d_labes
★★★

Berlin, Germany,
2009-12-18 12:14
(5618 d 23:07 ago)

Posting: # 4502
Views: 7,863
 

 Power of Approximate power [Power / Sample Size]

Dear All,

although in the days of this thread no R-user need to deal with approximate power, I was interested in how good these approximations were.

Here my results for three 'typical' CV's with my very famous :-D R-code.
Null ratio was set to 0.95 as usual, the BE limits were 0.8 ... 1.25. The design was the classical 2x2 crossover.
  • black: exact power using Owen's Q function
  • red: approximate power using non-central Student's t-distribution (discussed lastly here, Helmuts code, which is part of Bear)
  • green: approximate power using 'shifted' central Student's t-distribution mentioned here, Part of PASS2008 - module for replicate crossover
[image]
[image]
[image]

Lesson learned: The approximations perform very well in the region we are usually interested in (power >0.7). In this region the power(s) are not only optically indistinguishable but also numerically.
Thus users who have no access to an implementation of the exact power can use safely the formulas relying on the non-central t-distribution if they have access to software containing it.
Or even use the formulas relying on the 'shifted' central Student's t-distribution which should be available in nearly all statistical software.
With respect to the sample size estimation (power usually ≥0.8) only negligible differences if any were expected. In my experimentation I hadn't found any up to now.

There is no need to state (cit. EM): "The non-central t dist is hereby dead and buried." :-P

Regards,

Detlew
ElMaestro
★★★

Denmark,
2009-12-18 13:01
(5618 d 22:20 ago)

@ d_labes
Posting: # 4503
Views: 6,064
 

 Power of Approximate power

Very well, d_labes.

On basis of the current evidence the jury then votes in favour of power approximations as they can be used without any significant error in the power regions of practical interest. Power approximations, including those based on the non-central t distribution, will therefore be considered resurrected and fully viable. Amen. More generally, the jury adds that success in real life depends on a lot of approximations. Examples of other approximations that are fully justified and steer the user free of potential trouble include, but are not limited to:
  1. "No honey, you do not look fat in that dress."
  2. "Yes honey, of course I remembered to invite your aunt Betty for the christmas dinner."
  3. "Subject 73 can be removed from the dataset because of a protocol violation in period 1".

Best regards
EM.
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