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Introduction To Sample Size and Power Calculations
Introduction To Sample Size and Power Calculations
Null
Distribution:
difference=0.
Rejection region.
Any value >= 6.5
(0+3.3*1.96)
For 5% significance
level, one-tail
area=2.5%
(Z/2 = 1.96)
Power here:
6.5 10
P( Z >
)=
3.3
P( Z > 1.06) = 85%
Critical value=
0+10*1.96=20
Z/2=1.96
2.5% area
Power closer to
15% now.
Clinically relevant
alternative:
difference=4 points
Power is nearly
100%!
Power is about
40%
Critical value=
0+0.52*1.96 = 1
Power is about
50%
Clinically relevant
alternative:
difference=1 point
Null
Clinically
relevant
alternative
Rejection region.
Represents the
desired power
(typically .84 for
80% power).
Sample size in
each group
(assumes equal
sized groups)
2 ( Z Z/2 )
2
Standard
deviation of the
outcome variable
Effect Size
(the
difference in
desired level of
statistical
significance
(typically 1.96).
Sample size in
each group
(assumes equal
sized groups)
2( p )(1 p )( Z Z/2 )
A measure of
variability
(similar to
standard
(p1 p2 )
Effect Size
(the
difference in
proportions)
2
Represents the
desired level
of statistical
significance
(typically
e.g . here :Z
0
; power 50%
standard error (diff)
Z power Z
All-purpose power
formula
Z power
difference
Z / 2
standard error(difference)
Derivation of a sample
size formula
s.e.(diff )
n1 n2
2
n1 rn1
2
Algebra
Z power
Z power
difference
2 2
n1 rn1
difference
(r 1) 2
rn1
2
( Z power Z/2 ) (
Z/2
Z/2
difference
(r 1) 2
rn1
)2
( r 1) ( Z power Z/2 )
2
n1
rdifference 2
(r 1) ( Z power Z/2 )
n1
2
r
difference
2
2 2 ( Z power Z/2 ) 2
difference 2
where :
n 1 size of smaller group
r ratio of larger group to smaller group
Examples
10 2 10 2
= 2.57
30
30
Power formula
Z power
Z
Z power
d*
Z / 2
(d *)
d*
2 2
n
Z / 2
d* n
Z / 2
2
d*
3
d* n
3
Z / 2
1.96 .79 or ZZpower
/2
(d *)
2.57
2
10
30
1.96 .79
2
2 2 ( Z Z / 2 ) 2
(d *) 2
100(2)(.84 1.96) 2
174
2
(3)
Derivation of a sample
size formula:
p (1 p ) p (1 p )
n1
n2
Derivation of a sample
size formula:
Here, if we assume equal sample size and
that, under the null hypothesis proportions of
coffee drinkers is .5 in both cases and
controls, then
s.e.(diff)=
.5 / n
n
n
Z power
test statistic
Z / 2
s.e.(test statistic )
Z power =
.10
.5 / n
1.96
.10
.5 / n
.84 1.96
1.96
.10
.5 / n
2
.
10
n
(.84 1.96) 2
.5
.5(.84 1.96) 2
n
392
2
.10
Would take 392 cases and 392 controls to have 80% power!
Total=784
Question 2:
How many total cases and controls would I
have to sample to get 80% power for the
same study, if I sample 2 controls for
every case?
test statistic
Z / 2
s.e.(test statistic)
p (1 p ) p (1 p )
.25 .25
.25 .5
.75
.75
2n
n
2n
n
2 n 2n
2n
2n
.10
.75 / 2n
1.96
.10
.84 1.96
.75 / 2n
(.10 2 ) 2n
(.84 1.96)
.75
.75(.84 1.96) 2
n
294
2
( 2).10
2
p (1 p ) p (1 p)
rn
n
p(1 p ) rp(1 p )
( r 1) p (1 p)
rn
rn
rn
2
r 1 p (1 p )( Z power Z / 2 )
n
r
( p1 p 2 ) 2
p
)(
Z
Z
)
r 1
/2
n
2
r
( p1 p2 )
where :
n size of smaller group
r ratio of larger group2 to smaller group
2 ( Z power Z / 2 ) 2
p1 p2 clinically
n meaningful difference in proportions of the outcome
2
where :
n1 size of smaller group
r ratio of larger group to smaller group
Question
change
n
3
n
Z power
Z power
test statistic
Z / 2
s.e.(test statistic )
Z / 2
D
n
( Z power Z / 2 ) 2
2
Where
D=change from
test 1 to test 2.
(difference)
nD
D ( Z power Z / 2 )
D2
Therefore, need:
(9)(1.96+.84)2/1=
70peopletotal
2
d ( Z Z/2 )
difference
where :
n sample size
standard deviation of the within - pair difference
diffference clinically meaningful difference
Z corresponds to power (.84 80% power)
Z / 2 corresponds to two - tailed significance level (1.96 for .05)
p (1 p )( Z Z / 2 ) 2
( p1 p2 )
where :
n sample size for 1 group
p1 p2 clinically
2meaningful
( Z powerdifference
Z / in2 )dependent proportions
2