Table Of ContentMEASURING AGREEMENT
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MEASURING AGREEMENT
Models, Methods, and Applications
Pankaj K. Choudhary
TheUniversityofTexasatDallas
Haikady N. Nagaraja
TheOhioStateUniversity
This edition first published 2017
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Library of Congress Cataloging-in-Publication Data
Names: Choudhary, Pankaj K. (Pankaj Kumar), 1975- author. | Nagaraja, H. N.
(Haikady Navada), 1954- author.
Title: Measuring agreement : models, methods, and applications / by Pankaj K.
Choudhary, Haikady N. Nagaraja.
Description: Hoboken, NJ : John Wiley & Sons, 2017. | Series: Wiley series in
probability and statistics | Includes bibliographical references and
index. | Description based on print version record and CIP data provided
by publisher; resource not viewed.
Identifiers: LCCN 2017022085 (print) | LCCN 2017037255 (ebook) | ISBN
9781118553145 (pdf) | ISBN 9781118553244 (epub) | ISBN 9781118078587
(cloth)
Subjects: LCSH: Statistics--Methodology.
Classification: LCC QA276.A2 (ebook) | LCC QA276.A2 C46 2017 (print) | DDC
001.4/22--dc23
LC record available at https://lccn.loc.gov/2017022085
Cover images: (Background) © BlackJack3D/Gettyimages; (Graph) Courtesy of Pankaj K. Choudhary and
Haikady N. Nagaraja
Cover design by Wiley
10 9 8 7 6 5 4 3 2 1
To:
My parents, and Swati,
Aalo, and Arushi—PKC
Jyothi—HNN
CONTENTS
Preface xv
1 Introduction 1
1.1 Preview 1
1.2 NotationalConventions 1
1.3 BasicCharacteristicsofaMeasurementMethod 2
1.3.1 AStatisticalModelforMeasurements 3
1.3.2 QualityCharacteristics 3
1.4 MethodComparisonStudies 5
1.5 MeaningofAgreement 6
1.6 AMeasurementErrorModel 8
1.6.1 IdentifiabilityIssues 9
1.6.2 Model-BasedMoments 10
1.6.3 ConditionsforPerfectAgreement 10
1.6.4 LinktoTestTheory 11
1.7 SimilarityversusAgreement 11
1.7.1 EvaluationofSimilarity 11
1.7.2 EvaluationofAgreement 12
1.8 AToyExample 13
1.9 ControversiesandOurView 14
1.10 ConceptsRelatedtoAgreement 15
vii
viii CONTENTS
1.11 RoleofConfidenceIntervalsandHypothesesTesting 16
1.11.1 FormulatingtheAgreementHypotheses 16
1.11.2 TestingHypothesesUsingConfidenceBounds 17
1.11.3 EvaluationofAgreementUsingConfidenceBounds 17
1.11.4 EvaluationofSimilarityUsingConfidenceIntervals 18
1.12 CommonModelsforPairedMeasurementsData 18
1.12.1 AMeasurementErrorModel 19
1.12.2 AMixed-EffectsModel 20
1.12.3 ABivariateNormalModel 21
1.12.4 LimitationsofthePairedMeasurementsDesign 22
1.13 TheBland-AltmanPlot 23
1.13.1 TheIdealPlot 23
1.13.2 ALinearTrendintheBland-AltmanPlot 25
1.13.3 HeteroscedasticityintheBland-AltmanPlot 26
1.13.4 VariationsoftheBland-AltmanPlot 27
1.14 CommonRegressionApproaches 29
1.14.1 OrdinaryLinearRegression 29
1.14.2 DemingRegression 31
1.15 InappropriateUseofCommonTestsinMethodComparisonStudies 34
1.15.1 TestofZeroCorrelation 34
1.15.2 Pairedt-test 36
1.15.3 Pitman-MorganandBradley-BlackwoodTests 36
1.15.4 TestofZeroInterceptandUnitSlope 38
1.16 KeyStepsintheAnalysisofMethodComparisonData 39
1.17 ChapterSummary 40
1.18 BibliographicNote 41
Exercises 47
2 CommonApproachesforMeasuringAgreement 53
2.1 Preview 53
2.2 Introduction 53
2.3 MeanSquaredDeviation 54
2.4 ConcordanceCorrelationCoefficient 54
2.5 ADigression: ToleranceandPredictionintervals 57
2.5.1 Definitions 57
2.5.2 NormallyDistributedData 58
2.6 Lin’sProbabilityCriterionandBland-AltmanCriterion 59
2.7 LimitsofAgreement 60
2.7.1 TheApproach 60
