Problems with Existing Models of R2 Decomposition for Correlated Regressors
ANOVA in R: The difficulty in decomposing R2 for regression models with correlated regressors lies in the fact that the order in which regressors are entered into the model yields a different decomposition of the model sum of squares (i.e., the order in which regressors are entered into the model can have a very strong impact on their relative R2 contributions).
TYPE III SS/Stepwise-Regression: Type III Sum of Squares are often used to to compare what each regressor is able to explain in addition to all other regressors that are available. Here, we ascribe to each regressor the increase in R2 when including this regressor as the last of the p regressors. If regressors are correlated, these contributions do not add up to the overall R2, and typically add up to far less than the overall R2.Moreover, the direct effect of a regressor with the criterion cannot be calculated this way.
Current Approach * We evaluate R2 based on the proportionate contribution each predictor makes to R2, considering both its direct effect (i.e., its correlation with the criterion) and its effect when combined with the other variables in the regression equation.
(LMG: Lindemann, Merenda and Gold-1980)
| R2_ed | R2_pl | R2_co | Total |
|---|---|---|---|
| 0.0132972 | 0.0134925 | 0.0407130 | 0.0675026 |
| 0.0014548 | 0.0078898 | 0.0072842 | 0.0166288 |
| 0.0011824 | 0.0183753 | 0.0095648 | 0.0291225 |
| 0.0040214 | 0.0104478 | 0.0104103 | 0.0248795 |
| 0.0424400 | 0.0072535 | 0.0031434 | 0.0528369 |
| 0.0092011 | 0.0018007 | 0.0146924 | 0.0256943 |
| 0.0202613 | 0.0054078 | 0.0010898 | 0.0267590 |
| 0.0255592 | 0.0191125 | 0.0054265 | 0.0500982 |
| 0.0098052 | 0.0043447 | 0.0037019 | 0.0178518 |
| 0.0048110 | 0.0047099 | 0.0009763 | 0.0104972 |
| R2_ed | R2_pl | R2_co | Total |
|---|---|---|---|
| 0.0053436 | 0.0079660 | 0.0364724 | 0.0497820 |
| 0.0081277 | 0.0004494 | 0.0010041 | 0.0095812 |
| 0.0030708 | 0.0060107 | 0.0054695 | 0.0145510 |
| 0.0015326 | 0.0025806 | 0.0168749 | 0.0209881 |
| 0.0166577 | 0.0053538 | 0.0028679 | 0.0248794 |
| 0.0030255 | 0.0028830 | 0.0115605 | 0.0174690 |
| 0.0154155 | 0.0037191 | 0.0024277 | 0.0215623 |
| 0.0090706 | 0.0160500 | 0.0013725 | 0.0264931 |
| 0.0029328 | 0.0026680 | 0.0014045 | 0.0070053 |
| 0.0005422 | 0.0030071 | 0.0019519 | 0.0055013 |
| R2_ed | R2_pl2SDceil | R2_co2SDceil | Total |
|---|---|---|---|
| 0.0045098 | 0.0085365 | 0.0297464 | 0.0427927 |
| 0.0076761 | 0.0006020 | 0.0003276 | 0.0086057 |
| 0.0027062 | 0.0077401 | 0.0011110 | 0.0115573 |
| 0.0007387 | 0.0039420 | 0.0022163 | 0.0068970 |
| 0.0168337 | 0.0066026 | 0.0014437 | 0.0248799 |
| 0.0033952 | 0.0016574 | 0.0051411 | 0.0101937 |
| 0.0153807 | 0.0038641 | 0.0017099 | 0.0209547 |
| 0.0085277 | 0.0134875 | 0.0050121 | 0.0270273 |
| 0.0027787 | 0.0019248 | 0.0027577 | 0.0074612 |
| 0.0005586 | 0.0029915 | 0.0014265 | 0.0049766 |
| R2_ed | R2_pl | R2_co | Total |
|---|---|---|---|
| 0.0110446 | 0.0044222 | 0.0460938 | 0.0615606 |
| 0.0174879 | 0.0072278 | 0.0040658 | 0.0287815 |
| 0.0134469 | 0.0208386 | 0.0047687 | 0.0390542 |
| 0.0039015 | 0.0024345 | 0.0191300 | 0.0254661 |
| 0.0351053 | 0.0026881 | 0.0009222 | 0.0387156 |
| 0.0118636 | 0.0109848 | 0.0107419 | 0.0335903 |
| 0.0155839 | 0.0117328 | 0.0027330 | 0.0300497 |
| 0.0307579 | 0.0188446 | 0.0015419 | 0.0511443 |
| 0.0101823 | 0.0034296 | 0.0016439 | 0.0152559 |
| 0.0020646 | 0.0044202 | 0.0056786 | 0.0121634 |
| R2_ed | R2_pl | R2_co | Total |
|---|---|---|---|
| 0.0103770 | 0.0042317 | 0.0413243 | 0.0559331 |
| 0.0184961 | 0.0057260 | 0.0081182 | 0.0323403 |
| 0.0130315 | 0.0208174 | 0.0028885 | 0.0367374 |
| 0.0037198 | 0.0026347 | 0.0197082 | 0.0260626 |
| 0.0340920 | 0.0045924 | 0.0056731 | 0.0443575 |
| 0.0115163 | 0.0098508 | 0.0078111 | 0.0291783 |
| 0.0153820 | 0.0117452 | 0.0024083 | 0.0295356 |
| 0.0299945 | 0.0158191 | 0.0047423 | 0.0505558 |
| 0.0101585 | 0.0028641 | 0.0026672 | 0.0156899 |
| 0.0018685 | 0.0033859 | 0.0103025 | 0.0155568 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.015 | -0.034 | 1.782 |
| path length | 1 | 2.127 | 2 | 4 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.014 | -0.034 | 1.733 |
| path length | 1 | 2.023 | 2 | 4 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.014 | -0.035 | 1.782 |
| path length | 1 | 2.245 | 2 | 4 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.015 | -0.033 | 1.733 |
