[R] Power of test

[ONKELINX, Thierry]

A quick answer to your questions:

1. Since nobody knows the "true" delta. I prefer to calculate the power for a range of deltas. Most of the time for a range spanning - 2 * expected delta up to 2 * expected delta. This gives an idea on how the power changes if delta changes.
2. ?power.t.test explains how to calculate n for a given power, delta, sd and sig.level. A quote from ?power.t.test: "Exactly one of the parameters 'n', 'delta', 'power', 'sd', and 'sig.level' must be passed as NULL, and that parameter is determined from the others."

Cheers,

Thierry

----------------------------------------------------------------------------

ir. Thierry Onkelinx

Instituut voor natuur- en bosonderzoek / Reseach Institute for Nature and Forest

Cel biometrie, methodologie en kwaliteitszorg / Section biometrics, methodology and quality assurance

Gaverstraat 4

9500 Geraardsbergen

Belgium

tel. + 32 54/436 185

Thierry.Onkelinx op inbo.be

www.inbo.be 

 

Do not put your faith in what statistics say until you have carefully considered what they do not say.  ~William W. Watt

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-----Oorspronkelijk bericht-----
Van: r-help-bounces op stat.math.ethz.ch [mailto:r-help-bounces op stat.math.ethz.ch] Namens Ethan Johnsons
Verzonden: vrijdag 27 oktober 2006 16:59
Aan: Peter Dalgaard
CC: r-help op stat.math.ethz.ch
Onderwerp: Re: [R] Power of test

Thank you so mcuh for the explanation, Chuck & Peter.

Two quick questions,please.

It states that delta = True difference in means.  When the true diff
is unkown, can you use the expected diff for delta.

If you want to know the n (number of observations) off of power.t.test
to have i.e. 80% power, how do you calculate?  Is there a way to do it
in R, or use algebra?

power.t.test(n = NULL, delta = NULL, sd = 1, sig.level = 0.05,
             power = NULL,
             type = c("two.sample", "one.sample", "paired"),
             alternative = c("two.sided", "one.sided"),
             strict = FALSE)

Thank you,

ej

On 27 Oct 2006 16:37:08 +0200, Peter Dalgaard <p.dalgaard op biostat.ku.dk> wrote:
> "Ethan Johnsons" <ethan.johnsons op gmail.com> writes:
>
> > What would be the R formulae for a two-sided test?
> >
> > I have a formula for a one-sided test:
> >
> > powertest <- function(a,m0,m1,n,s){
> > t1 = -qnorm(1-a)
> > num = abs(m0-m1) * sqrt(n)
> > t2 = num/s
> > pow = pnorm(t1 + t2)
> > }
> >
> > Would you pls let me know if you know of?
>
> (Notice that power.t.test does this more accurately)
>
> For practical purposes, just halve a. Perfectionists may want you to
> add pnorm(t1 - t2), so that the total power becomes a when t2 == 0.
>
> BTW: -qnorm(1-a)==qnorm(a)
>
> --
>    O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
>   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
>  (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
> ~~~~~~~~~~ - (p.dalgaard op biostat.ku.dk)                  FAX: (+45) 35327907
>

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