Maximum agreement regression with magreg

Abstract

This note describes magreg, a command for estimating the coefficients of maximum-agreement regression models for an outcome variable given covariates. Recently introduced by Bottai et al. (2022, American Statistician 76: 313–321), maximum agreement regression maximizes the concordance correlation between the predicted values and the observed outcome values. The syntax of the command is nearly identical to that of regress, which estimates least-squares regression. This note shows the features of the command and its possible applications through a data example.

Keywords

st0773 magreg linear regression Pearson’s correlation Lin’s concordance correlation

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References

Bottai

Kim

Lieberman

Luta

Peña

. 2022.On optimal correlation based prediction. American Statistician 76:313−321. 10.108000031305.2022.2051604.

Lin

L. I-K

. 1989. A concordance correlation coefficient to evaluate reproducibility Biometrics 45:255−268. 10.2307/2532051.

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