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Applied Univariate, Bivariate, and Multivariate Statistics. Daniel J. Denis
Читать онлайн.Название Applied Univariate, Bivariate, and Multivariate Statistics
Год выпуска 0
isbn 9781119583011
Автор произведения Daniel J. Denis
Жанр Математика
Издательство John Wiley & Sons Limited
Hence, one general observation from this simple power analysis for detecting ρ is that size of effect (in this case, ρ) plays a very important role in determining estimated sample size. As a general rule, across virtually all statistical tests, if the effect you are studying is large, a much smaller sample size is required than if the effect is weak. Drawing on our analogy of the billboard sign that reads “H0 is false,” all else equal, if the sign is in large print (i.e., strong effect), you require less “power” in your prescription glasses to detect such a large sign. If the sign is in small print (i.e., weak effect), you require much more “power” in your lenses to detect it.
2.22.1 Estimating Sample Size and Power for Independent Samples t‐Test
For an independent‐samples t‐test, required sample size can be estimated through R using pwr.t.test
:
> pwr.t.test (n =, d =, sig.level =, power =, type = c(“two.sample”, “one.sample”, “paired”))
where, n
= sample size per group, d
= estimate of standardized statistical distance between means (Cohen's d), sig.level
= desired significance level of the test, power
= desired power level, and type
= designation of the kind of t‐test you are performing (for our example, we are performing a two‐sample test).
Table 2.6 Power Estimates as a Function of Sample Size and Estimated Magnitude Under Alternative Hypothesis
Exact – Correlation: Bivariate Normal Model Tail(s) = Two, Correlation ρ H0 = 0, α err prob = 0.05 | ||||||
---|---|---|---|---|---|---|
Correlation ρ H1 = 0.1 | Correlation ρ H1 = 0.2 | Correlation p HI = 0.3 | Correlation ρ HI = 0.4 | Correlation ρ HI = 0.5 | ||
# | Power(1‐β err prob) | Total Sample Size | Total Sample Size | Total Sample Size | Total Sample Size | Total Sample Size |
1 | 0.600000 | 488.500 | 121.500 | 53.5000 | 29.5000 | 18.5000 |
2 | 0.610000 | 500.500 | 124.500 | 54.5000 | 30.5000 | 18.5000 |
3 | 0.620000 | 511.500 | 126.500 | 55.5000 | 30.5000 | 19.5000 |
4 | 0.630000 | 523.500 | 129.500 | 56.5000 | 31.5000 | 19.5000 |
5 | 0.640000 | 535.500 | 132.500 | 58.5000 | 32.5000 | 19.5000 |
6 | 0.650000 | 548.500 | 135.500 | 59.5000 | 32.5000 | 20.5000 |
7 | 0.660000 | 561.500 | 138.500 | 60.5000 | 33.5000 | 20.5000 |
8 | 0.670000 | 574.500 | 142.500 | 62.5000 | 34.5000 | 21.5000 |
9 | 0.680000 | 587.500 | 145.500 | 63.5000 | 34.5000 | 21.5000 |
10 | 0.690000 | 601.500 | 148500 | 64.5000 | 35.5000 | 22.5000 |
It would be helpful at this point to translate Cohen's d values into R2 values to learn how much variance is explained by differing d values. To convert the two, we apply the following transformation:
Table 2.7 contains conversions for r increments of 0.10, 0.20, 0.30, etc.
To get a better feel for the relationship between Cohen's d and r2, we obtain a plot of their values (Figure 2.15).
As can be gleamed from Figure 2.15, the relationship between the two effect size measures is not exactly linear and increases rather sharply for rather large values (the curve is somewhat exponential).
Suppose a researcher would like to estimate required sample size for a two‐sample t‐test, for a relatively small effect size, d = 0.41 (equal to r of 0.20), at a significance level of 0.05, with a desired power level of 0.90. We compute:
> pwr.t.test (n =, d =0.41, sig.level =.05, power =.90, type = c(“two.sample”)) Two-sample t test power calculation n = 125.9821 d = 0.41 sig.level = 0.05 power = 0.9 alternative = two.sided NOTE: n is number in *each* group
Thus,