Intraclass correlation

An intraclass correlation is used to describe the degree of similarity within groups in situations where there is no basis for assigning one
observation as X and another as Y (unordered pairs), or when there are more than two individuals in each group. It is analagous to a one-way ANOVA
where we wish to determine the amount of variation among groups and within groups. We will use an example with only two progeny per group (family)
to illustrate the relationship between a Pearson correlation coefficient (r) and the intraclass correlation (t) and show how they both relate to the
coefficient of determination (R2).

Family Sib1 Sib2 Avg Devsq ANOVA

1 9.3 11.2 10.25 1.805 Source of Variation SS df MS F P-value
2 18.0 16.4 17.20 1.28 Between Groups SSB 394.85 9 MSB 43.872 10.67 0.0005
3 24.8 19.8 22.30 12.5 Within Groups SSW 41.11 10 MSW 4.111
4 20.3 22.8 21.55 3.125
5 21.3 24.5 22.90 5.12 Total SSTotal 435.96 19 MSTot 22.945
6 19.7 16.1 17.90 6.48 Variance among families
7 8.0 9.8 8.90 1.62  F2  (MSB  MSW ) / s 19.88072 Note that these calculations are for individuals.
8 17.1 14.5 15.80 3.38  e2  MSW 4.111 On a family mean basis:
9 15.1 17.7 16.40 3.38 Phenotypic variance  2 where s is the number of
10 18.2 16.0 17.10 2.42  P2   F2   e2 23.99172  P2   F2  e individuals per family
s
mean 17.03 4.111
intraclass correlation intraclass correlation 19.8807 0.8286 0.828649
t
19.8807  4.111
 2
MSB  MSW
I  t  B
 same result using a slightly different formula

B2  W2 MSB  (s  1)MSW

Regression Analysis
variance
n Regression Statistics Note that we have now
 Y  Y
2
Multiple R 0.819037 arbitrarily assigned one sib as
i
SSY R Square 0.670822 X and the other as Y.
 2
Y
i1
 Adjusted R Square 0.629675 We expect
n 1 n 1
Standard Error 2.810566
 P2   X2   Y2
covariance Observations 10

 
  X  X   Y  Y   SCPX,Y
i i
ANOVA
X,Y
n1 n 1 df SS MS F Prob>F
(in this case n is the number of families) Regression 1 128.78 128.78 16.30297 0.0037
 Residual 8 63.194 7.8993
Total 9 191.98

linear regression coefficient R2=SSR/SST= 0.670822

b
 X i
 X   Yi  Y 

SCPX,Y

 X,Y
With paired observations, and regressing sib2(Y) on sib1(X)
 X  X 2X
2
SS X
i
SCP(X,Y)= 177.096
variance due to regression COV(X,Y)= 19.67733

  
 X  X   Y  Y     SCP      SSX= 243.536
2 2 2
i i
2 X,Y X,Y
V(X)= 27.05956
 X  X
Re g
SS  2
X
2
X SSY= 191.976
i
V(Y)= 21.33067
correlation bY.X= 0.727186

r
 X  X  Y  Yi i

SCPX,Y

 X,Y r= 0.819037 0.819
R2= 0.670822
 X  X  Y  Y SSX SS Y 2X 2Y
2 2
i i Switching X and Y
bX.Y= 0.92249
coefficient of determination SSRX.Y= 163.3693
In general: R2= 0.670822

SSModel
R2 
SSTotal
For regression

  X  X  Y  Y  
2
 SCP   
2 2
SSRe gression
 
  i  
i i 2 X,Y X,Y
R  2
Y Y  

 X  2X  2Y
2
SSTotal X SS XSS Y
 i 

So for the case of two variables, X and Y, R2=r2

In our case, we expect X and Y to have the same variance, so we can calculate t as follows:

t
2   X  X  Y  Y 
i i

2 * SCPX,Y

 X,Y F2
 2 0.8132772461
 X  X   Y  Y SSX  SSY  P
2 2 2
P
i i
t
2   X  X  Y  Y 
i i

2 * SCPX,Y

 X,Y

F2
 X  X   Y  Y SSX  SSY P2 P2
2 2
i i

This estimate is close (but not exactly the same) as our original estimate of t from the ANOVA

I've given this my best shot - please let me know if you find any errors in this spreadsheet
or have any further insights about intraclass correlations.