PHYLOGENIES,SPATIAL AUTOREGRESSION,AND THE COMPARATIVE METHOD: A COMPUTER SIMULATION TEST

Brownian motion computer simulation was used to test the statistical properties of a spatial autoregressive method in estimating evolutionary correlations between two traits using interspecific comparative data. When applied with a phylogeny of 42 species, the method exhibited reasonable Type I and II error rates. Estimation abilities were comparable to those of independent contrasts and minimum evolution (parsimony) methods, and generally superior to a traditional nonphylogenetic approach (not taking phylogenies into account at all). However, the autoregressive method performed extremely poorly with a smaller phylogeny (15 species) and with nearly independent (“star”) phylogenies. In both of these situations, any phylogenetic autocorrelation present in the data was not detected by the method. Results show how diagnostic techniques (e.g., Moran's I) can be useful in detecting and avoiding such situations, but that such techniques should not be used as definitive evidence that phylogenetic correlation is not present in a set of comparative data. The correction factor (α) proposed by Gittleman and Kot (1990) for use in weighting phylogenetic information had little effect in most analyses of 15 or 42 species with incorrect phylogenetic information, and may require much larger sample sizes before significant improvement is shown. With the sample sizes tested in this study, however, the autoregressive method implemented with this correction factor and correct phylogenetic information led to downwardly biased estimates of the absolute magnitude of the evolutionary correlation between two traits. Cautions and recommendations for implemention of the spatial autoregressive method are given; computer programs to conduct the analyses are available on request.     

POOR STATISTICAL PERFORMANCE OF THE MANTEL TEST IN PHYLOGENETIC COMPARATIVE ANALYSES

The Mantel test, based on comparisons of distance matrices, is commonly employed in comparative biology, but its statistical properties in this context are unknown. Here, we evaluate the performance of the Mantel test for two applications in comparative biology: testing for phylogenetic signal, and testing for an evolutionary correlation between two characters. We find that the Mantel test has poor performance compared to alternative methods, including low power and, under some circumstances, inflated type‐I error. We identify a remedy for the inflated type‐I error of three‐way Mantel tests using phylogenetic permutations; however, this test still has considerably lower power than independent contrasts. We recommend that use of the Mantel test should be restricted to cases in which data can only be expressed as pairwise distances among taxa.     

Investigating evolutionary lag using the species-pairs evolutionary lag test (SPELT)

For traits showing correlated evolution, one trait may evolve more slowly than the other, producing evolutionary lag. The species-pairs evolutionary lag test (SPELT) uses an independent contrasts based approach to detect evolutionary lag on a phylogeny. We investigated the statistical performance of SPELT in relation to degree of lag, sample size (species pairs), and strength of association between traits. We simulated trait evolution under two models: one in which trait X changes during speciation and the lagging trait Y catches up as a function of time since speciation; and another in which trait X evolves in a random walk and the lagging trait Y is a function of X at a previous time period. Type I error rates under “no lag” were close to the expected level of 5%, indicating that the method is not prone to false-positives. Simulation results suggest that reasonable statistical power (80%) is reached with around 140 species pairs, although the degree of lag and trait associations had additional influences on power. We applied the method to two datasets and discuss how estimation of a branch length scaling parameter (κ) can be used with SPELT to detect lag.     

Comparative methods as a statistical fix: the dangers of ignoring an evolutionary model

Abstract Comparative methods are widely used in ecology and evolution. The most frequently used comparative methods are based on an explicit evolutionary model. However, recent approaches have been popularized that are without an evolutionary basis or an underlying null model. Here we highlight the limitations of such techniques in comparative analyses by using simulations to compare two commonly used comparative methods with and without evolutionary basis, respectively: generalized least squares (GLS) and phylogenetic eigenvector regression (PVR). We find that GLS methods are more efficient at estimating model parameters and produce lower variance in parameter estimates, lower phylogenetic signal in residuals, and lower Type I error rates than PVR methods. These results can very likely be generalized to eigenvector methods that control for space and both space and phylogeny. We highlight that GLS methods can be adapted in numerous ways and that the variance structure used in these models can be flexibly optimized to each data set.     

