Owen’s Q (Anders, are you there?) [Power / Sample Size]

posted by Helmut Homepage – Vienna, Austria, 2012-03-02 20:38 (5234 d 03:04 ago) – Posting: # 8210
Views: 11,101

Dear Ben!

❝ ❝ Owen’s method is no algo. […]



❝ I don't have the paper from Owen, so I cannot tell.


Expect some “Mehl”. ;-)

❝ […] so the wording "an algorithm due to Owen" in the manual is not the best one... Yes, unfortunately it is not clear what nQuery does.


Yep (twice).

❝ Ok, I got your point. As an alternative to FARTSSIE, isn't R using AS 243 for sure? At least this result (meaning 66.674%) is confirmed by using PowerTOST with method=noncentral.


Right. From R’s help(qt):

For the non-central case of pt based on a C translation of
Lenth, R. V. (1989). Algorithm AS 243 — Cumulative distribution function of the non-central t distribution, Applied Statistics 38, 185–189.
This computes the lower tail only, so the upper tail suffers from cancellation and a warning will be given when this is likely to be significant.
[…]
The non-central case is done by inversion.


BTW, we have already shown that SAS and R get identical values based on the non-central t – even for extreme values (#4297, part of monster-thread #4291).

If you are a C-aficionado, source-code here.

@Anders: See above link at ‘Related Data and Programs’. Maybe useful in your power-sims. Remember Detlew’s remark?

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