# The use of correlation functions in thoracic surgery research

## Introduction

Correlation functions consist of a broad variety of statistical tests, used to describe the relationship between two, or more, sets of data. Those functions, whether they are parametric or non-parametric, are used in medical studies to characterize the strength of this relationship, and the direction of the relationship.

We will successively introduce parametric tests such as the Pearson correlation coefficient, the linear regression model, followed with non-parametric tests such as the Spearman and Kendall rank correlation tests. Finally we will say a few words of calibration, used to evaluate risk scores. The principle of each test will be described and illustrated with selected examples found in medical literature.

## Pearson correlation coefficient

### Principle

The Pearson product-moment correlation coefficient, more often known as the Pearson Correlation coefficient (also referred to as the Pearson’s *r*), is a measure of the linear correlation between two variables (1,2).

For two variables *x* and *y*, the Pearson correlation coefficient is defined as the covariance of *x* and *y* divided by the product of their standard deviations. The Pearson coefficient varies from −1 to +1, where negative values indicate that *y* decrease with *x* and positive values indicate that *y* increase with *x*. The strength of association between the two variables is considered important (or very strong) if the coefficient ranges from 0.8 to 1, moderate (or strong) from 0.5 to 0.8, weak (or fair) from 0.2 to 0.5, and very weak (or poor) when less than 0.2. When the correlation coefficient is equal to 0, the two variables are independent from one another. When it is equal to 1 they are perfectly correlate in a positive way, whereas when it is equal to −1 the variables are perfectly correlate negatively (anti-correlation).

Mathematically, the correlation coefficient is expressed by the formula:

*r*= *cov xy*/√(*var x*)(*var y*) = Σ(*x*_{i}−*m*_{x})(*y*_{i}-*m*_{y})/ √Σ(*x*_{i}−*m*_{x})^{2}Σ(*y*_{i}−*m*_{y})^{2}

Where *cov* is the covariance, *var* the variance, and *m* the standard score of the variable.

For a given value of *r* and the degrees of freedom of the variables, the correlation table described by Fisher and Yates allows estimation of the risk α.

### Selected literature example

Wu *et al.* studied the Haller index of their patients on pre-operative CT-scans and chest X-rays, before a Nuss procedure was undertaken (minimally invasive technique of surgical correction of pectus excavatum) (3). For 154 patients, they compared the numerical values of each pair of Haller Index on pre-operative chest X-rays (*x*) and CT-scan (*y*), and studied the correlation between the variables with the Pearson’s correlation coefficient, represented on a graph (*Figure 1*). With a correlation coefficient of 0.757, they concluded that the two chest imaging modalities had a good correlation for the Haller Index pre-operatively.

**Figure 1**Reproduced from the article of Wu

*et al.*(

*Eur J Cardiothoracic Surg*2013). Correlation between the Haller indices measured on CT-scan (

*y*) and chest X-rays (

*x*). The Pearson’s correlation is considered strong, r=0.757. A CT value of 3.25 correlates to an X-ray value of 2.5.

Another example of correlation can be found in the study published by D’journo *et al.* in 2009 (4). In this study, 94 patients with locally advanced esophageal cancer were included, with lymph node involvement in 32 patients. Metastasis was detected in 120 lymph nodes and extra-capsular extension in 49 lymph nodes. The authors used a Pearson correlation function in the first part of their results to summarize the relationship between the number of nodes with extra-capsular lymph node involvement (*y*) and number of positive lymph node (*x*) (*Figure 2*). They showed a strong, significant, correlation: r=0.8; P=0.01.

**Figure 2**Reproduced from the article of D’journo

*et al.*(

*J Thorac Oncol*2009). Pearson Correlation used to correlate the number of nodes with extra-capsular lymph node involvement (

*y*) and the number of positive lymph node (

*x*). There is a strong significant correlation between the two variables (R=0.80; P=0.01).

### Limits

There are limits to the use of the Pearson correlation test. It can only be used for two sets of numerical variables, one set at least with a constant variance. Moreover though the test evaluates the dependence between those variables it does not presume of the causal relationship involved.

## Linear regression

### Principle

Linear regression is an approach used to characterized the dependence relationship between two variables when one is the direct cause of the other (for example the link between the dose of a drug and the length of survival of a patient), when the modification of value of one variable induces as a direct consequence a modification of the other value, or when the main purpose of the analysis is the prediction of one variable from the other (1,2,5).