Assessment of the relative merits of a few methods to detect evolutionary trends

Some of the most basic questions about the history of life concern evolutionary trends. These include determining whether or not metazoans have become more complex over time, whether or not body size tends to increase over time (the Cope-Depéret rule), or whether or not brain size has increased over time in various taxa, such as mammals and birds. Despite the proliferation of studies on such topics, assessment of the reliability of results in this field is hampered by the variability of techniques used and the lack of statistical validation of these methods. To solve this problem, simulations are performed using a variety of evolutionary models (gradual Brownian motion, speciational Brownian motion, and Ornstein-Uhlenbeck), with or without a drift of variable amplitude, with variable variance of tips, and with bounds placed close or far from the starting values and final means of simulated characters. These are used to assess the relative merits (power, Type I error rate, bias, and mean absolute value of error on slope estimate) of several statistical methods that have recently been used to assess the presence of evolutionary trends in comparative data. Results show widely divergent performance of the methods. The simple, nonphylogenetic regression (SR) and variance partitioning using phylogenetic eigenvector regression (PVR) with a broken stick selection procedure have greatly inflated Type I error rate (0.123-0.180 at a 0.05 threshold), which invalidates their use in this context. However, they have the greatest power. Most variants of Felsenstein's independent contrasts (FIC; five of which are presented) have adequate Type I error rate, although two have a slightly inflated Type I error rate with at least one of the two reference trees (0.064-0.090 error rate at a 0.05 threshold). The power of all contrast-based methods is always much lower than that of SR and PVR, except under Brownian motion with a strong trend and distant bounds. Mean absolute value of error on slope of all FIC methods is slightly higher than that of phylogenetic generalized least squares (PGLS), SR, and PVR. PGLS performs well, with low Type I error rate, low error on regression coefficient, and power comparable with some FIC methods. Four variants of skewness analysis are examined, and a new method to assess significance of results is presented. However, all have consistently low power, except in rare combinations of trees, trend strength, and distance between final means and bounds. Globally, the results clearly show that FIC-based methods and PGLS are globally better than nonphylogenetic methods and variance partitioning with PVR. FIC methods and PGLS are sensitive to the model of evolution (and, hence, to branch length errors). Our results suggest that regressing raw character contrasts against raw geological age contrasts yields a good combination of power and Type I error rate. New software to facilitate batch analysis is presented.     

A METHOD FOR ASSESSING PHYLOGENETIC LEAST SQUARES MODELS FOR SHAPE AND OTHER HIGH‐DIMENSIONAL MULTIVARIATE DATA

Studies of evolutionary correlations commonly use phylogenetic regression (i.e., independent contrasts and phylogenetic generalized least squares) to assess trait covariation in a phylogenetic context. However, while this approach is appropriate for evaluating trends in one or a few traits, it is incapable of assessing patterns in highly multivariate data, as the large number of variables relative to sample size prohibits parametric test statistics from being computed. This poses serious limitations for comparative biologists, who must either simplify how they quantify phenotypic traits, or alter the biological hypotheses they wish to examine. In this article, I propose a new statistical procedure for performing ANOVA and regression models in a phylogenetic context that can accommodate high‐dimensional datasets. The approach is derived from the statistical equivalency between parametric methods using covariance matrices and methods based on distance matrices. Using simulations under Brownian motion, I show that the method displays appropriate Type I error rates and statistical power, whereas standard parametric procedures have decreasing power as data dimensionality increases. As such, the new procedure provides a useful means of assessing trait covariation across a set of taxa related by a phylogeny, enabling macroevolutionary biologists to test hypotheses of adaptation, and phenotypic change in high‐dimensional datasets.     

