[R] stats::power.t.test error

peter dalgaard pd@|gd @end|ng |rom gm@||@com
Tue Oct 15 17:49:34 CEST 2019


You don't really want the diddling, since it gives meaningless values anyway...

For a pragmatic strategy, how about this?:

(a) calculate the power at n=2, if bigger than target power, done, else
(b) calculate n to reach target power, now guaranteed to have n > 2. Round upwards.

Peter D.

> On 15 Oct 2019, at 12:07 , Witold E Wolski <wewolski using gmail.com> wrote:
> 
> Dear Peter,
> 
> Yes, It is a technical issue and a matter of diddling around. And I
> agree with your comment regarding the 2 observations.
> I have several thousands variance estimates for which I need to
> compute the sample sizes automatically. Using try statements is
> typically the last thing I would like to resort too.
> Is there an alternative implementation of power.t.test on CRAN which
> could the diddling for me and return plausible sample sizes i.e.
> integers.
> 
> best regards
> Witek
> 
> On Fri, 4 Oct 2019 at 16:28, peter dalgaard <pdalgd using gmail.com> wrote:
>> 
>> This is mainly a technical issue with uniroot trying to go outside of its interval: (2, 1e7)
>> 
>> It is fairly easy to find an approximate solution by diddling a little by hand:
>> 
>>> power.t.test(delta = 0.5849625, sd=0.01, n=1.04, sig.level=0.05)$power
>> [1] 0.8023375
>> 
>> Notice, however, that 1.04 observations in each group makes no sense at all. In order to actually do a t-test you need at least 2 observations per group (since we assume equal group sizes) or you have no variance estimate. Already at sd=0.1, you are crossing the n=2 border, so for any smaller sd, you will just get higher power with n=2. (Also, anything with single-digit degrees of freedom for variance is probably expecting rather much regarding to Gaussian distribution of your data.)
>> 
>> -pd
>> 
>>> On 4 Oct 2019, at 14:30 , Witold E Wolski <wewolski using gmail.com> wrote:
>>> 
>>> Hi,
>>> 
>>> power.t.test works for some range of input parameters but fails otherwise.
>>> 
>>>> power.t.test(delta = 0.5849625, sd=0.1, power=0.8, sig.level=0.05)$n
>>> [1] 1.971668
>>>> power.t.test(delta = 0.5849625, sd=0.05, power=0.8, sig.level=0.05)$n
>>> [1] 1.620328
>>>> power.t.test(delta = 0.5849625, sd=0.01, power=0.8, sig.level=0.05)$n
>>> Error in uniroot(function(n) eval(p.body) - power, c(2, 1e+07), tol = tol,  :
>>> did not succeed extending the interval endpoints for f(lower) * f(upper) <= 0
>>> In addition: Warning message:
>>> In qt(sig.level/tside, nu, lower.tail = FALSE) : NaNs produced
>>> 
>>> I guessing that sd is very small compared with delta, hence the
>>> problem. But what are allowed values (ratios) of delta and sd?
>>> 
>>> Best
>>> Witek
>>> 
>>> 
>>> 
>>> 
>>> 
>>> 
>>> --
>>> Witold Eryk Wolski
>>> 
>>> ______________________________________________
>>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
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>> 
>> --
>> Peter Dalgaard, Professor,
>> Center for Statistics, Copenhagen Business School
>> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
>> Phone: (+45)38153501
>> Office: A 4.23
>> Email: pd.mes using cbs.dk  Priv: PDalgd using gmail.com
>> 
>> 
>> 
>> 
>> 
>> 
>> 
>> 
>> 
> 
> 
> -- 
> Witold Eryk Wolski

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd.mes using cbs.dk  Priv: PDalgd using gmail.com



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