Diff for "FAQ/power/rmPowN" - CBU statistics Wiki
location: Diff for "FAQ/power/rmPowN"
Differences between revisions 47 and 90 (spanning 43 versions)
Revision 47 as of 2007-03-20 14:48:02
Size: 4055
Editor: PeterWatson
Comment:
Revision 90 as of 2016-01-05 11:49:58
Size: 5352
Editor: PeterWatson
Comment:
Deletions are marked like this. Additions are marked like this.
Line 1: Line 1:
__Spreadsheet and SPSS macro inputs__
Line 2: Line 3:
 * alpha is likelihood of making a type I error (usually = 0.05)  * alpha is the likelihood of making a type I error (usually = 0.05)
Line 8: Line 9:
where SS is the sum of squares associated with a particular term in the anova.
Line 9: Line 11:
In other words, partial $$\eta^text(2)$$ represents the proportion of variance in outcome predicted by the effect after adjusting for other terms in the anova.
Click [[attachment:etasqrp.pdf|here]] for further details on partial $$\eta^text{2}$$ and [[attachment:etasq.pdf|here.]] If SS are not available you can [[FAQ/power/rsqform| construct eta-squared]].
Line 10: Line 14:
or, in other words, the proportion of variance in outcome predicted by the effect after adjusting for other terms in the anova. [attachment:etasqrp.pdf Click here for further details on partial $$\eta^text{2}$$] and [attachment:etasq.pdf here.]  * correlation = average correlation between repeated measures levels
Line 12: Line 16:
 * num(erator) = df of term of interest = the product of the (number of levels of each factor -1) in term of interest
Line 13: Line 18:
For B between subject factors with levels $$b_{i}$$, i=1, ..., B and W with subject factors with levels $$w_{j}$$, j=1, ..., W  * sum (B-1) = sum of dfs involving '''only''' between subject factors in anova or zero otherwise. df = Product of number of levels minus 1 of each between subject factor in term of interest. e.g. For a three way interaction involving three between subject factors, abc, we sum the dfs of the six lower order combinations: ab, ac and bc, a, b and c to that of abc.
Line 15: Line 20:
 * num(erator) = $$ \prod_{\mbox{factors}} $$ (number of levels of factor -1) in term of interest  * Prod (W-1) = df of within subject effect if in term of interest or 1 otherwise. df = Product of number of levels minus 1 of each within subject factor in term of interest
Line 17: Line 22:
 * d1 = $$\sum_{i}^{B} (b_{i} - 1) $$ if B > 0 in anova
   = 0 otherwise

 * d2 = $$ \prod_{j} (w_{j} - 1) $$ if W > 0 in term of interest
      = 1 otherwise

