[R] Power of test

[Ethan Johnsons]

Can I please ask a quick question again on this?

Is there a power test function for z-test?   Obviuosly, ?power.z.test
does not give me anything.

thx much

ej

On 10/27/06, ONKELINX, Thierry <Thierry.ONKELINX at inbo.be> wrote:
> 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
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> Do not put your faith in what statistics say until you have carefully considered what they do not say.  ~William W. Watt
>
> A statistical analysis, properly conducted, is a delicate dissection of uncertainties, a surgery of suppositions. ~M.J.Moroney
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>
> -----Oorspronkelijk bericht-----
> Van: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] Namens Ethan Johnsons
> Verzonden: vrijdag 27 oktober 2006 16:59
> Aan: Peter Dalgaard
> CC: r-help at 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 at biostat.ku.dk> wrote:
> > "Ethan Johnsons" <ethan.johnsons at 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 at biostat.ku.dk)                  FAX: (+45) 35327907
> >
>
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