Effects of branch length errors on the performance of phylogenetically independent contrasts

We examined Type I error rates of Felsenstein's (1985; Am. Nat. 125:1-15) comparative method of phylogenetically independent contrasts when branch lengths are in error and the model of evolution is not Brownian motion. We used seven evolutionary models, six of which depart strongly from Brownian motion, to simulate the evolution of two continuously valued characters along two different phylogenies (15 and 49 species). First, we examined the performance of independent contrasts when branch lengths are distorted systematically, for example, by taking the square root of each branch segment. These distortions often caused inflated Type I error rates, but performance was almost always restored when branch length transformations were used. Next, we investigated effects of random errors in branch lengths. After the data were simulated, we added errors to the branch lengths and then used the altered phylogenies to estimate character correlations. Errors in the branches could be of two types: fixed, where branch lengths are either shortened or lengthened by a fixed fraction; or variable, where the error is a normal variate with mean zero and the variance is scaled to the length of the branch (so that expected error relative to branch length is constant for the whole tree). Thus, the error added is unrelated to the microevolutionary model. Without branch length checks and transformations, independent contrasts tended to yield extremely inflated and highly variable Type I error rates. Type I error rates were reduced, however, when branch lengths were checked and transformed as proposed by Garland et al. (1992; Syst. Biol. 41:18-32), and almost never exceeded twice the nominal P-value at alpha = 0.05. Our results also indicate that, if branch length transformations are applied, then the appropriate degrees of freedom for testing the significance of a correlation coefficient should, in general, be reduced to account for estimation of the best branch length transformation. These results extend those reported in Díaz-Uriarte and Garland (1996; Syst. Biol. 45:27-47), and show that, even with errors in branch lengths and evolutionary models different from Brownian motion, independent contrasts are a robust method for testing hypotheses of correlated evolution.     

EVALUATION OF THE RESTRICTED MAXIMUM-LIKELIHOOD METHOD FOR ESTIMATING PHYLOGENETIC TREES USING SIMULATED ALLELE-FREQUENCY DATA

Comparisons are made of the accuracy of the restricted maximum-likelihood, Wagner parsimony, and UPGMA (unweighted pair-group method using arithmetic averages) clustering methods to estimate phylogenetic trees. Data matrices were generated by constructing simulated stochastic evolution in a multidimensional gene-frequency space using a simple genetic-drift model (Brownian-motion, random-walk) with constant rates of divergence in all lineages. Ten differentphylogenetic tree topologies of 20 operational taxonomic units (OTU's), representing a range of tree shapes, were used. Felsenstein's restricted maximum-likelihood method, Wagner parsimony, and UPGMA clustering were used to construct trees from the resulting data matrices. The computations for the restricted maximum-likelihood method were performed on a Cray-1 supercomputer since the required calculations (especially when optimized for the vector hardware) are performed substantially faster than on more conventional computing systems. The overall level of accuracy of tree reconstruction depends on the topology of the true phylogenetic tree. The UPGMA clustering method, especially when genetic-distance coefficients are used, gives the most accurate estimates of the true phylogeny (for our model with constant evolutionary rates). For large numbers of loci, all methods give similar results, but trends in the results imply that the restricted maximum-likelihood method would produce the most accurate trees if sample sizes were large enough.     

Polytomies and phylogenetically independent contrasts: examination of the bounded degrees of freedom approach

We examined the effect of soft polytomies on the performance (Type I error rate and bias) of Felsenstein's (1985; Am. Nat. 125:1-15) method of phylogenetically independent contrasts for estimating a bivariate correlation. We specifically tested the adequacy of bounding degrees of freedom, as suggested by Purvis and Garland (1993; Syst. Biol. 42:569-575). We simulated bivariate character evolution under Brownian motion (assumed by independent contrasts) and eight other models on five phylogenetic trees. For non-Brownian motion simulations, the adequacy of branch-length standardization was checked with a simple diagnostic (Garland et al., 1992; Syst. Biol. 41:18-32), and transformations were applied as indicated. Surprisingly, soft polytomies tended to have negligible effects on Type I error rates when models other than Brownian motion were used. Overall, and irrespective of evolutionary model, degrees of freedom were appropriately bounded for hypothesis testing, and unbiased estimates of the correlation coefficient were obtained. Our results, along with those of previous simulation studies, suggest that independent contrasts can reliably be applied to real data, even with phylogenetic uncertainty.     