For a given *n* number of pair of two variables *x* and *y*, linear regression model can be described with a simple formula:

*y* = *xβ* + *ε*

Where *β* is the regression coefficient and *ε* represents the disturbance term or noise.

The regression coefficient can be estimated:

[Σ*x*_{i}*y*_{i}−(Σ*x*_{i}Σ*y*_{i}/*n*)]/[Σ*x*_{i}^{2}×(Σ*x*_{i})^{2}/*n*]

Several conditions must be met for an adequate use of linear regressions models. The relationship between the variables must be linear, the predictor variable (*x*) measurements are considered without error, both variables must have similar variance, and the errors of the response variable (*y*) must be uncorrelated to each other.

### Selected literature example

A perfect example of linear regression can be found in the article of Arnaoutakis *et al.* (6). The authors compared the charges of hospital stay with the Society of Thoracic Surgeon (STS) risk scores during aortic valve replacement. Because the histogram of absolute charges revealed a non-normal distribution, they performed a logarithmic transformation to respect assumptions of linear regression. Furthermore the authors verified the variance of STS risk scores before creating the model. Finally these precautions allowed them to use a regression linear analysis to describe the relationship between log charges (*y*) and STS risk score (*x*) during aortic valve replacement (*Figure 3*). The authors demonstrated a positive correlation between the two variables (correlation coefficient 0.06, 95% CI: 0.05-0.07, P=0.01).

**Figure 3**reproduced from the article of Arnaoutakis

*et al.*(

*J Thorac Cardiovasc Surg*2011). Univariate linear regression analyses for aortic valve replacement with STS score as an independent variable and log charges used as dependent variables.

### Limits

Linear regression analysis can be used both for univariate or multivariate analysis. But the assumptions needed for its application must be respected. Furthermore the distribution of the variables must be monotonic. For example, if a variable *x* has a parabolic distribution, the relationship with another variable *y* if described with a straight line, used for linear regression, will be inadequate.

As with the Pearson correlation coefficient, linear regression analysis does not presume of the causal link between the studied variables.

## Non-parametric tests: Spearman and Kendall correlation

### Spearman’s rank correlation coefficient

*Principle*

Spearman’s correlation coefficient can be used to measure the dependent relationship between both continuous and discrete variables, when this relationship is not linear (as opposed to the classic Pearson correlation) (1,2). It can also be used when comparing one continuous variable and one categorical variable.

For two set of variables *x* and *y*, each raw scores *x*_{i} and *y*_{i} are converted to ranks *X*_{i} and *Y*_{i}. The Pearson correlation coefficient is then used on the ranked variables, following the formula:

*ρ* = (6Σ*d*_{i}^{2})/[*n*(*n*^{2}−1)]

Where *d*_{i}=*X*_{i}−*Y*_{i}, is the difference between ranks.

The coefficient *ρ* ranges from −1 to +1, in a similar way as the Pearson correlation coefficient. Accordingly the interpretation of the values is the same as well.

*Selected literature example*

Whitson HE *et al.*, wished to correlate symptom scores with function measures, and with disease scores (7). Each set of data is a set of quantitative variables, each score corresponding to a specific stage, or rank, of the disease concerned. The authors performed correlations between the different scores for several diseases in older adults and summarized the results on a graph (*Figure 4*). Because of the Spearman correlation, they were able to show the strength of correlation between function measures and symptom scores and disease scores at one glance. The reader can easily evaluate the pertinence of each score scale to estimate symptoms.

**Figure 4**Reproduced from the article of Whitson

*et al.*(

*J Am Geriatr Soc*2009). Graphical comparison of the strength of correlation between measures of mobility function and scores verses measures of mobility function and disease scores. The center line indicates a correlation of zero. Points further from the center indicate a stronger correlation. Solid and dotted lines indicate the 95% confidence intervals. The Spearman correlation coefficient for Nagi Disability scale to symptom score is 0.435 (0.355 to 0.509) and to disease score 0.349 (0.262 to 0.429). The Spearman correlation coefficient for Ten Meter Walk time to symptom score is 0.273 (0.186 to 0.356) and to the disease score 0.260 (0.173 to 0.344). The Spearman correlation coefficient for Supine to Stand time to symptom score is 0.311 (0.225 to 0.392) and to disease score 0.201 (0.111 to 0.288). The Spearman correlation coefficient for SF-36 Physical Functioning Scale to symptom score is −0.442 (−0.512 to −0.365) and to disease score −0.349 (−0.427 to 0.266). NB: Higher scores on the SF-36 Physical Functioning Scale indicate higher functioning, whereas higher scores on the other three mobility function measures indicate lower functioning.

