Mantel Permutation Tests

PERMUTATION TESTS

Basic Idea: In some experiments a test of treatment effects may be of

interest where the null hypothesis is that the different populations are
actually from the same population. Or in other tests, the null hypothesis
is one of complete randomness.

Example 1: ANOVA where H0 is that the treatment means are all equal.
The assumptions that must be true are that each treatment must have the
same variance and the same shape.

If in fact, the null hypothesis is true, then the observations are not
distinguishable by treatment but are instead from the same distribution
(one shape, mean and variance) and just happen to be randomly
associated with a treatment.

Original dataset collected Permuted Data

Sample ID Pop 1 Pop 2 Sample ID Pop 1 Pop 2
1 7 12 1 5 7
2 0 1 2 0 7
3 6 5 3 3 5
4 2 6 4 2 4
5 3 5 5 3 12
6 4 3 6 5 1
7 7 3 7 7 6
8 6 4 8 6 4
9 5 7 9 6 3
Mean 4.44 4.55 Mean 4.11 5.44

ALS5932/FOR6934 Fall 2006 1 Mary C. Christman

Permutation tests are based on this idea. If H0 is true then any set of values
are just random assignments among treatments.

Method Under The Assumptions That The Distributions Are Identical Under
H0 And Sampling Is Random And With Replacement And Treatment
Assignment Is Random:

1) Calculate the test statistic for the hypotheses for the original observed
arrangement of data. This could be a sample correlation, an F-stat or a
MS or some other statistic. Call it κ 0 .
2) Now, randomly rearrange the data among the treatments (shuffle or
permute the data according to the experimental design; see below for
the case of matrices) and calculate the test statistic for the new
arrangement. Call it κ *p .
3) Store the permutation estimate κ *p .
4) Repeat steps 2-3 many times. Call the total number of times you repeat
the permutations P. That is p = 1, 2, …, P.
5) Compare κ 0 to the distribution of the permutation estimates κ *p . The p-
value for the test is
# (κ *p > κ p )
p − value = .
P

Example: The most famous use of permutation tests for ecological problems
is Mantel’s test of similarity of two symmetric matrices. Mantel’s test was
extended to allow more than 2 matrices by Smouse et al. 1986. We’ll look at
the simple case (2 matrices).

Mantel’s test is a test of the correlation between the elements in one matrix
with the elements in the other matrix where the elements within the matrices
have been organized in a very specific way (symmetric with zeroes on the
diagonal). Original use was to compare two distance matrices and that is still
the most common use today.

STA 6934 Spring 2007 2 Mary C. Christman

 Matrix Y Matrix X
⎡a b c ⎤ ⎡α β χ ⎤
⎢b d e ⎥ ⎢β δ ε ⎥
⎢ ⎥ ⎢ ⎥
⎢⎣ c e f ⎥⎦ ⎢⎣ χ ε φ ⎥⎦

Question: Are the element-wise pairs, (a, α), (b, β), (c, χ), (d, δ), (e, ε), (f, φ),
correlated? Can we use Pearson’s correlation coefficient to test that?

Recall that Pearson’s correlation assumes that 1) the variables are

quantitative, and 2) if there is a relationship between 2 variables, that
relationship is linear.

Now, most of the matrices are not exactly as just shown above. More
specifically, the matrices are usually distance measures where distance is
some metric between the replicates involved in the study. For example,
matrix Y could be the number of genes not in common between sampled
animals in a study and matrix X could be the Euclidean distance between the
locations at which the animals were found.
The distance between a replicate and itself is 0 and the distances are
symmetric in the sense that the distance between F and H is the same as the
distance between H and F. So commonly we have matrices with the structure

Y X
animal 1 2 3 1 2 3
1 ⎡0 b c⎤ 1 ⎡0 β χ⎤
2 ⎢b 0 e⎥ 2 ⎢β 0 ε ⎥
⎢ ⎥ ⎢ ⎥
3 ⎢⎣c e 0⎥⎦ 3 ⎢⎣ χ ε 0 ⎥⎦

where b = # genes not in common between animals 1 and 2 and β =

geographic distance between animals 1 and 2, etc. We only (b, β), (c, χ), (e,
ε) need to test for correlation.