 * prod = number of combinations of within subject levels
 * Prod W = product of all within subject levels or one if there are none.
Line 27: Line 26:
[:FAQ/powexample: Example input] [[FAQ/power/powexample| Example input]]
Line 29: Line 28:
Computation may also be performed using a [attachment:anovan.xls spreadsheet.] Computation may be performed using an EXCEL [[attachment:anovan2.xls|spreadsheet]] or the below SPSS syntax. Power analysis software using Winer (1991, pp 136-138) for balanced anovas may be downloaded from [[http://www.soton.ac.uk/~cpd/anovas/datasets/|here]] with details of how to compute inputs [[FAQ/Doncaster| here.]]
Line 35: Line 34:
/alpha etasq num d1 d2 prod power. /alpha etasq num bsum wdf corr power.
Line 37: Line 36:
.05 0.059 2 1 2 3 0.85
.05 0.059 2 1 2 3 0.85
.05 0.059 2 1 2 0.3 0.85
.05 0.059 2 1 2 0.0 0.85
Line 42: Line 41:
get m /variables=alpha etasq num d1 d2 prod power /missing=omit. get m /variables=alpha etasq num bsum wdf corr power /missing=omit.
Line 46: Line 45:
compute d1=make(1,1,0).
compute d2=make(1,1,0).
compute bsum=make(1,1,0).
compute wdf=make(1,1,0).
compute corr=make(1,1,0).
Line 49: Line 49:
compute prod=make(1,1,0).
Line 53: Line 52:
compute d1=m(:,4).
compute d2=m(:,5).
compute power=m(:,6).
compute bsum=m(:,4).
compute wdf=m(:,5).
compute corr=m(:,6
).
compute power=m(:,7).
Line 64: Line 64:
                   / !pos !tokens(1)                    / !pos !tokens(1) 
Line 67: Line 67:
COMPUTE #POW = !6. COMPUTE #POW = !7.
Line 72: Line 72:
compute prod=!7.
Line 76: Line 75:
COMPUTE #CUMF2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,ntot*prod**!2/(1-!2)). COMPUTE #CUMF2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,(denom*(!2/(1-!2)))/(1-!6)).
Line 84: Line 83:
+ COMPUTE #CUMF2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,ntot*prod*!2/(1-!2)). + COMPUTE #CUMF2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,(denom*(!2/(1-!2)))/(1-!6)).
Line 89: Line 88:
+ COMPUTE #CUMF2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,ntot*prod*!2/(1-!2)). + COMPUTE #CUMF2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,(denom*(!2/(1-!2)))/(1-!6)).
Line 93: Line 92:
compute pow2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,ntot*prod*!2/(1-!2)). compute pow2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,(denom*(!2/(1-!2)))/(1-!6)).
Line 101: Line 100:
compute d1=!4.
compute d2=!5.
compute power=!6.
compute denom=(ntot-1-d1)*d2.
formats ntot (f7.0) alpha (f5.2) num (f5.2) denom (f5.2) etasq (f5.2) power (f5.2).
variable labels ntot 'Total Sample Size Required' /alpha 'Alpha' /num 'Numerator' /denom 'Denominator' /etasq 'Partial Eta-Sq' /power 'Power'.
compute bsum=!4.
compute wdf=!5.
compute corr=!6.
compute power=!7
.
compute denom=(ntot-1-bsum)*wdf.
formats ntot (f7.0) alpha (f5.2) num (f5.2) denom (f5.2) etasq (f5.2) corr (f5.2) power (f5.2).
variable labels ntot 'Total Sample Size Required' /alpha 'Alpha' /num 'Numerator' /denom 'Denominator' /etasq 'Partial Eta-Sq' /corr 'Correlation' /power 'Power'.
Line 108: Line 108:
  /variables=ntot alpha num denom etasq power   /variables=ntot alpha num denom etasq corr power
Line 112: Line 112:
get m /variables=alpha etasq num d1 d2 power /missing=omit. get m /variables=alpha etasq num bsum wdf corr power /missing=omit.
Line 116: Line 116:
compute d1=make(1,1,0).
compute d2=make(1,1,0).
compute bsum=make(1,1,0).
compute wdf=make(1,1,0).
compute corr=make(1,1,0).
Line 122: Line 123:
compute d1=m(:,4).
compute d2=m(:,5).
compute power=m(:,6).
compute bsum=m(:,4).
compute wdf=m(:,5).
compute corr=m(:,6
).
compute power=m(:,7).
Line 126: Line 128:
apow alpha etasq num d1 d2 power prod. apow alpha etasq num bsum wdf corr power.
Line 129: Line 131:
__Reference__

Doncaster CP and Davey AJH (2007) Analysis of covariance. How to choose and construct models for the life sciences. CUP:Cambridge.

Winer BJ, Brown DR and Michels KM (1991) Statistical principles in experimental design, 3rd edition. McGraw-Hill:New York.

Spreadsheet and SPSS macro inputs

  • alpha is the likelihood of making a type I error (usually = 0.05)
  • etasq is partial $$\eta^text{2}$$/100 so, for example, 5.9% = 0.059

Partial $$\eta^text{2}$$ = $$ \frac{\mbox{SS(effect)}}{\mbox{SS(effect) + SS(its error)}}$$ where SS is the sum of squares associated with a particular term in the anova.

In other words, partial $$\eta^text(2)$$ represents the proportion of variance in outcome predicted by the effect after adjusting for other terms in the anova. Click here for further details on partial $$\eta^text{2}$$ and here. If SS are not available you can construct eta-squared.

  • correlation = average correlation between repeated measures levels
  • num(erator) = df of term of interest = the product of the (number of levels of each factor -1) in term of interest
  • sum (B-1) = sum of dfs involving only between subject factors in anova or zero otherwise. df = Product of number of levels minus 1 of each between subject factor in term of interest. e.g. For a three way interaction involving three between subject factors, abc, we sum the dfs of the six lower order combinations: ab, ac and bc, a, b and c to that of abc.

  • Prod (W-1) = df of within subject effect if in term of interest or 1 otherwise. df = Product of number of levels minus 1 of each within subject factor in term of interest
  • Prod W = product of all within subject levels or one if there are none.
  • power is the power of the test

Example input

Computation may be performed using an EXCEL spreadsheet or the below SPSS syntax. Power analysis software using Winer (1991, pp 136-138) for balanced anovas may be downloaded from here with details of how to compute inputs here.

