EFG and another power curiosity [🇷 for BE/BA]

posted by d_labes  – Berlin, Germany, 2009-10-20 13:35 (6076 d 02:38 ago) – Posting: # 4372
Views: 45,841

Ahoy old simulant!

❝ Regarding only 50000 simulations:

❝ You can get the famous software EFG 2.01 from HS. It will do millions of sims in a few seconds.


I have given EFG2.1 a try. Great :clap:.
Thanks for that stress test for my CPU. But my SAS can better :-D .

What I'm a little bit curious of is that regardless how big the number of sims is, the power for low sample size does not converge to your 'normal' values (at least for CV=30%) .
(This is the 'exact' power I think, using your 'Abbelssstrudel' ?).
Here an example (power in %):
CV=30%, ratio=0.95, BE limits= 0.8 - 1.25 (fixed in EFG?)
      ------ EM's EFG2.1----------  poor mans
       normal     grand brute         SAS®
  N  ('exact')  100.000  1.000.000  10.000
  4    3.42      1.31     1.28       3.33
  6    3.95      2.74     2.64       3.93
  8    5.96      4.87     4.90       5.56
 10    9.54      8.72     8.67       9.32
 12   14.85     14.21    14.20      15.08 / 14.47 (two runs)

My own simulations (but of course with lower number of sims because of CPU overheating) do not show this effect.

I would expect a convergence to the 'exact' values because we simulate data with distributional characteristics that match those for which the exact power formula was derived. Do I miss somefink here?

Regards,

Detlew

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