STA 6934 Spring 2007 3 Mary C. Christman

Because of the use of the same individuals repeatedly in generating the
distances given in the matrices, the values within each matrix are also
correlated among themselves.

As a consequence, the usual method for testing Pearson’s correlation

coefficient would involve an estimated standard error that is biased low for
the true standard deviation of the estimator of correlation. This means we
shouldn’t use the usual large-sample test based on Normality.

Use a Permutation test!

Example: Copepods in Ceiling Drips in Organ Cave, West Virginia

STA 6934 Spring 2007 4 Mary C. Christman

STA 6934 Spring 2007 5 Mary C. Christman
# Title="Organ Cave Ceiling Drips" Partial Code for Testing Correlation

Matrixsize= 13

#Y matrix – matrix of dissimilarities (1-Jaccard Index)

Jaccard <- matrix(c(
0.00, 0.83, 0.80, 1.00, 0.87, 1.00, 1.00, 1.00, 1.00, 1.00, 1.00, 0.90, 1.00,
0.83, 0.00, 0.43, 0.43, 0.44, 1.00, 0.67, 0.86, 0.62, 1.00, 0.67, 0.55, 0.08,
0.80, 0.43, 0.00, 0.33, 0.37, 1.00, 0.60, 0.83, 0.57, 1.00, 0.43, 0.50, 0.40,
1.00, 0.43, 0.33, 0.00, 0.56, 1.00, 0.60, 0.83, 0.33, 1.00, 0.43, 0.66, 0.40,
0.87, 0.44, 0.37, 0.56, 0.00, 0.87, 0.75, 0.89, 0.70, 0.87, 0.44, 0.20, 0.62,
1.00, 1.00, 1.00, 1.00, 0.87, 0.00, 1.00, 1.00, 1.00, 1.00, 0.83, 0.90, 1.00,
1.00, 0.67, 0.60, 0.60, 0.75, 1.00, 0.00, 0.67, 0.60, 1.00, 0.67, 0.80, 0.75,
1.00, 0.86, 0.83, 0.83, 0.89, 1.00, 0.67, 0.00, 0.83, 1.00, 0.86, 0.91, 1.00,
1.00, 0.62, 0.57, 0.33, 0.70, 1.00, 0.60, 0.83, 0.00, 1.00, 0.62, 0.64, 0.67,
1.00, 1.00, 1.00, 1.00, 0.87, 1.00, 1.00, 1.00, 1.00, 0.00, 1.00, 0.00, 1.00,
1.00, 0.67, 0.43, 0.43, 0.44, 0.83, 0.67, 0.86, 0.62, 1.00, 0.00, 0.55, 0.50,
0.90, 0.55, 0.50, 0.66, 0.20, 0.90, 0.80, 0.91, 0.64, 0.00, 0.55, 0.00, 0.70,
1.00, 0.08, 0.40, 0.40, 0.62, 1.00, 0.75, 1.00, 0.67, 1.00, 0.50, 0.70, 0.00),
nrow=Matrixsize, ncol=Matrixsize)

#X1 matrix
logDist=matrix(c(
0.00, 0.556, 0.607, 0.653, 0.708, 3.097, 3.097, 3.097, 3.097, 3.076, 3.076, 3.076, 3.076,
0.556, 0.00, 0.161, 0.279, 0.398, 3.097, 3.097, 3.097, 3.097, 3.076, 3.076, 3.076, 3.076,
0.607, 0.161, 0.00, 0.161, 0.312, 3.097, 3.097, 3.097, 3.097, 3.076, 3.076, 3.076, 3.076,
0.653, 0.279, 0.161, 0.000, 0.204, 3.097, 3.097, 3.097, 3.097, 3.076, 3.076, 3.076, 3.076,
0.708, 0.398, 0.312, 0.204, 0.000, 3.097, 3.097, 3.097, 3.097, 3.076, 3.076, 3.076, 3.076,
3.097, 3.097, 3.097, 3.097, 3.097, 0.000, 1.959, 1.959, 1.959, 1.820, 1.820, 1.820, 1.820,
3.097, 3.097, 3.097, 3.097, 3.097, 1.959, 0.000, 0.886, 0.896, 1.820, 1.820, 1.820, 1.820,
3.097, 3.097, 3.097, 3.097, 3.097, 1.959, 0.886, 0.000, 0.072, 1.820, 1.820, 1.820, 1.820,
3.097, 3.097, 3.097, 3.097, 3.097, 1.959, 0.896, 0.072, 0.000, 1.820, 1.820, 1.820, 1.820,
3.076, 3.076, 3.076, 3.076, 3.076, 1.820, 1.820, 1.820, 1.820, 0.000, 1.390, 1.405, 1.412,
3.076, 3.076, 3.076, 3.076, 3.076, 1.820, 1.820, 1.820, 1.820, 1.390, 0.000, 0.270, 0.356,
3.076, 3.076, 3.076, 3.076, 3.076, 1.820, 1.820, 1.820, 1.820, 1.405, 0.270, 0.000, 0.149,
3.076, 3.076, 3.076, 3.076, 3.076, 1.820, 1.820, 1.820, 1.820, 1.412, 0.356, 0.149, 0.000),
nrow=Matrixsize, ncol=Matrixsize)

