Assessment of local influence for the analysis of agreement

Abstract

The concordance correlation coefficient (CCC) and the probability of agreement (PA) are two frequently used measures for evaluating the degree of agreement between measurements generated by two different methods. In this paper, we consider the CCC and the PA using the bivariate normal distribution for modeling the observations obtained by two measurement methods. The main aim of this paper is to develop diagnostic tools for the detection of those observations that are influential on the maximum likelihood estimators of the CCC and the PA using the local influence methodology but not based on the likelihood displacement. Thus, we derive first- and second-order measures considering the case-weight perturbation scheme. The proposed methodology is illustrated through a Monte Carlo simulation study and using a dataset from a clinical study on transient sleep disorder. Empirical results suggest that under certain circumstances first-order local influence measures may be more powerful than second-order measures for the detection of influential observations.

Keywords: concordance correlation coefficient; first- and second-order approaches; normal and conformal curvatures; probability of agreement.