svd should have dimensions = k
> by n or n by k where k is number of original variates and n
> the number of chips, this would be a set of eigenvectors.
> This matrix times the vector of expression levels from one
> chip should produce a vector of length n with values for the
> new components. There should also be either a vector or
> diagonal matrix ouput with values that are in descending
> order; the first corresponds to the variation in the first
> component, the second the next highest, etc., these should be
> the eigenvalues. Eigenvalues greater than 1 can be
> interpreted as indicating that component accounts for a
> significant portion of the variation in the original variables.
>
> -.- -.. .---- .--. ..-.
> Stephen P. Baker, MScPH , PhD(ABD) (508) 856-2625
> Senior Biostatistician
> (775) 254-4885 fax
> Academic Computing Services
> Lecturer in Biostatistics , Graduate School of Biomedical
> Sciences University of Massachusetts Medical School
> 55 Lake Avenue North
> stephen.baker at umassmed.edu
> Worcester, MA 01655 USA
>
> ----- Original Message -----
> From: "Michael Benjamin" <msb1129 at bellsouth.net>
> To: "'Stephen P. Baker'" <stephen.baker at umassmed.edu>;
> <bioconductor at stat.math.ethz.ch>
> Sent: Sunday, November 23, 2003 8:53 PM
> Subject: RE: [BioC] Re: Manova nuances
>
>
> > This sounds very reasonable. I'm having a bit of trouble with the
> > implementation.
> >
> > How do you solve for a variable? I know u * diag(d) * t(v)
> gets your
> > original data, but how do you pick variables? Just taking
> the first
> > four columns of u or v alone doesn't work--I tried. There
> must be a
> > way to combine d, u, and v to represent the first few variables in
> > low-dimensional space.
> >
> > In other words, after you do svd, then what? What do you
> compare? U?
> > V?
> >
> > Thanks,
> > Mike
> >
> >
> > -----Original Message-----
> > From: bioconductor-bounces at stat.math.ethz.ch
> > [mailto:bioconductor-bounces at stat.math.ethz.ch] On Behalf
> Of Stephen
> > P. Baker
> > Sent: Saturday, November 22, 2003 8:57 AM
> > To: Michael Benjamin; bioconductor at stat.math.ethz.ch
> > Subject: Re: [BioC] Re: Manova nuances
> >
> > The principal components are orthogonal and independent and measure
> > different things so it makes no sense to compare them, like
> comparing
> > horizontal to vertical or heart rate to IQ.
> >
> > Treat the components like variables and perform the same
> analysis on
> > them with ANOVA that you would have with MANOVA. Like 2
> groups, do a
> > t-test, 3
> > do ANOVA, whatever analysis is appropriate for your
> experimental design.
> > If
> > ANY of these are significant, the MANOVA would have been
> significant.
> >
> > Stephen
> > -.- -.. .---- .--. ..-.
> > Stephen P. Baker, MScPH , PhD(ABD)
> (508) 856-2625
> > Senior Biostatistician
> > (775) 254-4885 fax
> > Academic Computing Services
> > Lecturer in Biostatistics , Graduate School of Biomedical Sciences
> > University of Massachusetts Medical School
> > 55 Lake Avenue North
> stephen.baker at umassmed.edu
> > Worcester, MA 01655 USA
> >
> > ----- Original Message -----
> > From: "Michael Benjamin" <msb1129 at bellsouth.net>
> > To: "'Baker, Stephen'" <Stephen.Baker at umassmed.edu>; "'Liaw, Andy'"
> > <andy_liaw at merck.com>; <bioconductor at stat.math.ethz.ch>
> > Sent: Friday, November 21, 2003 11:11 PM
> > Subject: RE: [BioC] Re: Manova nuances
> >
> >
> > > Can I do instead:
> > > comps1<-svd(teset[group1])$d
> > > comps2<-svd(teset[group2])$d
> > > t.test(comps1,comps2)
> > >
> > > Maybe I could just compare the top two or three components to one
> > > another?
> > >
> > > Mike
> > >
> > > -----Original Message-----
> > > From: Baker, Stephen [mailto:Stephen.Baker at umassmed.edu]
> > > Sent: Friday, November 21, 2003 3:05 PM
> > > To: Liaw, Andy; bioconductor at stat.math.ethz.ch
> > > Cc: msb1129 at bellsouth.net
> > > Subject: RE: [BioC] Re: Manova nuances
> > >
> > > Andy et al.
> > >
> > > (Thanks for correcting my typo on the spelling of "principal").
> > >
> > > Yes I know that ANOVA of n principal components will result in n
> > > p-values, however the SMALLEST p-value will be equivalent to a
> > > multivariate test of his hypotheses on his data.
> > >
> > > MANOVA and univariate ANOVA on the principal components are
> > essentially
> > > equivalent in theory and quite similar in that both approaches
> > > involve the characteristic roots and functions of the same design
> > > and
> > covariance
> > > matrices.
> > >
> > > The equivalence is based on the fact that multivariate hypotheses
> > > will be rejected only if the equivalent univariate
> hypotheses do not
> > > hold
> > for
> > > all variates (Morrison,1976). Principle components simply
> > > transforms the original variates into new variates which conserve
> > > all the
> > original
> > > information. Michael Benjamin's problem is that he CANNOT
> run MANOVA
> > as
> > > he has fewer cases than variates however my suggested
> approach WOULD
> > > work.