To test if matrices Y and X1 are correlated, I need to permute one of the

matrices repeatedly and then test the original correlation estimate against the
distribution of correlations for the permuted matrices.

So, permute Y by randomly rearranging the columns and then arranging the
rows to match the random rearrangement of the columns:

A <- matrix(c(11,12,13,21,22,23,31,32,33), byrow=T, nrow=3)

>A
[,1] [,2] [,3]
[1,] 11 12 13
[2,] 21 22 23
[3,] 31 32 33

STA 6934 Spring 2007 6 Mary C. Christman

temp <- sample(3)
> temp
[1] 2 3 1

Aperm<- A[,temp]
> Aperm
[,1] [,2] [,3]
[1,] 12 13 11
[2,] 22 23 21
[3,] 32 33 31

Aperm<- Aperm[temp,]
> Aperm
[,1] [,2] [,3]
[1,] 22 23 21
[2,] 32 33 31
[3,] 12 13 11

Aperm<-A[temp,temp]
> Aperm preserves the symmetry of
[,1] [,2] [,3] the matrix
[1,] 22 23 21
[2,] 32 33 31
[3,] 12 13 11

Then do the permutations and get the resulting set of correlations. Compare
the original correlation against the permuted pairs.

H0: the two variables are not correlated

HA: the two variables are positively correlated

The p-value of the one-sided test is the proportion of permutation

correlations estimates > original correlation estimate

# simple Mantel test of Jaccard and log(distance) ignoring

system effects

# observed correlation between X and Y

STA 6934 Spring 2007 7 Mary C. Christman

 Jvector <- as.vector(Jaccard)
X1vector <- as.vector(logDist)
obs.corr <- cor(Jvector,X1vector)

numPermutes <- 5000

# 13! = 6,227,020,800 possible arrangements
permuted.corr <- rep(0,numPermutes)
permuted.corr[1] <- obs.corr
for (i in 2:numPermutes)
{
temp <- sample(Matrixsize)
permuted.Jaccard <- Jaccard[temp,temp]
Jvector <- as.vector(permuted.Jaccard)
permuted.corr[i] <- cor(Jvector,X1vector)
}
pvalue <- sum(permuted.corr>=obs.corr)/numPermutes

← Frequency distribution of
600

Pearson’s r from the permutations

400

original data correlation r = 0.4062

200

permutation p-value = 0.0652

0

0.2 0.3 0.4 0.5

permuted.corr

Pearson’s assumes the relationship if it exists is linear. Is that the case here?

STA 6934 Spring 2007 8 Mary C. Christman

I reran the test using Spearman’s correlation coefficient instead:

Change cor(Jvector,X1vector) to
cor(rank(Jvector),rank(X1vector)) and rerun the above code.

> obs.corr = 0.3994808

> pvalue = 0.0482
1200
1000
800
600
400
200
0

0.0 0.1 0.2 0.3 0.4 0.5

permuted.corr

The best method (not shown) is to incorporate a second variable that

distinguishes the two regions from each other following the method outlined
in Smouse et al. 1986. Sometimes called partial Mantel tests or multiple
regression Mantel tests.

