Rd. Rifkin, EFFECTS OF CORRELATED AND UNCORRELATED MEASUREMENT ERROR ON LINEAR-REGRESSION AND CORRELATION IN MEDICAL METHOD COMPARISON STUDIES, Statistics in medicine, 14(8), 1995, pp. 789-798
Citations number
14
Categorie Soggetti
Statistic & Probability","Medicine, Research & Experimental","Public, Environmental & Occupation Heath","Statistic & Probability
It is well known that when uncorrelated measurement error affects both
variables in linear regression, there is attenuation of the correlati
on coefficient and regression slope. The effect of correlated measurem
ent error, however, has received little attention, In medical method c
omparison studies, such error correlation results from the presence of
other, unknown explanatory variables that affect the results of the n
ew test method and the reference test method to which it is being comp
ared. The contribution of correlated measurement error to the observed
correlation coefficient can be accounted for by the expression rho(t1
t2) = rho(1) rho(2) + rho(E1E2)(1 - rho(1)(2))(1/2)(1 - rho(2)(2))(1/2
) where rho(t1t2) is the observed correlation between tests 1 and 2, r
ho(1) and rho(2) are the correlation with true values for tests 1 and
2, respectively, and rho(E1E2) is the correlation between the test err
ors. The first term describes the attenuation due to uncorrelated erro
r, the second term describes the effect of correlated error. A positiv
e correlation between the measurement errors reduces the attenuation o
f observed correlation and slope, but, when the reference method is ex
cellent, the effect is very small. For poorer reference tests whose co
rrelations with true values are less than 0.9, however, error correlat
ion may result in a slope and correlation coefficient that differ impo
rtantly from the values obtained with either uncorrelated error or wit
h no reference test error. Negatively correlated measurement errors ma
gnify the attenuation of slope and correlation. One might suspect the
presence of correlated error when the observed regression slope is clo
se to or exceeds 1 and the reference test is known to have suboptimal
reliability, This paper provides several clinical examples of potentia
lly correlated diagnostic methods.