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A robust permutation test for the concordance correlation coefficient.

ABSTRACT: In this work, we developed a robust permutation test for the concordance correlation coefficient (ρ_c ) for testing the general hypothesis H₀ : ρ_c = ρ_c(0) . The proposed test is based on an appropriately studentized statistic. Theoretically, the test is proven to be asymptotically valid in the general setting when two paired variables are uncorrelated but dependent. This desired property was demonstrated across a range of distributional assumptions and sample sizes in simulation studies, where the test exhibits robust type I error control in all settings tested, even when the sample size is small. We demonstrated the application of this test in two real world examples across cardiac output measurements and endocardiographic imaging.

SUBMITTER: Hutson AD

PROVIDER: S-EPMC8359348 | biostudies-literature | 2021 Jul

REPOSITORIES: biostudies-literature

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A robust permutation test for the concordance correlation coefficient.

Hutson Alan D AD Yu Han H

Pharmaceutical statistics 20210217 4

In this work, we developed a robust permutation test for the concordance correlation coefficient (ρc ) for testing the general hypothesis H0 : ρc = ρc(0) . The proposed test is based on an appropriately studentized statistic. Theoretically, the test is proven to be asymptotically valid in the general setting when two paired variables are uncorrelated but dependent. This desired property was demonstrated across a range of distributional assumptions an ...[more]

PMID: 33599032

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