| path length | 1 | 2.138 | 2 | 4 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.014 | -0.036 | 1.782 |
| path length | 1 | 2.36 | 2 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.5 | 0.015 | -0.032 | 1.733 |
| path length | 1 | 2.248 | 2 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.013 | -0.036 | 1.782 |
| path length | 1 | 2.409 | 2 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.5 | 0.016 | -0.032 | 1.733 |
| path length | 1 | 2.283 | 2 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.014 | -0.036 | 1.782 |
| path length | 1 | 2.437 | 2 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.5 | 0.015 | -0.032 | 1.733 |
| path length | 1 | 2.308 | 2 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.013 | -0.036 | 1.782 |
| path length | 1 | 2.486 | 2 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.5 | 0.016 | -0.032 | 1.733 |
| path length | 1 | 2.367 | 2 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.014 | -0.035 | 1.782 |
| path length | 1 | 2.53 | 3 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.014 | -0.033 | 1.733 |
| path length | 1 | 2.406 | 2 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.014 | -0.035 | 1.782 |
| path length | 1 | 2.677 | 3 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.5 | 0.015 | -0.033 | 1.733 |
| path length | 1 | 2.581 | 3 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.014 | -0.035 | 1.782 |
| path length | 1 | 2.748 | 3 | 6 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.5 | 0.014 | -0.033 | 1.733 |
| path length | 1 | 2.644 | 3 | 5 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.013 | -0.035 | 1.782 |
| path length | 1 | 2.792 | 3 | 6 |
| Variable | Min | Mean | Median | Max |
|---|---|---|---|---|
| functional connectivity | -0.6 | 0.016 | -0.032 | 1.733 |
| path length | 1 | 2.694 | 3 | 5 |
See each thresholded Tukey plot.
It’s not that shorter path lengths have higher functional connectivity. What we tend to see across thresholds is that after path length 1, functional connectivity differences are less significant.
By extension, there is not much of an effect of multi-hop paths. True, there are significant difference, but these are inconsistent across thresholds and not in a direction we would predict.
We might infer that R2 contributions to functional connectivity are driven by path length 1 (primarily). There is not an overall linear relationship between path length and functional connectivity. A few directly connected regions are driving high functional connecitivty.
This is an important finding from a biological standpoint and can be better illustrated from specific rois.
We hypothesize that R2 contributions are primarily driven by a path length of 1. There is not an overall linear relationship between path length and functional connectivity. A few directly connected regions are driving functional connectivity.
By extension, there is not much of an effect of multi-hop paths (path lengths >1).
ROIs of Interest Based on Binarized Path Length
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 27.871 4.528e-12 ***
## 407
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 34.941, num df = 2.00, denom df = 120.82, p-value = 1.061e-12
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
The “sign of the Cohen’s d effect (M1-M2/SDpooled) tells us the direction of the effect. In this instance, a negative effect size for the path comparison 2-1 (and 3-1) suggests that the mean functional connectivity associated with path length 2 (and 3) is less than the mean functional connectivity associated with path length 1.The effect size difference is small-to-medium for the path comparison 2-1 and 3-1.
There are no significant effect size differences for path comparison 3-2.
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 20.808 2.483e-09 ***
## 408
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 24.902, num df = 2.000, denom df = 72.143, p-value = 5.977e-09
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
The “sign of the Cohen’s d effect (M1-M2/SDpooled) tells us the direction of the effect. In this instance, a negative effect size for the path comparison 2-1 (and 3-1) suggests that the mean functional connectivity associated with path length 2 (and 3) is less than the mean functional connectivity associated with path length 1.The effect size difference is small-to-medium for the path comparison 3-1.