*Limits*

Spearman’s rank correlation coefficient is adequate to describe a monotonic relationship between two variables, but as for the tests previously described, not the causal relationship between them.

It can cause difficulties for the classification of data, a process which might be time-consuming and lead to value duplicates. Spearman’s coefficient should be chosen when the data set is small and the conditions for parametric tests, such as the Pearson correlation coefficient, are not met.

### Kendall rank correlation coefficient

*Principle*

Kendall rank correlation coefficient, also called Kendall’s tau (*τ*) coefficient, is also used to measure the nonlinear association between two variables (1,2,5). It is used for measured quantities, to evaluate between two sets of data the similarity of the orderings when ranked by each of their quantities.

It can be expressed with the formula:

*τ* = [(*concor*)−(*discor*)]/[0.5*n*(*n*−1)]

Where *concor* is the number of concordant pairs and *discor* the number of discordant pairs.

The Kendall rank ranges from −1 to +1 and has a similar interpretation as both Pearson and Spearman’s correlation coefficients.

*Selected literature example*

Sinai CZ studied post-operative high-density lipoprotein cholesterol (HDL-C) levels in children undergoing the Fontan operation (surgical treatment of single ventricule defects) (8). The Kendall rank correlation coefficient was used to correlate The HDL-C levels (baseline and 24-h post-operative) with duration of post-operative chest tube drainage and total hospital length of stay. Though in this case no statistical significance was found.

Another study realized by Wang ZT *et al.* illustrates the use of the Kendall rank correlation coefficient (9). For 39 patients, the authors used the Kendall correlation to analyze the factors related to the percentage of volume of functional lung receiving ≥20 Gray (FL_{v20}). They showed that the number of non-functional lung had a negative relation with the percentage of FL_{v20} decrease (r=−0.559, P<0.01), while the distance of planning target volume and non-functional lung center had a positive relation with the percentage of decrease FL_{v20} (r=0.768, P<0.01).

*Limits*

The Kendall rank correlation coefficient is used to test the strength of association between to ordinals variables, without presuming of their causal relationship.

## Calibration

### Principle

Medical studies often use multivariate logistic regression analysis, such as Cox logistic regression, to predict clinical outcomes and create Risk scores. These models are adequate for both categorical and continuous variables, and censored responses as well. Once the model is create, before it is used in a clinical setting, its fit with reality must be evaluated (10). Calibration is defined as the agreement between observed outcomes and predicted probabilities, and is evaluate with goodness of fit tests (5).

### Selected literature example

Steyerberg *et al.*, used a multivariate logistic regression analysis to identify criteria linked to 30-day mortality after esophagectomy (11) Based on these results the authors proposed a score to evaluate pre-operatively the surgical mortality of patients with esophageal cancer. In order to assess the performance of this score they studied the calibration of the score with the Hosmer-Lemeshow goodness of fit test (*Figure 5*). Moreover, in this study, the authors assessed the discrimination of the score. Discrimination refers to the ability to distinguish patients who will die from those who will survive. In this example it was quantified by the area under the receiver operating characteristic curve (AUC). The score evaluate in this study showed a low discrimination but a good calibration.

**Figure 5**Reproduced from the article of Steyerberg

*et al.*(

*J Clin Oncology*2006). Calibration of predictions of 30-day mortality after oesophagectomy (n=3,592).

Reproduced from the article of Steyerberg *et al.* (*J Clin Oncology* 2006). Calibration of predictions of 30-day mortality after oesophagectomy (n=3,592).

### Limits

Calibration has a very specific use and aim. The goodness of fit test chosen depends of the type of explanatory variables previously studied with the logistic regression analysis.

## Conclusions

Correlation functions and associated statistical tools such as regression models are widely used in medical studies. Though they each have specifics domains of applications, they share the limit of being unable to evaluate the causal relationship between the studied variables. Basic knowledge of correlation functions is necessary for the clinician, both to perform and understand medical studies.

## Acknowledgements

*Disclosure:* The authors declare no conflict of interest.

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**Cite this article as:**Gust L, D’Journo XB. The use of correlation functions in thoracic surgery research. J Thorac Dis 2015;7(3):E11-E15. doi: 10.3978/j.issn.2072-1439.2015.01.54