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Why use correlation-adjusted confidence intervals?

In paired-sample designs —also called within-subject designs— the same participants are measured more than once. In that case, asking whether a factor influenced the scores is the same as asking if the factor influenced all the participants. If all the participants turn out to be influenced in the same manner, it can be safely concluded that the factor influenced the group of participants.

An example

Consider a study trying to establish the benefit of using exercises to improve visuo-spatial abilities onto scores in statistics reasoning, as measured by a standardized test with scores ranging from 50 to 150. The design is a within-subject design, specifically a pre-exercises measure and a post-exercises measure of statistics reasoning.

The data are available in dataFigure2; here is a snapshot of it

head(dataFigure2)
##   id pre post diff
## 1  1 105  128   23
## 2  2  96   96    0
## 3  3  88  102   14
## 4  4  80   88    8
## 5  5  90   83   -7
## 6  6  86   99   13

There is a large variation in the scores obtained and as such a t test where the scores are treated as independent will fail to detect a difference:

t.test(dataFigure2$pre, dataFigure2$post, var.equal=TRUE)
## 
##  Two Sample t-test
## 
## data:  dataFigure2$pre and dataFigure2$post
## t = -1.1741, df = 48, p-value = 0.2462
## alternative hypothesis: true difference in means is not equal to 0
## 95 percent confidence interval:
##  -13.562724   3.562724
## sample estimates:
## mean of x mean of y 
##       100       105

However, when the proper, paired-sample t-test is used, we find that the difference is quite important:

t.test(dataFigure2$pre, dataFigure2$post, var.equal=TRUE, paired = TRUE)
## 
##  Paired t-test
## 
## data:  dataFigure2$pre and dataFigure2$post
## t = -2.9046, df = 24, p-value = 0.007776
## alternative hypothesis: true mean difference is not equal to 0
## 95 percent confidence interval:
##  -8.552864 -1.447136
## sample estimates:
## mean difference 
##              -5

What is going on? how can we make a plot that properly display this difference?

A few words on the underlying theory (optional)

Let’s examine the data using a plot in which each participant’s scores are shown with a line. We get the following:

library(reshape2)
## Warning: package 'reshape2' was built under R version 4.3.2
# first transform the data in long format; the pre-post scores will go into column "variable"
dataFigure2long <- melt(dataFigure2, id="id")

# add transparency when pre is smaller or equal to post
dataFigure2long$trans = ifelse(dataFigure2$pre <= dataFigure2$post,0.9,1.0)

# make a plot, with transparent lines when the score increased
ggplot(data=dataFigure2long, aes(x=variable, y=value, group=id, alpha = trans)) + 
    geom_line( ) +
    coord_cartesian( ylim = c(70,150) ) +
    geom_abline(intercept = 102.5, slope = 0, colour = "red", linetype=2)
Figure 1. Representation of the individual participants
Figure 1. Representation of the individual participants

As seen, except for 5 participants, a vast majority of the participants have an upward trend in their results. Thus, this upward trend is probably a reality in this dataset.

Centering the participants to better see the trend

One solution used in Cousineau (2005) is to center the participants’ data on the participants’ mean. It consists in computing for each participant their mean score and replace that participant’s mean score with the overall mean. With this manipulation, all the participants will now hover around the overall mean (here 102.5, shown with a red dashed line).

The following realizes this subject-centered plot for each participant.

# use subjectCenteringTransform function 
library(superb)
df2 <- subjectCenteringTransform(dataFigure2, c("pre","post"))

# tranform into long format
library(reshape2)
dl2 <- melt(df2, id="id")

# make the plot
ggplot(data=dl2, aes(x=variable, y=value, colour=id, group=id)) + geom_line()+
    coord_cartesian( ylim = c(70,150) ) +
    geom_abline(intercept = 102.5, slope = 0, colour = "red", size = 0.5, linetype=2)
## Warning: Using `size` aesthetic for lines was deprecated in ggplot2 3.4.0.
## ℹ Please use `linewidth` instead.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.
Figure 2. Representation of the subject-centered individual participants
Figure 2. Representation of the subject-centered individual participants

Here again, we see that for 5 participants, their scores went down. For the 20 remaining ones, the trend is upward. Thus, there is clear tendency for the exercices to be beneficial.

Running the adequate paired t test, we find indeed that the difference is strongly significant (t(24) = 2.9, p = .008):

t.test(dataFigure2$pre, dataFigure2$post, paired=TRUE)
## 
##  Paired t-test
## 
## data:  dataFigure2$pre and dataFigure2$post
## t = -2.9046, df = 24, p-value = 0.007776
## alternative hypothesis: true mean difference is not equal to 0
## 95 percent confidence interval:
##  -8.552864 -1.447136
## sample estimates:
## mean difference 
##              -5

What is the impact on confidence intervals?

