Lin’s Concordance Correlation Coefficient

Objective

Like Bland-Altman or Deming Regression, Lin’s Concordance Correlation Coefficient (CCC) is a method for comparing two measurements of the same variable. This is especially important if you are trying to introduce a new measurement capability that has some advantages (e.g. it is less expensive or safer to use) over an existing measurement technique (the “gold standard”).

Definition and Interpretation

Lin’s CCC  between two random variables x and y is defined as

Lin's CCC (population)

where ρ  is the correlation coefficient between variables x and y. Lin’s CCC is equivalent to 1 minus the ratio of the expected orthogonal squared distance from the line y = x and the expected orthogonal squared distance from the line y = x assuming independence.

The sample version of Lin’s CCC is

Lin's CCC (sample)

Here, we use the population versions of sx and sy, in that we divide by n instead of by n–1. The calculation is reasonably accurate for n ≥ 10.

Like a correlation coefficient, -1 ≤ ρC ≤ 1 and -1 ≤ rC ≤ 1 .

Values near +1 indicate strong concordance between x and y, values near -1 indicate strong discordance, and values near zero indicate no concordance. There is no clear-cut agreement as to how to interpret other values, although one approach is to interpret Lin’s CCC as for Pearson’s correlation coefficient (e.g. values less than .20 are poor, while values greater than .80 are excellent).

McBride recommends much more stringent requirements (less than .90 is poor, .90-.95 moderate, .95-.99 substantial, and greater than .99 is excellent). 

Confidence Interval

To calculate a confidence interval, first, apply the Fisher transform to Lin’s CCC to get r′C and then use the following standard error for the transformed value.

Standard error for rC'whereformula for u

The confidence interval for the transformed value of ρC is then

Confidence interval

Taking the inverse Fisher transform yields the desired confidence interval for ρC.

Example

Example 1: Calculate Lin’s CCC for the data in range A3:B21 of Figure 1 as well as the 95% confidence interval.

The Excel calculations are shown in columns E and F of Figure 1 and column H shows the formulas in column E. Lin’s CCC is .9359 and the 95% confidence interval is (.8438, .9745).

Figure 1 – Lin’s Concordance Correlation Coefficient

We see from Figure 2 that the data (shown in blue) aligns pretty well along the diagonal line y = x (shown in red).

Scatter plot and y = x

Figure 2 – Chart of the data

Worksheet Function

Real Statistics Function: The Real Statistics Resource Pack contains the following array function:

LINCCC(R1, R2, lab, alpha): returns a column array with the values Lin’s concordance correlation coefficient plus the lower and upper ends of the 1–alpha confidence interval; alpha is the significance level (default .05); if lab = TRUE then a column of labels is added to the output (default FALSE).

The formula =LINCCC(A4:A21,B4:B21,TRUE) produces the output for Example 1 as shown in Figure 3.

LINCCC formula output

Figure 3 – Output from LINCCC

Examples Workbook

Click here to download the Excel workbook with the examples described on this webpage.

References

Steichen, T. J. and Cox, N. J. (2002) A note on the concordance correlation coefficient. The Stata Journal.
https://journals.sagepub.com/doi/pdf/10.1177/1536867X0200200206

McBride, G. B. (2005) A proposal for strength-of-agreement criteria for Lin’s concordance correlation
https://www.medcalc.org/download/pdf/McBride2005.pdf

4 thoughts on “Lin’s Concordance Correlation Coefficient”

  1. Thanks very much for this resource – it’s amazing
    I was wanting to use Lin’s coefficient bu I can’t find it anywhere in the menu – am I missing something obvious? It’s not in inter-rater reliability

    Reply
    • Hi Richard,
      Thanks for your kind remarks.
      Lin’s coefficient is not on the menu. To get Lin’s coefficient, you need to use the LINCCC worksheet function.
      Charles

      Reply
  2. Hello Dear Charles,
    First of all, I’d like to thank you very much for the work you’ve done to provide us with suitable, comprehensible support for producing statistics using Excel.
    I have a question about the calculation of Lin’s concordance coefficient: in your example, in figure 1, “VAR.P” is calculated from values A4 to A20, excluding A21. Is this correct or is there an error in the calculation?
    Thanks again for your help.
    R. Van Cauter

    Reply
    • Hello Ralph,
      The actual formula that was used is VAR.P(A4:A21). The formula was mislabeled. I have now changed this on the webpage as well as in the attached Excel workbook.
      Thank you very much for catching this error.
      Charles

      Reply

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