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I've never done something like this before, thus I do not even know where to start with calculating whatever I need.

Following scenario:

We measure a medical value (Glucose) with our device, and also measure a laboratory reference value to compare our value to.

Now for a paper I was asked to deliver some sort of value which specifies how good our measurements are.

I know of correlation as a measurement of how dependent of each other two measurements are, but I have no idea what sort of value is being asked for in this sort of tests?

I read something about Level of Confidence, which sounds good, but I don't understand how I would apply it here.

The data I have is (basically) two arrays, each with 30 floating values. What do I do from here?

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    $\begingroup$ I created a tag "chemometrics" for your question. $\endgroup$
    – cbeleites
    Commented Mar 18, 2013 at 8:59

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You are doing a (chemical) calibration, and the search phrase you are looking for is method validation in analytical chemistry.

  • There actually exist norms how to validate methods in analytical chemistry, and certain measures of performance like limit of detection (LOD), limit of quantitation (LOQ, probably more relevant for you), recovery rate, etc.

  • If you can read German, the Wiki page about method validation is a decent starting point (unfortunately, there is no English version).

  • I like Handbuch Validierung in der Analytik but I'm not aware of an English translation.

  • Have a look through the analytical chemistry section of your library (if that exists).

  • And you probably should look up the difference between the confidence interval of a calibration and prediction intervals.

  • We won't be able to give you any more detailed advise without knowing how you arrive at your concentration: some of the "standard" techniques to calculate e.g. the LOD, or the confidence and prediction intervals in linear calibration are valid only for ordinary least squares (which in chemometrics is usually suitable only for univariate calibration).
    See e.g.

  • In any case, what you can do is: bootstrap/cross validate your calibration (with respect to stock solutions/independent samples) and derive confidence intervals, RMSE and (relative) error and from that the figures of merit you need.

  • However, if you do a univariate calibration, work in R and all measurements are from independent samples, package chemCal will give you the figures of merit and calibration plots.

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  • $\begingroup$ Thanks for that. I am based in Switzerland, so yes, I have no problems at all reading the German material, I actually appreciate it in this case (since this is a complicated topic). Can you ellaborate what you man with "We won't be able to give you any more detailed advise without knowing how you arrive at your concentration: some of the "standard" techniques to calculate e.g. the LOD, or the confidence and prediction intervals in linear calibration are valid only for univariate methods."? $\endgroup$
    – SinisterMJ
    Commented Mar 18, 2013 at 10:35
  • $\begingroup$ @AntonRoth: the standard textbook methods often have assumptions that are valid only for ordinary least squares (and possibly also only for the univariate case). For methods like PLS, they would seriously underestimate the real uncertainty. I added some rough explanations, a paper with an example and a theory paper to the answer. $\endgroup$
    – cbeleites
    Commented Mar 18, 2013 at 18:05
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Your statement 'also measure a laboratory reference value to compare our value to' is slightly ambiguous. I assume you mean 'get Glucose measures from the same samples assessed by a lab'... (but you might mean that the second sample are your device's assessment of known glucose-level sample that aren't related to the first lot of values).

If the laboratory reference values are a gold standard, wouldn't you want to know two things:

1) typical bias

2) some kind of typical distance from the standard, like average absolute percentage error or RMSE...?

and for a more sophisticated idea of how your machine performs:

3) some kind of plot of error (or %error) vs gold standard (to check for a trend)

However, since you have both your measurements and the gold standard, you can also calibrate your measurements to the standard, which might eliminate the bias (1) almost completely and reduce (2) to pure variability. That is, imagine the correlation is really high but (1) and (2) look really bad. You should be able to use regression to derive a linear correction that greatly improves the absolute accuracy of your results.

More algebraically: if your device values are $y_i$, $i = 1, 2, ..., n$, and the gold standard values are $m_i$, wouldn't you want

1) average of $y_i - m_i$ OR $(y_i - m_i)/m_i *100\%$

2) average of $|y_i - m_i|$ OR $|y_i - m_i|/m_i *100\%$ OR RMS(y_i - m_i) or RMS((y_i - m_i)/m_i)

3) plot of $y_i - m_i$ OR $(y_i - m_i)/m_i *100\%$ vs $m_i$

More than likely, I bet there's some typical measure like one of those in (1) and (2) that are widely used for devices like yours already ... and you should definitely use whatever that is.

See also

Calibration curve

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  • $\begingroup$ Calibration samples are usually either prepared in a way that ensures a known concentration or the analyte concentration of the calibration samples is measured by a reference method. In any case you have samples where you have the known concentration and the instrument response. Which way you took experimentatlly usually doesn't matter for the further data analysis. $\endgroup$
    – cbeleites
    Commented Mar 18, 2013 at 8:55
  • $\begingroup$ The widely used measures are: recovery rate (that's the bias which is still there after calibration - happens e.g. when calibration samples are prepared as solution, but real samples [and test samples] have some other matrix - usually marked in a plot of $c_{pred}$ over $c_{ref}$), RMSE as summary measure, dynamic range or calibration range. Usually also LOD and LOQ - these two have possible definitions using the relative error, so they are conveniently found in a plot of $sd (c_{ref})$ over $c_{ref}$ or $\frac{sd (c_{ref})}{c_{ref}}$ over $c_{ref}$ [$c$ as usual symbol for concentration]. $\endgroup$
    – cbeleites
    Commented Mar 18, 2013 at 18:21

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