Methods for detection of clusters of observations with an outlying correlation coefficient value

Abstract

AbstractMultivariate datasets with a clustered structure are the natural framework for, e.g., multicentre clinical trials. We propose a number of methods aimed at detecting clusters with outlying correlation coefficients. While the methods can be used in a variety of settings, we focus mainly on their application to central statistical monitoring of clinical trials. In particular, we consider the issue of detecting centers (or other clusters of patients such as regions) with outlying correlation coefficients for bivariate data in a multicenter clinical trial. It appears that, in that context, the proposed methods perform well, as we show by using a simulation study and a number of real life datasets.