CV ≈ s for low variances [General Statistics]
❝ some history porn
Hey, that’s a nice one!
❝ Historical interest only (but still popular in NONMEM wild forests)
The Canadian guidances (from 1992 to the draft of 2009) contained these goodies:$$\eqalign{
\text{Intrasubject CV}&=100\times\text{(MSResidual)}^{0.5}\\
\text{Intersubject CV}&=100\times\text{(MSSubj}\,\text{(Seq))}^{0.5}}$$ When using the wrong formula, estimated sample sizes will be too small. Example for 2×2×2, T/R 0.95, target power 0.8:
library(PowerTOST)
CV <- seq(0.14, 0.4, 0.02)
mse <- CV2mse(CV)
x <- data.frame(mse = mse, CV.right = CV, n.right = NA_integer_,
CV.wrong = sqrt(mse), n.wrong = NA_integer_)
for (j in seq_along(CV)) {
x[j, c(3, 5)] <- c(sampleN.TOST(CV = CV[j], print = FALSE)[["Sample size"]],
sampleN.TOST(CV = x$CV.wrong[j], print = FALSE)[["Sample size"]])
}
names(x) <- c("MSE", "CV", "n", "CV ~ sqrt(MSE)", "~ n")
print(signif(x, 4), row.names = FALSE)
MSE CV n CV ~ sqrt(MSE) ~ n
0.01941 0.14 12 0.1393 10
0.02528 0.16 14 0.1590 14
0.03189 0.18 16 0.1786 16
0.03922 0.20 20 0.1980 20
0.04727 0.22 22 0.2174 22
0.05600 0.24 26 0.2366 26
0.06541 0.26 30 0.2558 30
0.07548 0.28 34 0.2747 34
0.08618 0.30 40 0.2936 38
0.09749 0.32 44 0.3122 42
0.10940 0.34 50 0.3307 46
0.12190 0.36 54 0.3491 52
0.13490 0.38 60 0.3673 56
0.14840 0.40 66 0.3853 62
Dif-tor heh smusma 🖖🏼 Довге життя Україна!
Helmut Schütz
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Science Quotes
Complete thread:
- Variance VS Coefficient of variation Imph 2023-02-27 09:09 [General Statistics]
- s² ↔ CV Helmut 2023-02-27 13:00
- CV ≈ s for low variances mittyri 2023-02-27 20:45
- CV ≈ s for low variancesHelmut 2023-02-28 10:24
- CV ≈ s for low variances Imph 2023-03-06 12:42
- CV ≈ s for low variancesHelmut 2023-02-28 10:24
- CV ≈ s for low variances mittyri 2023-02-27 20:45
- s² ↔ CV Helmut 2023-02-27 13:00