Back to the basics: Rethinking partial correlation network methodology

作者：Donald Ray Williams, Philippe Rast · 发表于：British Journal of Mathematical and Statistical Psychology · 年份：2019 · DOI：10.1111/bmsp.12173 · 被引用次数：229 · 研究领域：Mental Health Research Topics、Computational Drug Discovery Methods、Functional Brain Connectivity Studies

The Gaussian graphical model (GGM) is an increasingly popular technique used in psychology to characterize relationships among observed variables. These relationships are represented as elements in the precision matrix. Standardizing the precision matrix and reversing the sign yields corresponding partial correlations that imply pairwise dependencies in which the effects of all other variables have been controlled for. The graphical lasso (glasso) has emerged as the default estimation method, which uses ℓ 1 ‐based regularization. The glasso was developed and optimized for high‐dimensional settings where the number of variables ( p ) exceeds the number of observations ( n ), which is uncommon in psychological applications. Here we propose to go ‘back to the basics’, wherein the precision matrix is first estimated with non‐regularized maximum likelihood and then Fisher Z transformed confidence intervals are used to determine non‐zero relationships. We first show the exact correspondence between the confidence level and specificity, which is due to 1 minus specificity denoting the false positive rate (i.e., α). With simulations in low‐dimensional settings ( p ≪ n ), we then demonstrate superior performance compared to the glasso for detecting the non‐zero effects. Further, our results indicate that the glasso is inconsistent for the purpose of model selection and does not control the false discovery rate, whereas the proposed method converges on the true model and directly contr...