2. Statistical Power and Sample Size (Week 3)

Effect Size for T-Test

T-Test Results

T-Test Results
no voucher voucher statistic p.value conf.low conf.high std. err
21.13 26.029 -2.911 0.004 -8.205 -1.593 1.682719

Cohen’s d effect size for t-test

Using the effectsize package:

Effect size for t-test
Cohen's d 95% CI
-0.257 [-0.43, -0.083]

Interpretation

Students with an opportunity to recieve a voicher scored .25 standard deviations higher than students who did not recieve an opportunity to get a voucher.

Calculating Power

Power calculations are based on the pwr package and come from https://www.statmethods.net/stats/power.html.

New York Scholarship Program (NYSP) Power Analysis

T-Tests

The following calculates power from the NYSP t-test example (Strategy 1, Table 4.1, pg. 49)

Power of the NYSP Voucher T-Test
n1 n2 d sig power
230 291 0.257 0.05 0.8283176

Interpretation

This is a post-hoc power analysis. The study above had a power of .82. That is, it had an 82% chance to detect and effect if there was once and there was a 18% chance of making a type II error (rejecting a null hypothesis when there is an effect).

Simple Linear Regression

Recall Strategy 2, Table 4.1, pg. 49):

Simple Linear Regression
Predictor b b_95%_CI beta beta_95%_CI sr2 sr2_95%_CI r Fit
(Intercept) 21.13** [18.66, 23.60]
voucher 4.90** [1.59, 8.20] 0.13 [0.04, 0.21] .02 [.00, .04] .13**
R2 = .016**
95% CI[.00,.04]
ANOVA Table for Simple Linear Regresion
Predictor SS df MS F p partial_eta2 CI_90_partial_eta2
(Intercept) 102693.91 1 102693.91 282.32 .000
voucher 3082.89 1 3082.89 8.48 .004 .02 [.00, .04]
Error 188787.59 519 363.75

Power for NYSP Simple Linear Regression

Use pwr.f2.test(u =, v = , f2 = , sig.level = , power = ) where,

  • u = numerator or df of predictors (e.g. number of predictors including each dummy variable)
  • v = denominator or df for the residual
  • f2 = Cohen’s f2, which is equal to R21R2

Based on the regression results, the NYSP simple linear regression model had the following power:

Power of the NYSP Voucher Simple Linear Regression Test
Predictors Residual df r2 sig power
1 519 0.01626016 0.05 0.8277319

Interpretation

Because no covariates were used, the results here are the same as the t-test above.

Power for NYSP Multiple Regression

(Strategy 3, Table 4.1, pg 49)

Predictor b b_95%_CI beta beta_95%_CI sr2 sr2_95%_CI r Fit
(Intercept) 7.72** [5.43, 10.00]
voucher 4.10** [1.61, 6.59] 0.11 [0.04, 0.17] .01 [-.00, .02] .13**
pre_ach 0.69** [0.62, 0.76] 0.65 [0.59, 0.72] .43 [.36, .49] .66**
R2 = .442**
95% CI[.38,.49]
Predictor SS df MS F p partial_eta2 CI_90_partial_eta2
(Intercept) 9100.16 1 9100.16 44.05 .000
voucher 2154.80 1 2154.80 10.43 .001 .02 [.00, .04]
pre_ach 81780.28 1 81780.28 395.88 .000 .43 [.38, .48]
Error 107007.31 518 206.58

Based on the regression results, the NYSP multiple regression model had the following power:

Power of the NYSP Voucher Multiple Regression Test
Predictors Residual df r2 sig power
2 518 0.7921147 0.05 1

Interpretation

The post-hoc test of power indicated that the large sample size and large R2 had a power of 1, or approximately a 100% chance to detect an effect if there was one.

Effect Size Calculator

Here is a quick interactive calculator I made. It’s very basic.

Accuracy in Parameter Estimation (AIPE)

AIPE is another method which can be used to calculate estimated sample size. It is based on specifying a confidence interval in which you would find an effect size of interest. Here is an example based on the NYSP multiple regression using the MBESS package:

## [1] "The approximate sample size is given below; you should consider using the additional"
## [1] "argument 'verify.ss=TRUE' to ensure the exact sample size value is obtained."
## $Required.Sample.Size
## [1] 661

To find an R2 of .442CI[.3.5], you would need the sample size indicated above (661). The actual sample size that found the R2 of .442 was 520. The estimate was not exact, but was very close.


References

Kabacoff, R. I. (2017). Power analysis. Quick-R. https://www.statmethods.net/stats/power.html

Murnane, R. J., & Willett, J. B. (2010). Methods matter: Improving causal inference in educational and social science research. Oxford University Press.