2021
DOI: 10.1002/pst.2101
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A robust permutation test for the concordance correlation coefficient

Abstract: In this work, we developed a robust permutation test for the concordance correlation coefficient (ρc) for testing the general hypothesis H0 : ρc = ρc(0). The proposed test is based on an appropriately studentized statistic. Theoretically, the test is proven to be asymptotically valid in the general setting when two paired variables are uncorrelated but dependent. This desired property was demonstrated across a range of distributional assumptions and sample sizes in simulation studies, where the test exhibits r… Show more

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Cited by 9 publications
(8 citation statements)
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“…Noting that the pairwise global inter-CCC can be written as that is, the functional correlation coefficient 9 ρ j j scaled by κ j j , one can conduct a permutation test, similar in spirit to that for the correlation, to test this hypothesis. 22 However, performing a permutation test using normalGCCC ^ inter , j j may result in an inflated Type I error rate as permutation and sampling distributions converge to different distributions. 23 One remedy is to perform the test on the studentized statistic 22 S ^ j j = n normalGCCC ^ inter , j j / τ ^ j j , where τ ^ j j = falsefalse{ σ ^ B j 2 false( t false) + σ ^ B j 2 false( t false) + 2 σ ^ j j 2 false( …”
Section: Methodsmentioning
confidence: 99%
See 2 more Smart Citations
“…Noting that the pairwise global inter-CCC can be written as that is, the functional correlation coefficient 9 ρ j j scaled by κ j j , one can conduct a permutation test, similar in spirit to that for the correlation, to test this hypothesis. 22 However, performing a permutation test using normalGCCC ^ inter , j j may result in an inflated Type I error rate as permutation and sampling distributions converge to different distributions. 23 One remedy is to perform the test on the studentized statistic 22 S ^ j j = n normalGCCC ^ inter , j j / τ ^ j j , where τ ^ j j = falsefalse{ σ ^ B j 2 false( t false) + σ ^ B j 2 false( t false) + 2 σ ^ j j 2 false( …”
Section: Methodsmentioning
confidence: 99%
“…22 However, performing a permutation test using normalGCCC ^ inter , j j may result in an inflated Type I error rate as permutation and sampling distributions converge to different distributions. 23 One remedy is to perform the test on the studentized statistic 22 S ^ j j = n normalGCCC ^ inter , j j / τ ^ j j , where τ ^ j j = falsefalse{ σ ^ B j 2 false( t false) + σ ^ B j 2 false( t false) + 2 σ ^ j j 2 false( t false) falsefalse} d t / falsefalse{ σ ^ B j 2 false( t false) d t σ ^ B j 2 false( t false) d t …”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…To avoid the influence of extreme values, we eliminated the FC value that exceeded two standard deviations. Moreover, to avoid the impact of sample size, a permutation test (36) was performed to investigate the altered FC of networks in ASD compared to TDC. And we also tried to detect the differences of FC between ASD and TD in two age groups, respectively.…”
Section: Functional Connectivity Analysismentioning
confidence: 99%
“…In this case, the asymptotic test based large sample approximation will be a natural option, though it may have an inflated type I error rate when n is small. Alternatively, a permutation test about non-zero correlations under the null can be achieved by using a de-correlated sample, as introduced by [ 13 ]. This approach ensures type I error control for testing the non-zero concordance correlation coefficient even when n is as small as 10.…”
Section: Permutation Testing Aboutmentioning
confidence: 99%