In clinical measurement comparison of a new measurement technique with an established one is often needed to see whether they agree sufficiently for the new to replace the old. Such investigations are often analysed inappropriately, notably by using correlation coefficients. The use of correlation is misleading. An alternative approach, based on graphical techniques and simple calculations, is described, together with the relation between this analysis and the assessment of repeatability.
Clinicians often wish to have data on, for example, cardiac stroke volume or blood pressure where direct measurement without adverse effects is difficult or impossible. The true values remain unknown. Instead indirect methods are used, and a new method has to be evaluated by comparison with an established technique rather than with the true quantity. If the new method agrees sufficiently well with the old, the old may be replaced. This is very different from calibration, where known quantities are measured by a new method and the result compared with the true value or with measurements made by a highly accurate method. When two methods are compared neither provides an unequivocally correct measurement, so we try to assess the degree of agreement. But how?
The correct statistical approach is not obvious. Many studies give the product-moment correlation coefficient (r) between the results of the two measurement methods as an indicator of agreement. It is no such thing. In a statistical journal we have proposed an alternative analysis,  and clinical colleagues have suggested that we describe it for a medical readership.
Most of the analysis will be illustrated by a set of data (Table 1) collected to compare two methods of measuring peak expiratory flow rate (PEFR).
INAPPROPRIATE USE OF CORRELATION COEFFICIENT
The second step is usually to calculate the correlation coefficient (r) between the two methods. For the data in fig 1, r = 0.94 (p < 0.001). The null hypothesis here is that the measurements by the two methods are not linearly related. The probability is very small and we can safely conclude that PEFR measurements by the mini and large meters are related. However, this high correlation does not mean that the two methods agree:
(1) r measures the strength of a relation between two variables, not the agreement between them. We have perfect agreement only if the points in fig 1 lie along the line of equality, but we will have perfect correlation if the points lie along any straight line.
(2) A change in scale of measurement does not affect the correlation, but it certainly affects the agreement. For example, we can measure subcutaneous fat by skinfold calipers. The calipers will measure two thicknesses of fat. If we were to plot calipers measurement against half-calipers measurement, in the style of fig 1, we should get a perfect straight line with slope 2.0. The correlation would be 1.0, but the two measurements would not agree — we could not mix fat thicknesses obtained by the two methods, since one is twice the other.
(3) Correlation depends on the range of the true quantity in the sample. If this is wide, the correlation will be greater than if it is narrow. For those subjects whose PEFR (by peak flow meter) is less than 500 l/min, r is 0.88 while for those with greater PEFRs r is 0.90. Both are less than the overall correlation of 0.94, but it would be absurd to argue that agreement is worse below 500 l/min and worse above 500 l/min than it is for everybody. Since investigators usually try to compare two methods over the whole range of values typically encountered, a high correlation is almost guaranteed.
(4) The test of significance may show that the two methods are related, but it would be amazing if two methods designed to measure the same quantity were not related. The test of significance is irrelevant to the question of agreement.
(5) Data which seem to be in poor agreement can produce quite high correlations. For example, Serfontein and Jaroszewicz  compared two methods of measuring gestational age. Babies with a gestational age of 35 weeks by one method had gestations between 34 and 39.5 weeks by the other, but r was high (0.85). On the other hand, Oldham et al.  compared the mini and large Wright peak flow meters and found a correlation of 0.992. They then connected the meters in series, so that both measured the same flow, and obtained a “material improvement” (0.996). If a correlation coefficient of 0.99 can be materially improved upon, we need to rethink our ideas of what a high correlation is in this context. As we show below, the high correlation of 0.94 for our own data conceals considerable lack of agreement between the two instruments.
It is most unlikely that different methods will agree exactly, by giving the identical result for all individuals. We want to know by how much the new method is likely to differ from the old: if this is not enough to cause problems in clinical interpretation we can replace the old method by the new or use the two interchangeably. If the two PEFR meters were unlikely to give readings which differed by more than, say, 10 l/min, we could replace the large meter by the mini meter because so small a difference would not affect decisions on patient management. On the other hand, if the meters could differ by 100 l/min, the mini meter would be unlikely to be satisfactory. How far apart measurements can be without causing difficulties will be a question of judgment. Ideally, it should be defined in advance to help in the interpretation of the method comparison and to choose the sample size.
The first step is to examine the data. A simple plot of the results of one method against those of the other (fig 1) though without a regression line is a useful start but usually the data points will be clustered near the line and it will be difficult to assess between-method differences. A plot of the difference between the methods against their mean may be more informative. Fig 2 displays considerable lack of agreement between the large and mini meters, with discrepancies of up to 80 l/min, these differences are not obvious from fig 1. The plot of difference against mean also allows us to investigate any possible relationship between the measurement error and the true value. We do not know the true value, and the mean of the two measurements is the best estimate we have. It would be a mistake to plot the difference against either value separately because the difference will be related to each, a well-known statistical artefact. 
via Statistical methods for assessing agreement between two methods of clinical measurement.