[ COPY AND PASTE THE BOXED BELOW SYNTAX BELOW INTO A SPSS SYNTAX WINDOW AND RUN; ADJUST INPUT DATA AS REQUIRED]

DATA LIST free
/alpha etasq num bsum wdf corr power. 
BEGIN DATA. 
.05 0.059 2 1 2 0.3 0.85
.05 0.059 2 1 2 0.0 0.85
END DATA.

matrix.
get m /variables=alpha etasq num bsum wdf corr power  /missing=omit.
compute alpha=make(1,1,0).
compute etasq=make(1,1,0).
compute num=make(1,1,0).
compute bsum=make(1,1,0).
compute wdf=make(1,1,0).
compute corr=make(1,1,0).
compute power=make(1,1,0).
compute alpha=m(:,1).
compute etasq=m(:,2).
compute num=m(:,3).
compute bsum=m(:,4).
compute wdf=m(:,5).
compute corr=m(:,6).
compute power=m(:,7).
end matrix.


define apow   (!pos !tokens(1)
                   / !pos !tokens(1)
                   / !pos !tokens(1)
                   / !pos !tokens(1)
                   / !pos !tokens(1)
                   / !pos !tokens(1) 
                   / !pos !tokens(1)).

COMPUTE #POW = !7.

compute #conf = (1-!1).
compute #lc3 = 1.
compute #ind=0.
compute ntot = 700.000.
comment COMPUTE #LC1 = 2.000.
compute denom=(ntot-1-!4)*!5.
COMPUTE #CUMF2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,(denom*(!2/(1-!2)))/(1-!6)).
COMPUTE #DIFF=1.
SET MXLOOPS=10000.
LOOP IF (#DIFF GT .00005) .
+       DO IF (#CUMF2 GT #pow) .
+               COMPUTE #LC3 = ntot.
+               COMPUTE ntot = (Ntot - rnd(1)).
+                      COMPUTE denom=(ntot-1-!4)*!5.                      
+               COMPUTE #CUMF2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,(denom*(!2/(1-!2)))/(1-!6)).
+       ELSE .
+               COMPUTE #LC1 = ntot.
+               COMPUTE ntot = (ntot + #LC3)/2.
+                      COMPUTE denom=(ntot-1-!4)*!5.
+               COMPUTE #CUMF2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,(denom*(!2/(1-!2)))/(1-!6)).
+          END IF. 
+       COMPUTE #DIFF = ABS(#CUMF2 - #pow) .
END LOOP .
compute pow2 = 1 - NCDF.F(IDF.F(#conf,!3,denom),!3,denom,(denom*(!2/(1-!2)))/(1-!6)).
if (ntot-trunc(ntot) gt 0.5) #ind=1.
if (#ind eq 0) ntot=trunc(ntot)+1.
if (#ind eq 1) ntot=rnd(ntot).
EXECUTE .
compute alpha=!1.
compute etasq=!2.
compute num=!3.
compute bsum=!4.
compute wdf=!5.
compute corr=!6.
compute power=!7.
compute denom=(ntot-1-bsum)*wdf.
formats ntot (f7.0) alpha (f5.2) num (f5.2) denom (f5.2) etasq (f5.2) corr (f5.2) power (f5.2).
variable labels ntot 'Total Sample Size Required' /alpha 'Alpha' /num 'Numerator' /denom 'Denominator' /etasq 'Partial Eta-Sq' /corr 'Correlation' /power 'Power'.
report format=list automatic align(center)
  /variables=ntot alpha num denom etasq corr power 
  /title "Anova term sample size for given power (any anova)" .
!enddefine.
matrix.
get m /variables=alpha etasq num bsum wdf corr power  /missing=omit.
compute alpha=make(1,1,0).
compute etasq=make(1,1,0).
compute num=make(1,1,0).
compute bsum=make(1,1,0).
compute wdf=make(1,1,0).
compute corr=make(1,1,0). 
compute power=make(1,1,0).
compute alpha=m(:,1).
compute etasq=m(:,2).
compute num=m(:,3).
compute bsum=m(:,4).
compute wdf=m(:,5).
compute corr=m(:,6).
compute power=m(:,7).
end matrix.
apow alpha etasq num bsum wdf corr power.

Reference

Doncaster CP and Davey AJH (2007) Analysis of covariance. How to choose and construct models for the life sciences. CUP:Cambridge.

Winer BJ, Brown DR and Michels KM (1991) Statistical principles in experimental design, 3rd edition. McGraw-Hill:New York.

None: FAQ/power/rmPowN (last edited 2016-01-05 11:49:58 by PeterWatson)