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 \(f^2\), which is equal to \(\frac{R^2}{1-R^2}\)

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 \(R^2\) 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 \(R^2\) of .442\({_{CI}}_{[.3-.5]}\), you would need the sample size indicated above (661). The actual sample size that found the \(R^2\) 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.