2.7.2 WhyIgnoretheVariability? 61
2.7.3 Limits of Agreement versus Prediction and Tolerance
Intervals 62
CONTENTS ix
2.8 TotalDeviationIndexandCoverageProbability 62
2.8.1 TheApproaches 62
2.8.2 NormallyDistributedDifferences 63
2.9 InferenceonAgreementMeasures 64
2.10 ChapterSummary 64
2.11 BibliographicNote 65
Exercises 66
3 AGeneralApproachforModelingandInference 71
3.1 Preview 71
3.2 Mixed-EffectsModels 71
3.2.1 TheModel 72
3.2.2 Prediction 73
3.2.3 ModelFitting 74
3.2.4 ModelDiagnostics 75
3.3 ALarge-SampleApproachtoInference 76
3.3.1 ApproximateDistributions 77
3.3.2 ConfidenceIntervals 78
3.3.3 ParameterTransformation 80
3.3.4 BootstrapConfidenceIntervals 81
3.3.5 ConfidenceBands 83
3.3.6 TestofHomogeneity 83
3.3.7 ModelComparison 84
3.4 ModelingandAnalysisofMethodComparisonData 85
3.5 ChapterSummary 88
3.6 BibliographicNote 89
Exercises 89
4 PairedMeasurementsData 95
4.1 Preview 95
4.2 ModelingofData 95
4.2.1 Mixed-EffectsModel 95
4.2.2 BivariateNormalModel 97
4.3 EvaluationofSimilarityandAgreement 98
4.4 CaseStudies 99
4.4.1 OxygenSaturationData 99
4.4.2 PlasmaVolumeData 101
4.4.3 VitaminDData 103
4.5 ChapterSummary 106
4.6 TechnicalDetails 106
4.6.1 Mixed-EffectsModel 106
x CONTENTS
4.6.2 BivariateNormalModel 107
4.7 BibliographicNote 108
Exercises 108
5 RepeatedMeasurementsData 111
5.1 Preview 111
5.2 Introduction 111
5.2.1 TypesofData 112
5.2.2 IndividualversusAverageMeasurement 113
5.2.3 ExampleDatasets 113
5.3 DisplayingData 114
5.3.1 BasicPlots 114
5.3.2 InteractionPlots 116
5.4 ModelingofData 117
5.4.1 UnlinkedData 118
5.4.2 LinkedData 121
5.4.3 ModelFittingandEvaluation 123
5.5 EvaluationofSimilarityandAgreement 123
5.6 EvaluationofRepeatability 124
5.6.1 UnlinkedData 125
5.6.2 LinkedData 125
5.7 CaseStudies 126
5.7.1 KiwiData 126
5.7.2 OximetryData 129
5.8 ChapterSummary 133
5.9 TechnicalDetails 134
5.9.1 UnlinkedData 134
5.9.2 LinkedData 134
5.10 BibliographicNote 135
Exercises 137
6 HeteroscedasticData 141
6.1 Preview 141
6.2 Introduction 141
6.2.1 DiagnosingHeteroscedasticity 142
6.2.2 ExampleDatasets 143
6.3 VarianceFunctionModels 144
6.4 RepeatedMeasurementsData 146
6.4.1 AHeteroscedasticMixed-EffectsModel 147
6.4.2 SpecifyingtheVarianceFunction 149
6.4.3 ModelFittingandEvaluation 150
CONTENTS xi
6.4.4 TestingforHomoscedasticity 151
6.4.5 EvaluationofSimilarity,Agreement,andRepeatability 151
6.4.6 CaseStudy: CholesterolData 152
6.5 PairedMeasurementsData 162
6.5.1 AHeteroscedasticBivariateNormalModel 162
6.5.2 SpecifyingtheVarianceFunction 163
6.5.3 ModelFittingandEvaluation 164
6.5.4 TestingforHomoscedasticity 164
6.5.5 EvaluationofSimilarityandAgreement 164
6.5.6 CaseStudy: CyclosporinData 165
6.6 ChapterSummary 171
6.7 TechnicalDetails 171
6.7.1 RepeatedMeasurementsData 171
6.7.2 PairedMeasurementsData 173
6.8 BibliographicNote 174
Exercises 174
7 DatafromMultipleMethods 177
7.1 Preview 177
7.2 Introduction 177
7.3 DisplayingData 179
7.4 ExampleDatasets 179
7.4.1 SystolicBloodPressureData 180
7.4.2 TumorSizeData 180
7.5 ModelingUnreplicatedData 184
7.6 ModelingRepeatedMeasurementsData 186
7.6.1 UnlinkedData 186
7.6.2 LinkedData 187
7.7 ModelFittingandEvaluation 189
7.8 EvaluationofSimilarityandAgreement 190
7.9 EvaluationofRepeatability 191
7.10 CaseStudies 192
7.10.1 SystolicBloodPressureData 192
7.10.2 TumorSizeData 195
7.11 ChapterSummary 198
7.12 TechnicalDetails 198
7.13 BibliographicNote 200
Exercises 200
8 DatawithCovariates 205
8.1 Preview 205