The above suggests that within-subject designs can be much more powerful than between- subject design. As long as there is a general trend visible in most participants, the paired design will afford more statistical power. How to we know that there is a general trend? An easy solution is to compute the correlation across the pairs of scores.

In R, you can run the following:

cor(dataFigure2$pre, dataFigure2$post)
## [1] 0.836611

and you find out that in the present dataset, correlation is actually quite high, with \(r \approx .8\). Whenever correlation is positive, statistical power benefits from correlation.

Because increased power means higher level of precision, the error bars should be shortened by positive correlation. Estimating the adjusted length of the error bars from correlation is a process called decorrelation (Cousineau, 2019).

To this date, three techniques have been proposed to decorrelate the measures.

Whichever method you choose have very little bearing on the actual result. As shown in Cousineau (2019), all three methods are based on the same general concepts and they generate very little difference in the amount of adjustments.

In the present dataset, the error bar are more than shorten by half! which clearly shows the benefit of the within-subject design on precision.

Getting a plot

Making it simple

With suberb, all the decorrelation techniques are available using the adjustment decorrelation (Cousineau, Goulet, & Harding, 2021).

The simplest code is the following:

superb(
    cbind(pre, post)~ ., # no between-group factor
    dataFigure2, 
    WSFactors    = "Moment(2)", 
    adjustments = list(
                    purpose = "difference", 
                    decorrelation = "CA"    ## NEW! use a decorrelation technique
    ), 
    plotStyle   = "line" )
Figure 3a. Means and difference and correlation-adjusted 95% confidence intervals
Figure 3a. Means and difference and correlation-adjusted 95% confidence intervals

Alternatively, if the data are available in long form, you can specify that the measurements are nested within a subject identifier, here the id columm, with

superb(
    value ~ variable | id, # id identifies the within-subject measurements
    dataFigure2long, 
    adjustments = list(
                    purpose = "difference", 
                    decorrelation = "CA"    ## NEW! use a decorrelation technique
    ), 
    plotStyle   = "line" )

This will result in a basic plot, but what matters is that the confidence intervals are adjusted so that you can compare bars even if they are repeated measures. Note that the confidence interval of one point does not contain the other point, suggesting, as it should be, a significant differencee.

Refining the plots

With the following code, we can decorate the plot a little bit, and show side-by-side both the unadjusted plot (which give an erroneous result) and the adjusted plot.

options(superb.feedback = 'none') # shut down 'warnings' and 'design' interpretation messages
library(gridExtra)

## realize the plot with unadjusted (left) and ajusted (right) 95\% confidence intervals
plt2a <- superb(
        cbind(pre, post) ~ .,
        dataFigure2, 
        WSFactors    = "Moment(2)", 
        adjustments = list(purpose = "difference"), 
        plotStyle   = "line" ) + 
    xlab("Group") + ylab("Score") + 
    labs(title="Difference-adjusted\n95% confidence intervals") +
    coord_cartesian( ylim = c(85,115) ) +
    theme_gray(base_size=10) + 
    scale_x_discrete(labels=c("1" = "Collaborative games", "2" = "Unstructured activity"))
plt2b <- superb(
        cbind(pre, post) ~ .,
        dataFigure2, 
        WSFactors    = "Moment(2)", 
        adjustments = list(purpose = "difference", decorrelation = "CA"),  #only difference
        plotStyle   = "line" ) + 
    xlab("Group") + ylab("Score") + 
    labs(title="Correlation and difference-adjusted\n95% confidence intervals") +
    coord_cartesian( ylim = c(85,115) ) + 
    theme_gray(base_size=10) +
    scale_x_discrete(labels=c("1" = "Collaborative games", "2" = "Unstructured activity"))
plt2  <- grid.arrange(plt2a,plt2b,ncol=2)
Figure 3b. Means and 95% confidence intervals on raw data (left) and on decorrelated data (right)
Figure 3b. Means and 95% confidence intervals on raw data (left) and on decorrelated data (right)

In the above plot, I used decorrelation = "CA". Alternatively, you could use decorrelation = "UA" or ``decorrelation = “CM”). When there is only two conditions, all the techniques return identical error bars.

Illustrating the various decorrelatin techniques.

As another example illustrating the differences between the techniques, I generated random data for 5 measures with an amount of correlation of 0.8 in the population. In Figure 4 below, all error bars are superimposed on the same plot. As seen, there is only minor differences between the three techniques. The green lines all have the same length; this is the main characteristic of the Loftus and Masson approach, in contrast with the other two techniques.

