Power

From 太極
Jump to navigation Jump to search

Power analysis/Sample Size determination

Binomial distribution

Power analysis for default Bayesian t-tests

http://daniellakens.blogspot.com/2016/01/power-analysis-for-default-bayesian-t.html

Using simulation for power analysis

Pearson correlation

set.seed(0)

simulate_p_value <- function(sample_size) {
  # Simulate data
  x <- rnorm(sample_size)
  y <- x + rnorm(sample_size)
  
  # Calculate correlation and p-value
  cor.test(x, y)$p.value
}

simulate_p_value_ttest <- function(sample_size) {
  # Simulate data
  x <- rnorm(sample_size, mean = 0)
  y <- rnorm(sample_size, mean = 0.5)
  
  # Calculate p-value
  t.test(x, y)$p.value
}

sample_sizes <- c(10, 30, 50, 100, 300, 500, 1000)
p_values <- sapply(sample_sizes, simulate_p_value)

plot(sample_sizes, p_values, log = "y", type = "o",
     xlab = "Sample Size", ylab = "p-value",
     main = "Effect of Sample Size on p-value")

T-test case

T-test variance could be large if the sample size is small. Below is a case of 30 vs 5 and effect size .5. 

set.seed(13)
hist(replicate(100, t.test(rnorm(30), rnorm(5)+.5)$p.value), 
     main='', xlab='pvalue')
set.seed(13); summary(replicate(100, t.test(rnorm(30), rnorm(5)+.5)$p.value))
#      Min.   1st Qu.    Median      Mean   3rd Qu.      Max. 
# 0.0000157 0.1730494 0.3178627 0.3970372 0.6592276 0.9999164

Power analysis and sample size calculation for Agriculture

http://r-video-tutorial.blogspot.com/2017/07/power-analysis-and-sample-size.html

Power calculation for proportions (shiny app)

https://juliasilge.shinyapps.io/power-app/

Derive the formula/manual calculation

[math]\displaystyle{ \begin{align} Power & = P_{\mu_1-\mu_2 = \Delta}(\frac{\bar{X}_1 - \bar{X}_2}{\sqrt{\sigma^2/n + \sigma^2/n}} \gt Z_{\alpha /2}) + P_{\mu_1-\mu_2 = \Delta}(\frac{\bar{X}_1 - \bar{X}_2}{\sqrt{\sigma^2/n + \sigma^2/n}} \lt -Z_{\alpha /2}) \\ & \approx P_{\mu_1-\mu_2 = \Delta}(\frac{\bar{X}_1 - \bar{X}_2}{\sqrt{\sigma^2/n + \sigma^2/n}} \gt Z_{\alpha /2}) \\ & = P_{\mu_1-\mu_2 = \Delta}(\frac{\bar{X}_1 - \bar{X}_2 - \Delta}{\sqrt{2 * \sigma^2/n}} \gt Z_{\alpha /2} - \frac{\Delta}{\sqrt{2 * \sigma^2/n}}) \\ & = \Phi(-(Z_{\alpha /2} - \frac{\Delta}{\sqrt{2 * \sigma^2/n}})) \\ & = 1 - \beta =\Phi(Z_\beta) \end{align} }[/math]

Therefore

[math]\displaystyle{ \begin{align} Z_{\beta} &= - Z_{\alpha/2} + \frac{\Delta}{\sqrt{2 * \sigma^2/n}} \\ Z_{\beta} + Z_{\alpha/2} & = \frac{\Delta}{\sqrt{2 * \sigma^2/n}} \\ 2 * (Z_{\beta} + Z_{\alpha/2})^2 * \sigma^2/\Delta^2 & = n \\ n & = 2 * (Z_{\beta} + Z_{\alpha/2})^2 * \sigma^2/\Delta^2 \end{align} }[/math]
# alpha = .05, delta = 200, n = 79.5, sigma=450
1 - pnorm(1.96 - 200*sqrt(79.5)/(sqrt(2)*450)) + pnorm(-1.96 - 200*sqrt(79.5)/(sqrt(2)*450))
# [1] 0.8
pnorm(-1.96 - 200*sqrt(79.5)/(sqrt(2)*450))
# [1] 9.58e-07
1 - pnorm(1.96 - 200*sqrt(79.5)/(sqrt(2)*450)) 
# [1] 0.8

Calculating required sample size in R and SAS

pwr package is used. For two-sided test, the formula for sample size is

[math]\displaystyle{ n_{\mbox{each group}} = \frac{2 * (Z_{\alpha/2} + Z_\beta)^2 * \sigma^2}{\Delta^2} = \frac{2 * (Z_{\alpha/2} + Z_\beta)^2}{d^2} }[/math]

where [math]\displaystyle{ Z_\alpha }[/math] is value of the Normal distribution which cuts off an upper tail probability of [math]\displaystyle{ \alpha }[/math], [math]\displaystyle{ \Delta }[/math] is the difference sought, [math]\displaystyle{ \sigma }[/math] is the presumed standard deviation of the outcome, [math]\displaystyle{ \alpha }[/math] is the type 1 error, [math]\displaystyle{ \beta }[/math] is the type II error and (Cohen's) d is the effect size - difference between the means divided by the pooled standard deviation. 

# An example from http://www.stat.columbia.edu/~gelman/stuff_for_blog/c13.pdf#page=3
# Method 1.
require(pwr)
pwr.t.test(d=200/450, power=.8, sig.level=.05,
           type="two.sample", alternative="two.sided")
#
#     Two-sample t test power calculation 
#
#              n = 80.4
#              d = 0.444
#      sig.level = 0.05
#          power = 0.8
#    alternative = two.sided
#
# NOTE: n is number in *each* group

# Method 2.
2*(qnorm(.975) + qnorm(.8))^2*450^2/(200^2)
# [1] 79.5
2*(1.96 + .84)^2*450^2 / (200^2)
# [1] 79.4

And stats::power.t.test() function. 

power.t.test(n = 79.5, delta = 200, sd = 450, sig.level = .05,
             type ="two.sample", alternative = "two.sided")
#
#     Two-sample t test power calculation 
#
#              n = 79.5
#          delta = 200
#             sd = 450
#      sig.level = 0.05
#          power = 0.795
#    alternative = two.sided
#
# NOTE: n is number in *each* group

R package related to power analysis

CRAN Task View: Design of Experiments

RNA-seq

ScRNA-seq

scRNA-seq

Russ Lenth Java applets

https://homepage.divms.uiowa.edu/~rlenth/Power/index.html

Bootstrap method

The upstrap Crainiceanu & Crainiceanu, Biostatistics 2018

Multiple Testing Case

Optimal Sample Size for Multiple Testing The Case of Gene Expression Microarrays

Unbalanced randomization

Can unbalanced randomization improve power?

Yes, unbalanced randomization can improve power, in some situations

Prediction

Minimum sample size for external validation of a clinical prediction model with a binary outcome Riley 2021

High dimensional data

Survival data

Sample size and predictive performance of machine learning methods with survival data: A simulation study 2023. R code is in the supplementary.

Retrieved from "https://wiki.taichimd.us/index.php?title=Power&oldid=40460"