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The Analysis Factor Workshop: Calculating Power and Sample Size

Calculating Power and Sample Size Workshop Karen Grace-Martin THE ANALYSIS FACTOR

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The Analysis Factor Workshop: Calculating Power and Sample Size

Workshop Outline 1. 2. 3. 4. 5.

A Review of the Concepts How Power Relates to Sample Size Estimating Sample Sizes Prospectively Issues in Power Analysis Examples

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The Analysis Factor Workshop: Calculating Power and Sample Size

A Review of the Concepts • • • • •

The Hypothesis Test Rejection Regions Type I error Type II error Power

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The Analysis Factor Workshop: Calculating Power and Sample Size

The Hypothesis Test H0: parameter = specified value H1: parameter ≠ that value

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The Analysis Factor Workshop: Calculating Power and Sample Size

The Hypothesis Test H0: parameter = specified value H1: parameter ≠ that value •

One sample t test

H0: µ = 25 H1: µ ≠ 25



Two sample t test

H0: µ1 − µ2 = 0 H1: µ1 − µ2 ≠ 0



Regression Coefficient

H0 : β = 0 H1 : β ≠ 0



One-way ANOVA

H0: Var(µ) = 0 H1: Var(µ) ≠ 0

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The Analysis Factor Workshop: Calculating Power and Sample Size

H0

20

25

30

35

40

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X

6

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The Analysis Factor Workshop: Calculating Power and Sample Size

H0

20

25

30

Reject H0

35

40

X

Reject H0

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The Analysis Factor Workshop: Calculating Power and Sample Size

Truth H0 True Decision

H0 False

Reject H0

Type I error

Correct

Accept H0

Correct

Type II error

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The Analysis Factor Workshop: Calculating Power and Sample Size

Truth H0 True Decision

H0 False

Reject H0

Type I error

Correct

Accept H0

Correct

Type II error

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The Analysis Factor Workshop: Calculating Power and Sample Size

Truth H0 True Decision

H0 False

Reject H0

Type I error

Correct

Accept H0

Correct

Type II error

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The Analysis Factor Workshop: Calculating Power and Sample Size

Truth H0 True Decision

H0 False

Reject H0

Type I error

Correct

Accept H0

Correct

Type II error

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The Analysis Factor Workshop: Calculating Power and Sample Size

Truth H0 True Decision

H0 False

Reject H0

Type I error

Correct

Accept H0

Correct

Type II error

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The Analysis Factor Workshop: Calculating Power and Sample Size

Calculating Power and Sample Size Workshop: How Power Relates to Sample Size Karen Grace-Martin THE ANALYSIS FACTOR

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The Analysis Factor Workshop: Calculating Power and Sample Size

1. One sample t test

2. Two sample t test

t=

3. Regression Coefficient

t=

4. One-way ANOVA

X −µ

t=

s2

n

( X 1 − X 2 ) − ( µ1 − µ 2 ) s 2pooled ( 1 + 1 ) n1 n2

b−β s2

n

SSB F=

SSE

k −1 n−k

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The Analysis Factor Workshop: Calculating Power and Sample Size

H0

t=

H1

1−α

X −µ s2

n

1−β

α/2

Power

α/2

β

X

25

37

Reject H0

Reject H0 -1.8

0

1.8

3.6

5.4

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The Analysis Factor Workshop: Calculating Power and Sample Size

t=

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X −µ s2

n

4

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The Analysis Factor Workshop: Calculating Power and Sample Size

t=

Calculating Power and Sample Size Workshop Copyright http://TheAnalysisFactor.com

X −µ s2

n

5

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The Analysis Factor Workshop: Calculating Power and Sample Size

t=

Calculating Power and Sample Size Workshop Copyright http://TheAnalysisFactor.com

X −µ s2

n

6

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The Analysis Factor Workshop: Calculating Power and Sample Size

To increase power: 1. Increase alpha 2. Conduct a one-tailed test 3. Increase the effect size 4. Decrease random error 5. Increase sample size

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The Analysis Factor Workshop: Calculating Power and Sample Size

All else being equal: Lower alpha 2 tails Smaller effect size Higher Power Larger variance

    

larger n larger n larger n larger n larger n

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The Analysis Factor Workshop: Calculating Power and Sample Size

Calculating Power and Sample Size Workshop: Estimating Sample Sizes Prospectively Karen Grace-Martin THE ANALYSIS FACTOR

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The Analysis Factor Workshop: Calculating Power and Sample Size

Why Estimate Sample Sizes?: 1. Many published studies have low power 2. Avoid wasting time and money pursuing the impossible 3. Reduce risk and wasting resources 4. Funding agencies and many committees require it

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The Analysis Factor Workshop: Calculating Power and Sample Size