COMPARISON OF METHODS FOR ANALYZING REPLICATED PREFERENCE TESTS

Preference testing is commonly used in consumer sensory evaluation. Traditionally, it is done without replication, effectively leading to a single 0/1 (binary) measurement on each panelist. However, to understand the nature of the preference, replicated preference tests are a better approach, resulting in binomial counts of preferences on each panelist. Variability among panelists then leads to overdispersion of the counts when the binomial model is used and to an inflated Type I error rate for statistical tests of preference. Overdispersion can be adjusted by Pearson correction or by other models such as correlated binomial or beta‐binomial. Several methods are suggested or reviewed in this study for analyzing replicated preference tests and their Type I error rates and power are compared. Simulation studies show that all methods have reasonable Type I error rates and similar power. Among them, the binomial model with Pearson adjustment is probably the safest way to analyze replicated preference tests, while a normal model in which the binomial distribution is not assumed is the easiest.     

On the analysis of evolutionary change along single branches in a phylogeny

Comparative biologists are sometimes interested in estimating the evolutionary rate along single branches in a phylogeny. I evaluate two methods by which the evolutionary rate along single branches can be compared with the evolutionary rate throughout the rest of the tree. The first is McPeek's contrasts method, and the second is a likelihood method presented independently in two recently published studies. Although the latter method was developed primarily for the comparison of rates among clades, the approach is equally suited for the analysis of evolutionary rate along single or isolated branches. I find that Type I error is acceptable in both methods but that power and parameter estimation are relatively poor in McPeek's method as it is typically applied.     

Taxon sampling, correlated evolution, and independent contrasts

Independent contrasts are widely used to incorporate phylogenetic information into studies of continuous traits, particularly analyses of evolutionary trait correlations, but the effects of taxon sampling on these analyses have received little attention. In this paper, simulations were used to investigate the effects of taxon sampling patterns and alternative branch length assignments on the statistical performance of correlation coefficients and sign tests; "full-tree" analyses based on contrasts at all nodes and "paired-comparisons" based only on contrasts of terminal taxon pairs were also compared. The simulations showed that random samples, with respect to the traits under consideration, provide statistically robust estimates of trait correlations. However, exact significance tests are highly dependent on appropriate branch length information; equal branch lengths maintain lower Type I error than alternative topological approaches, and adjusted critical values of the independent contrast correlation coefficient are provided for use with equal branch lengths. Nonrandom samples, with respect to univariate or bivariate trait distributions, introduce discrepancies between interspecific and phylogenetically structured analyses and bias estimates of underlying evolutionary correlations. Examples of nonrandom sampling processes may include community assembly processes, convergent evolution under local adaptive pressures, selection of a nonrandom sample of species from a habitat or life-history group, or investigator bias. Correlation analyses based on species pairs comparisons, while ignoring deeper relationships, entail significant loss of statistical power and as a result provide a conservative test of trait associations. Paired comparisons in which species differ by a large amount in one trait, a method introduced in comparative plant ecology, have appropriate Type I error rates and high statistical power, but do not correctly estimate the magnitude of trait correlations. Sign tests, based on full-tree or paired-comparison approaches, are highly reliable across a wide range of sampling scenarios, in terms of Type I error rates, but have very low power. These results provide guidance for selecting species and applying comparative methods to optimize the performance of statistical tests of trait associations.     

DISENTANGLING EVOLUTIONARY CAUSE‐EFFECT RELATIONSHIPS WITH PHYLOGENETIC CONFIRMATORY PATH ANALYSIS

Confirmatory path analysis is a statistical technique to build models of causal hypotheses among variables and test if the data conform with the causal model. However, classical path analysis techniques ignore the nonindependence of observations due to phylogenetic relatedness among species, possibly leading to spurious results. Here, we present a simple method to perform phylogenetic confirmatory path analysis (PPA). We analyzed simulated datasets with varying amounts of phylogenetic signal in the data and a known underlying causal structure linking the traits to estimate Type I error and power. Results show that Type I error for PPA appeared to be slightly anticonservative (range: 0.047–0.072) but path analysis models ignoring phylogenetic signal resulted in much higher Type I error rates, which were positively related to the amount of phylogenetic signal (range: 0.051 for λ= 0 to 0.916 for λ= 1). Further, the power of the test was not compromised when accounting for phylogeny. As an example of the application of PPA, we revisit a study on the correlates of aggressive broodmate competition across seven avian families. The use of PPA allowed us to gain greater insight into the plausible causal paths linking species traits to aggressive broodmate competition.     

