Due to advances in experimental technologies, such as microarray, mass spectrometry and nuclear magnetic resonance, it is feasible to obtain large-scale data sets, in which measurements for a large number of features can be simultaneously collected. However, the sample sizes of these data sets are usually small due to their relatively high costs, which leads to the issue of concordance among different data sets collected for the same study: features should have consistent behavior in different data sets. There is a lack of rigorous statistical methods for evaluating this concordance or discordance.