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Covariate-adjusted Spearman's rank correlation with probability-scale residuals
Qi Liu1, Chun Li2, Valentine Wanga3
1Merck, Rahway, New Jersey, U.S.A.
Biometrics
|November 14, 2017
Summary
This study introduces new methods to adjust Spearman
Area of Science:
- Statistics
- Biostatistics
- Correlation Analysis
Background:
- Existing methods for adjusting Spearman's rank correlation for covariates have limitations, lacking sensible population parameters or generalizability to discrete variables.
- There is a need for robust statistical methods to account for confounding variables in rank correlation analysis.
Purpose of the Study:
- To define population parameters for partial and conditional Spearman's rank correlation.
- To develop novel, easily interpretable estimators for adjusted Spearman's rank correlation.
- To provide a framework for rank-based correlation analysis in the presence of covariates.
Main Methods:
- Defined partial and conditional Spearman's correlation using concordance-discordance probabilities.
- Utilized probability-scale residuals (PSRs) to derive estimators for adjusted Spearman's correlation.
- Employed semiparametric cumulative probability models for estimation and inference.
Main Results:
- Developed a partial Spearman's correlation estimator analogous to partial Pearson's correlation using PSRs.
- Introduced a conditional Spearman's correlation estimator based on conditional PSRs.
- Simulations demonstrated the robustness and efficiency of the proposed estimators compared to existing measures.
Conclusions:
- The proposed methods provide natural and generalizable extensions of Spearman's rank correlation for covariate adjustment.
- The use of PSRs offers a unified approach to estimating adjusted rank correlations.
- The methods are applicable to various fields, including biomarker studies and survey research.
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