Likelihood methods for detecting temporal shifts in diversification rates

Maximum likelihood is a potentially powerful approach for investigating the tempo of diversification using molecular phylogenetic data. Likelihood methods distinguish between rate-constant and rate-variable models of diversification by fitting birth-death models to phylogenetic data. Because model selection in this context is a test of the null hypothesis that diversification rates have been constant over time, strategies for selecting best-fit models must minimize Type I error rates while retaining power to detect rate variation when it is present. Here I examine model selection, parameter estimation, and power to reject the null hypothesis using likelihood models based on the birth-death process. The Akaike information criterion (AIC) has often been used to select among diversification models; however, I find that selecting models based on the lowest AIC score leads to a dramatic inflation of the Type I error rate. When appropriately corrected to reduce Type I error rates, the birth-death likelihood approach performs as well or better than the widely used gamma statistic, at least when diversification rates have shifted abruptly over time. Analyses of datasets simulated under a range of rate-variable diversification scenarios indicate that the birth-death likelihood method has much greater power to detect variation in diversification rates when extinction is present. Furthermore, this method appears to be the only approach available that can distinguish between a temporal increase in diversification rates and a rate-constant model with nonzero extinction. I illustrate use of the method by analyzing a published phylogeny for Australian agamid lizards.     

SIMULATION‐BASED LIKELIHOOD APPROACH FOR EVOLUTIONARY MODELS OF PHENOTYPIC TRAITS ON PHYLOGENY

Phylogenetic comparative methods (PCMs) have been used to test evolutionary hypotheses at phenotypic levels. The evolutionary modes commonly included in PCMs are Brownian motion (genetic drift) and the Ornstein–Uhlenbeck process (stabilizing selection), whose likelihood functions are mathematically tractable. More complicated models of evolutionary modes, such as branch‐specific directional selection, have not been used because calculations of likelihood and parameter estimates in the maximum‐likelihood framework are not straightforward. To solve this problem, we introduced a population genetics framework into a PCM, and here, we present a flexible and comprehensive framework for estimating evolutionary parameters through simulation‐based likelihood computations. The method does not require analytic likelihood computations, and evolutionary models can be used as long as simulation is possible. Our approach has many advantages: it incorporates different evolutionary modes for phenotypes into phylogeny, it takes intraspecific variation into account, it evaluates full likelihood instead of using summary statistics, and it can be used to estimate ancestral traits. We present a successful application of the method to the evolution of brain size in primates. Our method can be easily implemented in more computationally effective frameworks such as approximate Bayesian computation (ABC), which will enhance the use of computationally intensive methods in the study of phenotypic evolution.     

Assessing Differential Expression in Two-Color Microarrays: A Resampling-Based Empirical Bayes Approach

Microarrays are widely used for examining differential gene expression, identifying single nucleotide polymorphisms, and detecting methylation loci. Multiple testing methods in microarray data analysis aim at controlling both Type I and Type II error rates; however, real microarray data do not always fit their distribution assumptions. Smyth''s ubiquitous parametric method, for example, inadequately accommodates violations of normality assumptions, resulting in inflated Type I error rates. The Significance Analysis of Microarrays, another widely used microarray data analysis method, is based on a permutation test and is robust to non-normally distributed data; however, the Significance Analysis of Microarrays method fold change criteria are problematic, and can critically alter the conclusion of a study, as a result of compositional changes of the control data set in the analysis. We propose a novel approach, combining resampling with empirical Bayes methods: the Resampling-based empirical Bayes Methods. This approach not only reduces false discovery rates for non-normally distributed microarray data, but it is also impervious to fold change threshold since no control data set selection is needed. Through simulation studies, sensitivities, specificities, total rejections, and false discovery rates are compared across the Smyth''s parametric method, the Significance Analysis of Microarrays, and the Resampling-based empirical Bayes Methods. Differences in false discovery rates controls between each approach are illustrated through a preterm delivery methylation study. The results show that the Resampling-based empirical Bayes Methods offer significantly higher specificity and lower false discovery rates compared to Smyth''s parametric method when data are not normally distributed. The Resampling-based empirical Bayes Methods also offers higher statistical power than the Significance Analysis of Microarrays method when the proportion of significantly differentially expressed genes is large for both normally and non-normally distributed data. Finally, the Resampling-based empirical Bayes Methods are generalizable to next generation sequencing RNA-seq data analysis.     

