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Estimation of rank correlation for clustered data.

Authors :
Rosner, Bernard
Glynn, Robert J.
Source :
Statistics in Medicine. 6/30/2017, Vol. 36 Issue 14, p2163-2186. 24p.
Publication Year :
2017

Abstract

It is well known that the sample correlation coefficient (Rxy ) is the maximum likelihood estimator of the Pearson correlation (ρxy ) for independent and identically distributed (i.i.d.) bivariate normal data. However, this is not true for ophthalmologic data where X (e.g., visual acuity) and Y (e.g., visual field) are available for each eye and there is positive intraclass correlation for both X and Y in fellow eyes. In this paper, we provide a regression-based approach for obtaining the maximum likelihood estimator of ρxy for clustered data, which can be implemented using standard mixed effects model software. This method is also extended to allow for estimation of partial correlation by controlling both X and Y for a vector U_ of other covariates. In addition, these methods can be extended to allow for estimation of rank correlation for clustered data by (i) converting ranks of both X and Y to the probit scale, (ii) estimating the Pearson correlation between probit scores for X and Y, and (iii) using the relationship between Pearson and rank correlation for bivariate normally distributed data. The validity of the methods in finite-sized samples is supported by simulation studies. Finally, two examples from ophthalmology and analgesic abuse are used to illustrate the methods. Copyright © 2017 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02776715
Volume :
36
Issue :
14
Database :
Academic Search Index
Journal :
Statistics in Medicine
Publication Type :
Academic Journal
Accession number :
123393995
Full Text :
https://doi.org/10.1002/sim.7257