Mantel Correlogram

In order to study the structure of the Y matrix (usually the one of interest)
with respect to “distances” in the other matrix, it is of interest to look at the
correlation among values of Y for specific sets of “distances” in X. This is a
case of looking at AUTOcorrelation among subsets of values within a matrix
rather than correlation between two different variables. The correlogram is a
graphic displaying the autocorrelation for those different subsets. For
example, suppose I am interested in the autocorrelation among the
dissimilarities of the copepods as a function of log(distance). The way to do
that is to create a set of non-overlapping distance classes (called lag

STA 6934 Spring 2007 9 Mary C. Christman

distances) and do the autocorrelation of observations that fall within each
distance class.

First, I need to create the set of lag distances: (>0 – 1), (1 – 2), and (> 2).
# Lag distance matrix
lagDistMatrix=matrix(c(
0, 1, 1, 1, 1, 3, 3, 3, 3, 3, 3, 3, 3,
1, 0, 1, 1, 1, 3, 3, 3, 3, 3, 3, 3, 3,
1, 1, 0, 1, 1, 3, 3, 3, 3, 3, 3, 3, 3,
1, 1, 1, 0, 1, 3, 3, 3, 3, 3, 3, 3, 3,
1, 1, 1, 1, 0, 3, 3, 3, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 0, 2, 2, 2, 2, 2, 2, 2,
3, 3, 3, 3, 3, 2, 0, 1, 1, 2, 2, 2, 2,
3, 3, 3, 3, 3, 2, 1, 0, 1, 2, 2, 2, 2,
3, 3, 3, 3, 3, 2, 1, 1, 0, 2, 2, 2, 2,
3, 3, 3, 3, 3, 2, 2, 2, 2, 0, 2, 2, 2,
3, 3, 3, 3, 3, 2, 2, 2, 2, 2, 0, 1, 1,
3, 3, 3, 3, 3, 2, 2, 2, 2, 2, 1, 0, 1,
3, 3, 3, 3, 3, 2, 2, 2, 2, 2, 1, 1, 0),
nrow=Matrixsize, ncol=Matrixsize)

Then, for each lag distance, I need to create another matrix of 0s and 1s,
where the zeroes indicate that the distance is within the lag class or 1s
otherwise. Now perform Mantel’s test on these two matrices. Repeat until all
lag classes have been done.
# For example: Lag 1 matrix
lagDistMatrix1 = matrix(c(
0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1,
0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1,
0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1,
0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1,
0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 0, 0, 0, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0),
nrow=Matrixsize, ncol=Matrixsize)

# Lag distance 2 matrix

lagDistMatrix2 = matrix(c(
0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0,
1, 1, 1, 1, 1, 0, 0, 1, 1, 0, 0, 0, 0,

STA 6934 Spring 2007 10 Mary C. Christman

1, 1, 1, 1, 1, 0, 1, 0, 1, 0, 0, 0, 0,
1, 1, 1, 1, 1, 0, 1, 1, 0, 0, 0, 0, 0,
1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0,
1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 1, 1,
1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 1, 0, 1,
1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 1, 1, 0),
nrow=Matrixsize, ncol=Matrixsize)

# Lag distance matrix

lagDistMatrix3 = matrix(c(
0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0,
1, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0,
1, 1, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0,
1, 1, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0,
1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1,
0, 0, 0, 0, 0, 1, 0, 1, 1, 1, 1, 1, 1,
0, 0, 0, 0, 0, 1, 1, 0, 1, 1, 1, 1, 1,
0, 0, 0, 0, 0, 1, 1, 1, 0, 1, 1, 1, 1,
0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 1, 1, 1,
0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 0, 1, 1,
0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 0, 1,
0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0),
nrow=Matrixsize, ncol=Matrixsize)

Run Mantel’s test on each lag distance matrix and Y. We obtain the
following results:

Lag Observed Correlation 2-sided p-value

1 0.4152 0.0004
2 -0.0000561 0.3444
3 -0.1931 0.0088

Very positive and very negative values indicate that the further away the
locations from one another, the more dissimilar the species composition (as
measured by 1-J).

STA 6934 Spring 2007 11 Mary C. Christman