L-statistics of absolute differences for quantifying the agreement between two variables

ABSTRACT

In many clinical studies, Lin’s (1989) concordance correlation coefficient (CCC) is a popular measure of agreement for continuous outcomes. Most commonly, it is used under the assumption that data are normally distributed. However, in many practical applications, data are often skewed and/or thick-tailed. King and Chinchilli (2001) proposed robust estimation methods of alternative CCC indices, and we propose an approach that extends the existing methods of robust estimators by focusing on functionals that yield robust L-statistics. We provide two data examples to illustrate the methodology, and we discuss the results of computer simulation studies that evaluate statistical performance.

KEYWORDS:

• Agreement
• concordance correlation coefficient
• L-statistics
• robust estimation

Acknowledgments

We would like to thank Professor Tonya S. King for providing ARIC and PBC data sets and Renan Sauteraud for his useful recommendations about programming.