[R] Log rank test power calculations
Wittner, Ben, Ph.D.
Wittner.Ben at mgh.harvard.edu
Thu Jan 31 17:39:25 CET 2008
I suspect that someone will write saying that what you want is in one or a few
packages, but you might also find the code below useful.
(Note, the first two functions require the third.)
-Ben
##
## Do power calculation of Freedman for Cox PH as set forth on page 733
## of 5th edition of Rosner, "Fundamentals of Biostatistics"
##
## k = ratio of (# subjects in exposed group) to
## (# subjects in control)
## t = max time of follow-up
## RR = (hazard rate for exposed group) /
## (hazard rate for control group)
## lambda[j] = Rosner's lambda_(j-1)
## delta[j] = Rosner's delta_(j-1)
##
survivalUtil.power <- function(n.1, n.2, t, RR, lambda, delta, alpha=0.05) {
pf <- survivalUtil.probFail(t, RR, lambda, delta)
k <- n.1/n.2
m <- n.1*pf$p.E + n.2*pf$p.C
pnorm(sqrt(k*m)*abs(RR - 1)/(k*RR + 1) - qnorm(1 - alpha/2))
}
##
## Do sample-size calculation of Freedman for Cox PH as set forth
## on page 735
## of 5th edition of Rosner, "Fundamentals of Biostatistics"
##
## k = ratio of (# subjects in exposed group) to
## (# subjects in control)
## t = max time of follow-up
## RR = (hazard rate for exposed group) /
## (hazard rate for control group)
## lambda[j] = Rosner's lambda_(j-1)
## delta[j] = Rosner's delta_(j-1)
##
## Value: n1 - number of people needed in exposed group
## n2 - number of people needed in control group
##
survivalUtil.sampSize <- function(k, t, RR, lambda, delta,
alpha=0.05, beta=.2) {
m <- ((1/k)*(((k*RR + 1)/(RR - 1))^2)*
((qnorm(1 - (alpha/2)) + qnorm(1 - beta))^2))
pf <- survivalUtil.probFail(t, RR, lambda, delta)
n.1 <- (m*k)/((k*pf$p.E) + pf$p.C)
n.2 <- m/((k*pf$p.E) + pf$p.C)
list(n.1=n.1, n.2=n.2)
}
##
## Compute probabilties of failure used by survivalUtil.power() and
## survivalUtil.sampSize()
##
survivalUtil.probFail <- function(t, RR, lambda, delta) {
A <- cumprod(1 - lambda)[1:t]
B <- cumprod(1 - (RR*lambda))[1:t]
C <- cumprod(1 - delta)[1:t]
D <- lambda[2:(t + 1)]*A*C
E <- RR*lambda[2:(t + 1)]*B*C
list(p.C=sum(D), p.E=sum(E))
}
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> On Behalf Of Daniel Brewer
> Sent: Thursday, January 31, 2008 10:53 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Log rank test power calculations
>
> Does anyone have any ideas how I could do a power calculation for a log
> rank test. I would like to know what the suggested sample sizes would
> be to pick a difference when the control to active are in a ratio of 80%
> to 20%.
>
> Thanks
>
> Dan
>
> --
> **************************************************************
> Daniel Brewer, Ph.D.
> Institute of Cancer Research
> Email: daniel.brewer at icr.ac.uk
> **************************************************************
>
>
> The Institute of Cancer Research: Royal Cancer Hospital, a charitable
> Company Limited by Guarantee, Registered in England under Company No.
> 534147 with its Registered Office at 123 Old Brompton Road, London SW7
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>
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