MODULARITY AND RATES OF EVOLUTIONARY CHANGE IN A POWER‐AMPLIFIED PREY CAPTURE SYSTEM

The dynamic interplay among structure, function, and phylogeny form a classic triad of influences on the patterns and processes of biological diversification. Although these dynamics are widely recognized as important, quantitative analyses of their interactions have infrequently been applied to biomechanical systems. Here we analyze these factors using a fundamental biomechanical mechanism: power amplification. Power‐amplified systems use springs and latches to generate extremely fast and powerful movements. This study focuses specifically on the power amplification mechanism in the fast raptorial appendages of mantis shrimp (Crustacea: Stomatopoda). Using geometric morphometric and phylogenetic comparative analyses, we measured evolutionary modularity and rates of morphological evolution of the raptorial appendage's biomechanical components. We found that “smashers” (hammer‐shaped raptorial appendages) exhibit lower modularity and 10‐fold slower rates of morphological change when compared to non‐smashers (spear‐shaped or undifferentiated appendages). The morphological and biomechanical integration of this system at a macroevolutionary scale and the presence of variable rates of evolution reveal a balance between structural constraints, functional variation, and the “roles of development and genetics” in evolutionary diversification.     

PHYLOGENETIC ANALYSIS OF THE EVOLUTIONARY CORRELATION USING LIKELIHOOD

Many evolutionary processes can lead to a change in the correlation between continuous characters over time or on different branches of a phylogenetic tree. Shifts in genetic or functional constraint, in the selective regime, or in some combination thereof can influence both the evolution of continuous traits and their relation to each other. These changes can often be mapped on a phylogenetic tree to examine their influence on multivariate phenotypic diversification. We propose a new likelihood method to fit multiple evolutionary rate matrices (also called evolutionary variance–covariance matrices) to species data for two or more continuous characters and a phylogeny. The evolutionary rate matrix is a matrix containing the evolutionary rates for individual characters on its diagonal, and the covariances between characters (of which the evolutionary correlations are a function) elsewhere. To illustrate our approach, we apply the method to an empirical dataset consisting of two features of feeding morphology sampled from 28 centrarchid fish species, as well as to data generated via phylogenetic numerical simulations. We find that the method has appropriate type I error, power, and parameter estimation. The approach presented herein is the first to allow for the explicit testing of how and when the evolutionary covariances between characters have changed in the history of a group.     

Phylogenetic estimates of diversification rate are affected by molecular rate variation

Molecular phylogenies are increasingly being used to investigate the patterns and mechanisms of macroevolution. In particular, node heights in a phylogeny can be used to detect changes in rates of diversification over time. Such analyses rest on the assumption that node heights in a phylogeny represent the timing of diversification events, which in turn rests on the assumption that evolutionary time can be accurately predicted from DNA sequence divergence. But there are many influences on the rate of molecular evolution, which might also influence node heights in molecular phylogenies, and thus affect estimates of diversification rate. In particular, a growing number of studies have revealed an association between the net diversification rate estimated from phylogenies and the rate of molecular evolution. Such an association might, by influencing the relative position of node heights, systematically bias estimates of diversification time. We simulated the evolution of DNA sequences under several scenarios where rates of diversification and molecular evolution vary through time, including models where diversification and molecular evolutionary rates are linked. We show that commonly used methods, including metric‐based, likelihood and Bayesian approaches, can have a low power to identify changes in diversification rate when molecular substitution rates vary. Furthermore, the association between the rates of speciation and molecular evolution rate can cause the signature of a slowdown or speedup in speciation rates to be lost or misidentified. These results suggest that the multiple sources of variation in molecular evolutionary rates need to be considered when inferring macroevolutionary processes from phylogenies.