Permutation tests are known to be superior to parametric tests: they are based on only few assumptions, essentially that the data are exchangeable, and allow the correction for the multiplicity of tests and the use of various non-standard statistics. The exchangeability assumption allows data to be permuted whenever their joint distribution remains unaltered. Usually this means that each observation needs to be independent from the others.
In many studies, however, there are repeated measurements on the same subjects, which violates exchangeability: clearly, the various measurements obtained from a given subject are not independent from each other. In the Human Connectome Project (HCP) (Van Essen et al, 2012; 2013; see references at the end), subjects are sampled along with their siblings (most of them are twins), such that independence cannot be guaranteed either.
In Winkler et al. (2014), certain structured types of non-independence in brain imaging were addressed through the definition of exchangeability blocks (EBs). Observations within EB can be shuffled freely or, alternatively, the EBs themselves can be shuffled as a whole. This allows various designs that otherwise could not be assessed through permutations.
The same idea can be generalised for blocks that are nested within other blocks, in a multi-level fashion. In the paper Multi-level Block Permutation (Winkler et al., 2015) we presented a method that allows blocks to be shuffled a whole, and inside them, sub-blocks are further allowed to be shuffled, in a recursive process. The method is flexible enough to accommodate permutations, sign-flippings (sometimes also called “wild bootstrap”), and permutations together with sign-flippings.
In particular, this permutation scheme allows the data of the HCP to be analysed via permutations: subjects are allowed to be shuffled with their siblings while keeping the joint distribution intra-sibship maintained. Then each sibship is allowed to be shuffled with others of the same type.
In the paper we show that the error type I is controlled at the nominal level, and the power is just marginally smaller than that would be obtained by permuting freely if free permutation were allowed. The more complex the block structure, the larger the reductions in power, although with large sample sizes, the difference is barely noticeable.
Importantly, simply ignoring family structure in designs as this causes the error rates not to be controlled, with excess false positives, and invalid results. We show in the paper examples of false positives that can arise, even after correction for multiple testing, when testing associations between cortical thickness, cortical area, and measures of body size as height, weight, and body-mass index, all of them highly heritable. Such false positives can be avoided with permutation tests that respect the family structure.
The figure at the top shows how the subjects of the HCP (terminal dots, shown in white colour) can be shuffled or not, while respecting the family structure. Blue dots indicate branches that can be permuted, whereas red dots indicate branches that cannot (see the main paper for details). This diagram includes 232 subjects of an early public release of HCP data. The tree on the left considers dizygotic twins as a category on their own, i.e., that cannot be shuffled with ordinary siblings, whereas the tree on the right considers dizygotic twins as ordinary siblings.
The first applied study using our strategy has just appeared. The method is implemented in the freely available package PALM — Permutation Analysis of Linear Models, and a set of practical steps to use it with actual HCP data is available here.
- Van Essen DC, Ugurbil K, Auerbach E, Barch D, Behrens TE, Bucholz R, Chang A, Chen L, Corbetta M, Curtiss SW, Della Penna S, Feinberg D, Glasser MF, Harel N, Heath AC, Larson-Prior L, Marcus D, Michalareas G, Moeller S, Oostenveld R, Petersen SE, Prior F, Schlaggar BL, Smith SM, Snyder AZ, Xu J, Yacoub E; WU-Minn HCP Consortium. The Human Connectome Project: a data acquisition perspective. Neuroimage. 2012;62(4):2222-31.
- Van Essen DC, Smith SM, Barch DM, Behrens TEJ, Yacoub E, Ugurbil K. The WU-Minn Human Connectome Project: An overview. Neuroimage. 2013;80:62-79.
- Winkler AM, Ridgway GR, Webster MA, Smith SM, Nichols TE. Permutation inference for the general linear model. Neuroimage. 2014;92:381-97. (Open Access)
- Winkler AM, Webster MA, Vidaurre D, Nichols TE, Smith SM. Multi-level block permutation. Neuroimage. 2015;123:253-68. (Open Access)