The Steps to Estimating a Sample Size: 1. Specify a hypothesis test 2. Specify the significance level of the test 3. Specify the smallest effect size of scientific interest 4. Estimate the values of other parameters 5. Specify the intended power of the test 6. Plug all information into the appropriate equation 7. Solve for n Calculating Power and Sample Size Workshop Copyright 2011 http://TheAnalysisFactor.com

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The Analysis Factor Workshop: Calculating Power and Sample Size

z=

X −µ

σ2

n

   E  1 − β = P (Z >  zα / 2 + ) σ   n 

za = value of z that has an area under the curve of a to the right of z

z1− β = zα / 2 +

σ n

σ = standard deviation of X n = sample size

E

n=

( z1−α / 2 + z1− β ) 2 σ 2

E = effect size, difference between µ1 and µ0

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E2

4

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The Analysis Factor Workshop: Calculating Power and Sample Size

Calculating Power and Sample Size Workshop: Issues in Power Analysis Karen Grace-Martin The Analysis Factor

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The Analysis Factor Workshop: Calculating Power and Sample Size

Post-hoc Analyses Observed Power: Calculate power assuming the observed sample statistics equal the true parameter values Confidence Intervals: use the width to indicate likelihood of the null Equivalence Testing: The null states that the effect size is greater than a defined value Calculating Power and Sample Size Workshop Copyright 2011 http://TheAnalysisFactor.com

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The Analysis Factor Workshop: Calculating Power and Sample Size

Standardized Effect Sizes Correlation Coefficient r Standardized Regression Coefficient β Coefficient of Determination R2 Cohen’s d =

x1 − x2 sp

.2 = small .5 = medium .8 = large Calculating Power and Sample Size Workshop Copyright 2011 http://TheAnalysisFactor.com

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The Analysis Factor Workshop: Calculating Power and Sample Size

Points to Remember 1. 2. 3. 4. 5. 6. 7. 8.

DesignAnalysisSample Size Sample size is an educated guess Identify the study’s primary outcomes Use the smallest meaningful effect size Increase the ‘real’ sample size to reflect loss to follow up, expected response rate, lack of compliance, etc. If you have a really tricky sampling situation, get some input from a statistician There is no point in doing power analysis after the study is done Use Equivalence Testing to show no effect Calculating Power and Sample Size Workshop Copyright 2011 http://TheAnalysisFactor.com

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The Analysis Factor Workshop: Calculating Power and Sample Size

Calculating Power and Sample Size Workshop: Examples Karen Grace-Martin The Analysis Factor

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The Analysis Factor Workshop: Calculating Power and Sample Size

Power and Sample Size Software PiFace G*Power 3 StudySize 2.0 Power and Precision http://www.power-analysis.com/software_overview.htm

nQuery http://www.statsol.ie/index.php?pageID=2 Calculating Power and Sample Size Workshop Copyright 2011 http://TheAnalysisFactor.com

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The Analysis Factor Workshop: Calculating Power and Sample Size

Example 1 Question: does a high protein diet decrease calories consumed? Study design: participants randomized into one of two groups (high and low protein diet) Outcome: total kcalories consumed over 7 days Analysis: 2 sample t-test Want to detect: a change of at least 1500 kcal Known: from past studies, the standard deviation varies between 1400 and 2200 kcals Calculating Power and Sample Size Workshop Copyright 2011 http://TheAnalysisFactor.com

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The Analysis Factor Workshop: Calculating Power and Sample Size

Example 2 Question: Do people living in agricultural areas have higher levels of pesticides in their houses ? Study design: observational study of 4 groups Outcome: detectable levels of pesticides swabbed from flooring. Expect values ~ 25 for controls Analysis: One way ANOVA Want to detect: a difference of at least 8 µg/sq ft Known: from past studies, the standard deviation ranges from 9 to 15 µg/sq ft Calculating Power and Sample Size Workshop Copyright 2011 http://TheAnalysisFactor.com

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Example 3 Question:Does television exposure affect infants’ language development? Study design: Observational study, control for age, gender Outcome: the number of spoken words infants hear in a 24 hour period Analysis: Multiple regression analysis Want to detect: a 5% minimum decrease, or 500 words less than 11,000 for each additional hour of TV Known: from past studies, the standard deviation of Y varies between 900-1200 and of TV watching is .7 hours Example: http://www.newscientist.com/article/dn17227-tvwatching-totsmiss-out-on-vital-chat.html?DCMP=OTC-rss&nsref=online-news Calculating Power and Sample Size Workshop Copyright 2011 http://TheAnalysisFactor.com

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Example 4 Question: Does toxoplasmosis infection affect accident rates and does Rh protein have a protective effect? Study design: Observational study Outcome: Odds of having a traffic accident Analysis: Logistic regression analysis Want to detect: And odds ratio of 2.0 or above Known: from past studies, the probability of accident at mean levels of taxo ranges from .05 to .15 Example: http://www.biomedcentral.com/1471-2334/9/72 Calculating Power and Sample Size Workshop Copyright 2011 http://TheAnalysisFactor.com

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