Bioequivalence and Bioavailability Forum

Power with Fieller [General Statistics]

posted by martin – Austria, 2012-11-15 18:29 (4599 d 16:54 ago) – Posting: # 9534
Views: 6,113

Dear all!

We recently encountered an unexpected behavior (at least I was not aware of it) with Fieller confidence intervals. It seems that the power for showing equivalence is not maximized at delta = 1 for rather large variances. Is there an error in the code or is this behavior well known?

best regards

martin


library(pairwiseCI) 

set.seed(7750)

nsim <- 1E5

sd <- 0.25

res1 <- res2 <- res3 <- res4 <- matrix(NA,ncol=2,nrow=nsim) 

n <- 10 

for(i in 1:nsim){

   a1 <- rnorm(n,1,sd=sd)

   a2 <- rnorm(n,0.975,sd=sd)

   a3 <- rnorm(n,1.025,sd=sd)

   a4 <- rnorm(n,1.050,sd=sd)

   b <- rnorm(n,1,sd=sd)

   res1[i,] <- as.vector(Param.ratio(a1,b,conf.level=0.9,var.equal=F)$conf.int)

   res2[i,] <- as.vector(Param.ratio(a2,b,conf.level=0.9,var.equal=F)$conf.int)

   res3[i,] <- as.vector(Param.ratio(a3,b,conf.level=0.9,var.equal=F)$conf.int)

   res4[i,] <- as.vector(Param.ratio(a4,b,conf.level=0.9,var.equal=F)$conf.int)

}



# delta=1: expected to have the largest power 

mean(res1[,1]>0.8 & res1[,2]<1.25)

# delta=0.975

mean(res2[,1]>0.8 & res2[,2]<1.25)

# delta=1.025

mean(res3[,1]>0.8 & res3[,2]<1.25)

# delta=1.05

mean(res4[,1]>0.8 & res4[,2]<1.25)

Complete thread:

Power with Fiellermartin 2012-11-15 17:29 [General Statistics]
- Power with Fieller Helmut 2012-11-16 01:28
- 'Expected' Power with Fieller d_labes 2012-11-16 09:03
  - 'Expected' Power with Fieller Helmut 2012-11-16 13:54
    - 'Expected' Power with Fieller Jack 2012-11-19 10:35

Power with Fieller [General Sta­tis­tics]

Complete thread:

Power with Fieller [General Statistics]