EFG and another power curiosity [🇷 for BE/BA]
Ahoy old simulant!
I have given EFG2.1 a try. Great
.
Thanks for that stress test for my CPU. But my SAS can better
.
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 %):
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?
❝ 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

Thanks for that stress test for my CPU. But my SAS can better

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
Regards,
Detlew
Complete thread:
- non-central t, power, R: ElMaestro 2009-10-03 19:05
- non-central t, power, R: Helmut 2009-10-03 21:45
- non-central t, power, R: ElMaestro 2009-10-04 21:51
- non-central t, power, R: Helmut 2009-10-04 23:58
- non-central t, power, R: ElMaestro 2009-10-04 21:51
- non-central t is not the question d_labes 2009-10-05 12:58
- SAS -> R -> SAS Helmut 2009-10-05 14:53
- Lost in translation d_labes 2009-10-06 14:31
- Lost in translation Helmut 2009-10-06 14:42
- Macacus cynocephalus d_labes 2009-10-06 15:14
- Lost in translation Helmut 2009-10-06 21:46
- Macacus cynocephalus d_labes 2009-10-06 15:14
- Lost in translation Helmut 2009-10-06 14:42
- Lost in translation d_labes 2009-10-06 14:31
- non-central t is not the question ElMaestro 2009-10-05 17:32
- Power of TOST in R d_labes 2009-10-06 16:45
- Power of TOST (R package MBESS) Helmut 2009-10-07 02:18
- Power of TOST (R package MBESS) d_labes 2009-10-07 08:46
- Power of TOST (R package MBESS) Helmut 2009-10-07 12:38
- Power of TOST (R package MBESS) d_labes 2009-10-07 08:46
- The Power at limits d_labes 2009-10-07 11:32
- Power at limits 2 d_labes 2009-10-07 15:15
- package MBESS Helmut 2009-10-07 22:36
- Package MBESS and Power curiosity d_labes 2009-10-15 14:57
- Package MBESS and Power curiosity ElMaestro 2009-10-17 12:26
- Apfelstrudel and EFG 2.01 Helmut 2009-10-17 13:44
- EFG and another power curiosityd_labes 2009-10-20 11:35
- EFG and another power curiosity ElMaestro 2009-11-23 19:03
- EFG and another power curiosity Helmut 2009-11-23 19:17
- EFG and another power curiosity ElMaestro 2009-11-23 19:03
- Package MBESS and Power curiosity ElMaestro 2009-10-17 12:26
- Package MBESS and Power curiosity d_labes 2009-10-15 14:57
- package MBESS Helmut 2009-10-07 22:36
- Power at limits 2 d_labes 2009-10-07 15:15
- Power of TOST (R package MBESS) Helmut 2009-10-07 02:18
- Power of TOST in R d_labes 2009-10-06 16:45
- SAS -> R -> SAS Helmut 2009-10-05 14:53
- non-central t, power, R: yjlee168 2009-10-07 00:08
- R code for power ElMaestro 2009-10-09 11:32
- Belgian beer ? Ohlbe 2009-10-09 11:50
- Another one - R code for power of TROST d_labes 2009-10-09 13:50
- non-central t, power, R: Helmut 2009-10-03 21:45