There are no significant effect size differences for path comparison 3-2.
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 13.013 3.332e-06 ***
## 405
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 9.0451, num df = 2.00, denom df = 113.47, p-value = 0.0002265
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
The “sign of the Cohen’s d effect (M1-M2/SDpooled) tells us the direction of the effect. In this instance, a negative effect size for the path comparison 2-1 (and 3-1) suggests that the mean functional connectivity associated with path length 2 (and 3) is less than the mean functional connectivity associated with path length 1.The effect size difference is small-to-medium for the path comparison 3-1.
There are no significant effect size differences for path comparison 3-2.
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 18.767 1.608e-08 ***
## 404
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 11.669, num df = 2.00, denom df = 142.03, p-value = 2.032e-05
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
The “sign of the Cohen’s d effect (M1-M2/SDpooled) tells us the direction of the effect. In this instance, a negative effect size for the path comparison 2-1 (and 3-1) suggests that the mean functional connectivity associated with path length 2 (and 3) is less than the mean functional connectivity associated with path length 1.The effect size difference is small-to-medium for the path comparison 3-1.
There are no significant effect size differences for path comparison 3-2.
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 21.961 8.722e-10 ***
## 409
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 13.783, num df = 2.000, denom df = 95.645, p-value = 5.498e-06
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
In general, in contrast to other ROIs, there was also a negligible but significant [and positive] effect size difference when comparing path lengths 3 and 2.
Furthermore, in general, in contrast to other ROIs, there were no significant effect size difference when comparing path lengths 3 and 1.
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 20.451 3.412e-09 ***
## 411
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 10.892, num df = 2.000, denom df = 93.902, p-value = 5.572e-05
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
The “sign of the Cohen’s d effect (M1-M2/SDpooled) tells us the direction of the effect. In this instance, a negative effect size for the path comparison 2-1 (and 3-1) suggests that the mean functional connectivity associated with path length 2 (and 3) is less than the mean functional connectivity associated with path length 1.The effect size difference is small for the path comparison 2-1 and small-to-negligible for 3-1.
There were no significant effect size differences for the path comparison 3-2.
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 29.45 1.165e-12 ***
## 401
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 14.559, num df = 2.000, denom df = 86.871, p-value = 3.524e-06
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
The “sign of the Cohen’s d effect (M1-M2/SDpooled) tells us the direction of the effect. In this instance, a negative effect size for the path comparison 2-1 (and 3-1) suggests that the mean functional connectivity associated with path length 2 (and 3) is less than the mean functional connectivity associated with path length 1.The effect size difference is tending toward medium for both path comparisons 2-1 and 3-1, and appears slightly stronger compared to other ROIs.
There were no significant effect size differences for the path comparison 3-2.
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 6.9283 0.001101 **
## 401
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 27.695, num df = 2.00, denom df = 108.57, p-value = 1.912e-10
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
The “sign of the Cohen’s d effect (M1-M2/SDpooled) tells us the direction of the effect. In this instance, a negative effect size for the path comparison 2-1 (and 3-1) suggests that the mean functional connectivity associated with path length 2 (and 3) is less than the mean functional connectivity associated with path length 1.The effect size difference is tending toward medium for both path comparisons 2-1 and 3-1, and appears slightly stronger compared to other ROIs.
-There were no significant effect size differences for the path comparison 3-2.
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 23.663 1.881e-10 ***
## 410
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 14.047, num df = 2.00, denom df = 87.14, p-value = 5.153e-06
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
The “sign of the Cohen’s d effect (M1-M2/SDpooled) tells us the direction of the effect. In this instance, a negative [small-to-negligible] effect size for the path comparison 2-1 (and 3-1) suggests that the mean functional connectivity associated with path length 2 (and 3) is less than the mean functional connectivity associated with path length 1.
## Levene's Test for Homogeneity of Variance (center = mean)
## Df F value Pr(>F)
## group 2 3.0115 0.05031 .
## 410
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## One-way analysis of means (not assuming equal variances)
##
## data: func and pl
## F = 1.2762, num df = 2.000, denom df = 16.914, p-value = 0.3046
Cohen suggested that d = 0.2 be considered a ‘small’ effect size, 0.5 represents a ‘medium’ effect size and 0.8 a ‘large’ effect size. This means that if the difference between two groups’ means is less than 0.2 standard deviations, the difference is negligible, even if it is statistically significant.
The “sign of the Cohen’s d effect (M1-M2/SDpooled) tells us the direction of the effect. In this instance, and in contrast to all other ROIs, there were no significant effect size differences in mean functional connectivity between any of the path lengths (2-1, 3-1, or 3-2).