Figure 4. All three decorelation techniques on the same plot along with un-decorrelated error bars
Figure 4. All three decorelation techniques on the same plot along with un-decorrelated error bars

Illustrating individual differences

In superb, it is possible to ask a certain type of plot. The plotStyle used so far is "line" (the default is "bar"). Another basic style is "point" (no line connecting the means).

Other types of plot exists that are apt at showing the summary statistics but also the individual scores (the [6th Vignette] (https://dcousin3.github.io/superb/articles/Vignette6.html) shows how to develop custom-made layouts). For illustrating individual differences, a style proposed is pointindividualline which — as per Figure 1— will show the individual scores along with the summary statistics and the error bars. For example:

superb(
    cbind(pre, post) ~ ., 
    dataFigure2, 
    WSFactors    = "Moment(2)", 
    adjustments = list(purpose = "difference", decorrelation = "CM"), 
    plotStyle   = "pointindividualline" ) + 
xlab("Group") + ylab("Score") + 
labs(subtitle="Correlation- and Difference-adjusted\n95% confidence intervals") +
coord_cartesian( ylim = c(70,150) ) +
theme_bw(base_size=10) + 
scale_x_discrete(labels=c("1" = "Collaborative games", "2" = "Unstructured activity"))
Figure 5. Means and 95% confidence intervals along with individual scores depicted as lines
Figure 5. Means and 95% confidence intervals along with individual scores depicted as lines

When the repeated-measure design involves only two measurements, a nice plot is a corset plot, which is a mixture of violin plot and individuallines plot. You can add the option colorize=TRUE to discriminate the participants whose score decreased from those whose score remained flat or increased. It is obtained with

superb(
    cbind(pre, post) ~ ., 
    dataFigure2, 
    WSFactors    = "Moment(2)", 
    adjustments = list(purpose = "difference", decorrelation = "CM"), 
    plotStyle   = "corset",
    lineParams = list(colorize=TRUE), 
    violinParams = list(fill="green", alpha = .2)
) + 
xlab("Group") + ylab("Score") + 
labs(subtitle="Correlation- and Difference-adjusted\n95% confidence intervals") +
coord_cartesian( ylim = c(70,150) ) +
theme_bw(base_size=10) + 
scale_x_discrete(labels=c("1" = "Collaborative games", "2" = "Unstructured activity")) +
scale_color_manual('Direction\n of change', values=c("blue","red"), labels=c('decreasing', 'increasing')) +
theme(legend.position=c(0.5,0.8), panel.border = element_blank(), legend.background =  element_blank() ) 
Figure 5. Means and 95% confidence intervals along with individual scores depicted as lines
Figure 5. Means and 95% confidence intervals along with individual scores depicted as lines

In conclusion

The major obstacle to the use of adjusted error bars was the difficulty to obtain them. None of the statistical software (e.g., SPSS, SAS) provide these adjustments. A way around is to compute these manually. Although not that complicated, it requires manipulations, whether they are done in EXCEL, or through macros (e.g., WSPlot, O’Brien & Cousineau, 2014).

The present function renders all the adjustments a mere option in a function.

References

Cousineau, D. (2005). Confidence intervals in within-subject designs: A simpler solution to Loftus and Masson’s method. Tutorials in Quantitative Methods for Psychology, 1, 42–45. https://doi.org/10.20982/tqmp.01.1.p042
Cousineau, D. (2019). Correlation-adjusted standard errors and confidence intervals for within-subject designs: A simple multiplicative approach. The Quantitative Methods for Psychology, 15, 226–241. https://doi.org/10.20982/tqmp.15.3.p226
Cousineau, D., Goulet, M.-A., & Harding, B. (2021). Summary plots with adjusted error bars: The superb framework with an implementation in R. Advances in Methods and Practices in Psychological Science, 4, 1–18. https://doi.org/10.1177/25152459211035109
Loftus, G. R., & Masson, M. E. J. (1994). Using confidence intervals in within-subject designs. Psychonomic Bulletin & Review, 1, 476–490. https://doi.org/10.3758/BF03210951
Morey, R. D. (2008). Confidence intervals from normalized data: A correction to Cousineau (2005). Tutorials in Quantitative Methods for Psychology, 4, 61–64. https://doi.org/10.20982/tqmp.04.2.p061
O’Brien, F., & Cousineau, D. (2014). Representing error bars in within-subject designs in typical software packages. The Quantitative Methods for Psychology, 10(1), 56–67. https://doi.org/10.20982/tqmp.10.1.p056

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They may not be fully stable and should be used with caution. We make no claims about them.