> > >
> > > With regards to Michael's request/need for a SINGLE SUMMARY
> > > STATISTIC, he would use the minimum of the p-values for the
> > > appropriate effect
> > from
> > > the univariate ANOVA's on the principal components as his single
> > > p-value. These are orthogonal tests and the minimum would be
> > equivalent
> > > to testing the same hypotheses with MANOVA on his dataset.
> > >
> > >
> > > The only caveat is that with K genes and n<K and he will
> be able to
> > test
> > > his hypotheses on the first n principal components which
> account for
> > the
> > > largest portions of the variation. However, in my 20 years
> > experience,
> > > in most datasets the number of "significant" components (with
> > > eigenvalues >1) is usually much smaller than the number
> of variates.
> > It
> > > would be unusual for any real biological effect to not be
> > > represented among one or more of the first n components
> given n is
> > > not too small.
> > In
> > > his case that's 35 and I think that's probably enough.
> > >
> > > Best wishes
> > > Stephen
> > >
> > > -.- -.. .---- .--. ..-.
> > > Stephen P. Baker, MScPH, PhD (ABD) (508) 856-2625
> > > Sr. Biostatistician- Information Services
> > > Lecturer in Biostatistics (775) 254-4885 fax
> > > Graduate School of Biomedical Sciences
> > > University of Massachusetts Medical School, Worcester
> > > 55 Lake Avenue North
> > stephen.baker at umassmed.edu
> > > Worcester, MA 01655 USA
> > >
> > >
> > >
> > > -----Original Message-----
> > > From: Liaw, Andy [mailto:andy_liaw at merck.com]
> > > Sent: Friday, November 21, 2003 8:13 AM
> > > To: Baker, Stephen; bioconductor at stat.math.ethz.ch
> > > Cc: 'msb1129 at bellsouth.net'
> > > Subject: RE: [BioC] Re: Manova nuances
> > >
> > >
> > > > From: Stephen P. Baker [mailto:stephen.baker at umassmed.edu]
> > > >
> > > > Principle component analyses should reduce your data array to
> > > ^^^^^^^^^
> > > Principal
> > >
> > > > as many independent components as you have samples, and
> for each
> > > > sample get a score for each dimension. These will have
> the same
> > > > total information as the original data. These can then be
> > > > analysed separately with univariate anova but since these are
> > > > "orthogonal" analyses, multiple comparisons adjustments
> would not
> > > > be needed.
> > >
> > > The analysis you described is quite different than MANOVA, so the
> > > conclusion/interpretation would be quite different, too. MANOVA
> > > treats the data as coming from multivariate normal
> distribution, and
> > > tests whether all groups have the same mean vector. What you
> > described
> > > is n (number of samples) ANOVA analyses that gives n p-values.
> > >
> > > Cheers,
> > > Andy
> > > Andy Liaw, PhD
> > > Biometrics Research PO Box 2000, RY33-300
> > > Merck Research Labs Rahway, NJ 07065
> > > mailto:andy_liaw at merck.com 732-594-0820
> > >
> > >
> > >
> > > > -.- -.. .---- .--. ..-.
> > > > Stephen P. Baker, MScPH , PhD(ABD) (508)
> > 856-2625
> > > > Senior Biostatistician
> > > > (775) 254-4885 fax
> > > > Academic Computing Services
> > > > Lecturer in Biostatistics , Graduate School of
> Biomedical Sciences
> > > > University of Massachusetts Medical School 55 Lake Avenue North
> > > > stephen.baker at umassmed.edu Worcester, MA 01655 USA
> > > > --------------------------------------------------------------
> > > > --------------
> > > > ----
> > > > Date: Fri, 21 Nov 2003 00:18:54 -0500
> > > > From: "Michael Benjamin" <msb1129 at bellsouth.net>
> > > > Subject: [BioC] Manova nuances
> > > > To: <bioconductor at stat.math.ethz.ch>
> > > > Message-ID: <003401c3afee$f7eff000$7a05fea9 at amd>
> > > > Content-Type: text/plain; charset="US-ASCII"
> > > >
> > > >
> > > > Anybody here using manova? It's powerful and pretty
> fast, but I'm
> > > > finding that you can't have more variables than samples (limits
> > > > its applicability to microarray research). Is there any
> way around
> > > > this? Assume
> > > >
> > > > dim(eset)
> > > >
> > > > 1200 35
> > > >
> > > > transeset<-t(eset)
> > > > fit<-manova(transeset ~ categories)
> > > > summary(fit)
> > > >
> > > > There is probably a complicated mathematical truth that
> underlies
> > > > this limitation--if anybody can shed some light, that would be
> > > > great.
> > > >
> > > > Also, if anyone knows of a quick, free multivariate tool that
> > > > summarizes all the tests into a single test statistic,
> that would
> > > > be much appreciated.
> > > >
> > > > Regards,
> > > > Michael Benjamin, MD
> > > > Emory University
> > > > Winship Cancer Institute
> > > >
> > > > _______________________________________________
> > > > Bioconductor mailing list Bioconductor at stat.math.ethz.ch
> > > > https://www.stat.math.ethz.ch/mailman/listinfo> /bioconductor
> > > >
> > >
> > >
> > >
> >
> > _______________________________________________
> > Bioconductor mailing list
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> > https://www.stat.math.ethz.ch/mailman/listinfo/bioconductor
> >
> >
> >
>
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