[R] Problem with visualization of power of t test
Etienne Stockhausen
einohr2002 at web.de
Tue May 24 15:08:22 CEST 2011
Dear R-User,
I'm trying to visualize the results of the power calculation with the function power.t.test(). Therefore I want to plot the related t-distributions and shade the surfaces indicatingt the type I error, the type II error and the power. For sample sizes greater 30 I got results which are very satisfying. For small sample sizes I got stuck and did'nt find a mistake.
To show you the problem I wrote some lines in R:
par(mfrow = c(4,2))
for(n in c(2,6,10,14,18,22,26,30))
{
temp = power.t.test(n = n, sd = 1, power = 0.5, sig.level = 0.05, # power calculation --> power is specified with 50%
type = "one.sample", alternative = "one.sided")
s = temp$sd # get standard deviation out of test distribution
n = temp$n # get sample size out of test distribution
delta = temp$delta # get delta (distance between centrality points) out of test ditribution
plot(1:10, xlim = c(-5,10), ylim = c(0, 0.5), type = "n") # create plot window
x = seq(-5, 10, length = 400) # x-values
y1 = dt(x, df = n-1) # y-values calculated with related t-distribution (df=n-1)
lines(x, y1, col = 2) # plot related t-distribution
lines(x + delta/(s/sqrt(n)), y1) # plot related t-distribution shifted with normalized delta
abline(v = qt(0.95, df = n-1)) # draws a vertical line at the
abline(v=delta/(s/sqrt(n)),lty=2)
legend("topright",legend=c(paste("n=",n),
paste("bias=",round(qt(0.95, df = n-1)-delta/(s/sqrt(n)),2)))) # creates legend
}
This code creates some plots with different sample size n. I would expect the solid vertical line and the dotted vertical line one above the other. But indeed the space between both of them is increasing with a decreasing sample size.
Whe re is my mistake? Is it a error in reasoning or is it "just" not possible to visualize this problem for small sample sizes?
I look foward to any suggestions and hints. So much thanks in advance.
Étienne
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