Statistical Analysis of Data Repeatability Measures

Summary The advent of modern data collection and processing techniques has seen the size, scale and complexity of data grow exponentially. A seminal step in leveraging these rich datasets for downstream inference is understanding the characteristics of the data which are repeatable—the aspects of the data that are able to be identified under duplicated analyses. Conflictingly, the utility of traditional repeatability measures, such as the intra‐class correlation coefficient, under these settings is limited. In recent work, novel data repeatability measures have been introduced in the context where a set of subjects are measured twice or more, including: fingerprinting, rank sums and generalisations of the intra‐class correlation coefficient. However, the relationships between, and the best practices among, these measures remains largely unknown. In this manuscript, we formalise a novel repeatability measure, discriminability. We show that it is deterministically linked with the intra‐class correlation coefficients under univariate random effect models and has the desired property of optimal accuracy for inferential tasks using multivariate measurements. Additionally, we overview and systematically compare existing repeatability statistics with discriminability, using both theoretical results and simulations. We show that the rank sum statistic is deterministically linked to a consistent estimator of discriminability. The statistical power of permutation tests derived from these measures are compared numerically under Gaussian and non‐Gaussian settings, with and without simulated batch effects. Motivated by both theoretical and empirical results, we provide methodological recommendations for each benchmark setting to serve as a resource for future analyses. We believe these recommendations will play an important role towards improving repeatability in fields such as functional magnetic resonance imaging, genomics, pharmacology and more.