[Rd] noncentrality paramter in power.anova.test (PR#7244)
meyerjp at jmu.edu
meyerjp at jmu.edu
Thu Sep 23 21:27:09 CEST 2004
Full_Name:
Version: 1.9.0
OS: Windows XP
Submission from: (NULL) (134.126.93.191)
I believe the noncentrality parameter, lambda, in power.anova.test is incorrect.
The noncentrality paramter is defined as lambda <- (groups - 1) * n *
(between.var/within.var). The n should not be there. The function pf defines the
noncentrality parameter as the sum of squares of the means. Therefore, the
noncentrality paramter, lambda, in power.anova.test should be lambda <- (groups
- 1) * (between.var/within.var). The following code shows the difference in
results. I've compared a few power computations using the new lambda to values
from a text on power. The new lambda produces more correct values for power.
groups <- 3
n <- 5
between.var <- 10.295
within.var <- 1
sig.level <- 0.05
#The first, incorrect lambda is used in power.anova.test
#incorrect labmda
lambda <- (groups - 1) * n * (between.var/within.var)
pf(qf(sig.level, groups - 1, (n - 1) * groups, lower = FALSE),
groups - 1, (n - 1) * groups, lambda, lower = FALSE)
#This correct lambda should be used instead
lambda <- (groups - 1) * (between.var/within.var)
pf(qf(sig.level, groups - 1, (n - 1) * groups, lower = FALSE),
groups - 1, (n - 1) * groups, lambda, lower = FALSE)
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