A nonparametric approach to confidence intervals for concordance index and difference between correlated indices

• Published in: Journal of biopharmaceutical statistics Vol. 32; no. 5; pp. 740 - 767
• Main Authors: Zou, Guangyong, Smith, Emma, Jairath, Vipul
• Format: Journal Article
• Language: English
• Published: England Taylor & Francis 03.09.2022
• Subjects: Computer Simulation; Confidence Intervals; Diagnostic accuracy; discrimination; effect size; Humans; Models, Statistical; receiver operating characteristic curve; responsiveness; ROC Curve; Sample Size; statistics; Statistics, Nonparametric; Wilcoxon-Mann-Whitney statistic; Wilcoxon–Mann-Whitney statistic; Diagnostic accuracy; discrimination; effect size; receiver operating characteristic curve; statistics; responsiveness
• ISSN: 1054-3406; 1520-5711; 1520-5711
• DOI: 10.1080/10543406.2022.2030747

Concordance refers to the probability that subjects with high values on one variable also have high values on another variable. This index has wide application in practice, as a measure of effect size in group-comparison studies, an index of accuracy in diagnostic studies, and a discrimination index for prediction models. Herein, we provide a unified framework for statistical inference involving concordance indices for standard variables of binary, ordinal, and continuous types. In particular, we develop confidence interval procedures for a single concordance index and differences between two correlated indices. Simulation results show that procedures based on logit-transformation for a single index and Fisher's -transformation for a difference between indices perform very well in terms of coverage and tail errors even when the sample size is as small as 30, unless the concordance is high and the standard is a binary variable for which at least 50 subjects are needed. We illustrate the procedures for a variety of standard variables with previously published data. Illustrative SAS code is provided.