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Total sample size may be evaluated for comparing hazard rates (per unit time) using this [attachment:coxsamp.xls spreadsheet] which uses a simple formula taken from Collett (2003) [http://stats.stackexchange.com/questions/7508/power-analysis-for-survival-analysis illustrated here] corresponding to a group regression estimate (ratio of hazards) in a Cox regression model. Alternatively the effect size can be expressed in terms of ratios of group survival rates as used by the power calculator given [http://www.stattools.net/SSizSurvival_Pgm.php here.] The total number of events may be evaluated for comparing hazard rates (per unit time) using this [attachment:coxsamp.xls spreadsheet] which uses a simple formula taken from Schoenfeld (1983), Hsieh and Lavori (2000) and Collett (2003) corresponding to a group regression estimate (ratio of hazards) in a Cox regression model.
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In particular Collett(2003) gives the total sample size, d, required as The ratio for a continuous covariate could be comparing rates at one sd above the mean to that at the mean.
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d = $$\frac{[z(\alpha/2) + z(\beta/2)]^text{2}}{p(1-p)log(hr)^text{2}}$$ In particular from Schoenfeld (1983) the total number of events, d, required is
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for two-sided type I error, $$\alpha$$, power 1-$$\beta$$, event rate in population p and hazard ratio, hr. d = $$\frac{(z_text{a/2} + z_text{b})^text{2}}{p(1-p)[log(hr)]^text{2}}$$
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__Reference__ for a two-sided type I error, ''a'', power ''1-b'', event rate in population ''p'', hazard ratio, ''hr'' and ''z'' the Standard Normal (or probit) function.
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Collett, D (2003) Modelling Survival Data in Medical Research Second Edition. Chapman and Hall:London Hsieh and Lavori (2000) further give sample size formulae for the number of deaths using continuous covariates in the Cox regression.

dc = $$\frac{(z_text{a/2} + z_text{b})^text{2}}{\sigma^text{2}\[log(hr)]^text{2}}

with $$\sigma^text{2}$$ equal to the variance of the covariate.

dc2 = $$\frac{dc}{1-R^text{2}}$$ where $$R^text{2}$$ is the squared multiple correlation regression of the covariate of interest with the others in the case of more than one continuous covariate. This method is computed using this [attachment:coxcN.xls spreadsheet.]

This approach is similar to Hsieh's approaches to sample size calculations for the odds ratio in a logistic regression (see [:FAQ/power/llogPow:here]). This method may also be computed using the powerEpiCont function in R as illustrated [:FAQ/power/hazNR: here].

Alternatively the effect size can be expressed in terms of ratios of group survival rates as used by the power calculator given [http://www.stattools.net/SSizSurvival_Pgm.php here.] The free downloadable software [http://www.brixtonhealth.com/pepi4windows.html WINPEPI] also computes this sample size and power for comparing survival curves.


__References__

Collett, D (2003) Modelling Survival Data in Medical Research. Second Edition. Chapman and Hall:London

Hsieh FY and Lavori PW (2000) [http://www.sciencedirect.com/science/article/pii/S0197245600001045 Sample size calculations for the Cox proportional hazards regression models with nonbinary covariates] ''Controlled Clinical Trials'' '''21''' 552-560.

Schoenfeld DA (1983) Sample size formulae for the proportional hazards regression model. ''Biometrics'' '''39''' 499-503.

Survival analysis sample size calculations

The total number of events may be evaluated for comparing hazard rates (per unit time) using this [attachment:coxsamp.xls spreadsheet] which uses a simple formula taken from Schoenfeld (1983), Hsieh and Lavori (2000) and Collett (2003) corresponding to a group regression estimate (ratio of hazards) in a Cox regression model.

The ratio for a continuous covariate could be comparing rates at one sd above the mean to that at the mean.

In particular from Schoenfeld (1983) the total number of events, d, required is

d = $$\frac{(z_text{a/2} + z_text{b})text{2}}{p(1-p)[log(hr)]text{2}}$$

for a two-sided type I error, a, power 1-b, event rate in population p, hazard ratio, hr and z the Standard Normal (or probit) function.

Hsieh and Lavori (2000) further give sample size formulae for the number of deaths using continuous covariates in the Cox regression.

dc = $$\frac{(z_text{a/2} + z_text{b})text{2}}{\sigmatext{2}\[log(hr)]^text{2}}

with $$\sigma^text{2}$$ equal to the variance of the covariate.

dc2 = $$\frac{dc}{1-Rtext{2}}$$ where $$Rtext{2}$$ is the squared multiple correlation regression of the covariate of interest with the others in the case of more than one continuous covariate. This method is computed using this [attachment:coxcN.xls spreadsheet.]

This approach is similar to Hsieh's approaches to sample size calculations for the odds ratio in a logistic regression (see [:FAQ/power/llogPow:here]). This method may also be computed using the powerEpiCont function in R as illustrated [:FAQ/power/hazNR: here].

Alternatively the effect size can be expressed in terms of ratios of group survival rates as used by the power calculator given [http://www.stattools.net/SSizSurvival_Pgm.php here.] The free downloadable software [http://www.brixtonhealth.com/pepi4windows.html WINPEPI] also computes this sample size and power for comparing survival curves.

References

Collett, D (2003) Modelling Survival Data in Medical Research. Second Edition. Chapman and Hall:London

Hsieh FY and Lavori PW (2000) [http://www.sciencedirect.com/science/article/pii/S0197245600001045 Sample size calculations for the Cox proportional hazards regression models with nonbinary covariates] Controlled Clinical Trials 21 552-560.

Schoenfeld DA (1983) Sample size formulae for the proportional hazards regression model. Biometrics 39 499-503.

None: FAQ/power/hazN (last edited 2025-09-17 10:58:31 by PeterWatson)