A simulation study of nonparametric total deviation index as a measure of agreement based on quantile regression.
Total deviation index (TDI) captures a prespecified quantile of the absolute deviation of paired observations from raters, observers, methods, assays, instruments, etc. We compare the performance of TDI using nonparametric quantile regression to the TDI assuming normality (Lin, 2000). This simulation study considers three distributions: normal, Poisson, and uniform at quantile levels of 0.8 and 0.9 for cases with and without contamination. Study endpoints include the bias of TDI estimates (compared with their respective theoretical values), standard error of TDI estimates (compared with their true simulated standard errors), and test size (compared with 0.05), and power. Nonparametric TDI using quantile regression, although it slightly underestimates and delivers slightly less power for data without contamination, works satisfactorily under all simulated cases even for moderate (say, ≥40) sample sizes. The performance of the TDI based on a quantile of 0.8 is in general superior to that of 0.9. The performances of nonparametric and parametric TDI methods are compared with a real data example. Nonparametric TDI can be very useful when the underlying distribution on the difference is not normal, especially when it has a heavy tail.
Duke Scholars
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- Statistics, Nonparametric
- Statistics & Probability
- Regression Analysis
- Humans
- Computer Simulation
- 4905 Statistics
- 3214 Pharmacology and pharmaceutical sciences
- 1115 Pharmacology and Pharmaceutical Sciences
Citation
Published In
DOI
EISSN
Publication Date
Volume
Issue
Start / End Page
Location
Related Subject Headings
- Statistics, Nonparametric
- Statistics & Probability
- Regression Analysis
- Humans
- Computer Simulation
- 4905 Statistics
- 3214 Pharmacology and pharmaceutical sciences
- 1115 Pharmacology and Pharmaceutical Sciences