Owen’s Q [Power / Sample Size]

posted by Ben – Germany, 2012-03-03 14:35 (5219 d 21:38 ago) – Posting: # 8214
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Dear Helmut,

❝ 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).


Yes. The only thing I wanted to conclude here is that nQuery does not use AS 243 and I wanted so see whether nQuery uses AS 184 or not. For the latter one would need a C lib or something similar (yeh I like C :-)). Btw, I don't see the need anymore for testing AS 243 since it's used in R.

Anyhow, in the post you just mentioned (actually #441) I saw you saying that "According to Dieter Hauschke Owen's exact method is implemented in nQuery Advisor." In fact in their book this is also stated. It seems all problems are solved (this is "confirmed" by the comparison in #4255.)... but let me ask two more things.
First, there still are some discrepancies, e.g. in case of T/R=1, CV=7.5% (see e.g. #4266): for n=4 power.TOST "exact" gives 0.7290143 whereas nQuery gives 0.71559 (for n=6: 0.9869919 vs. 0.97943). I guess it's just not the same exact method that is implemented? (rounding?)
Secondly, on your lecture slide 33 (see above) you wrote Diletti et al. (1991) uses method "noncentr. t" and algorithm "Owen's Q". Shouldn't it then be method "exact"?

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