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    Sample Size and PowerCalculations

    Marcia A. Ciol

    04/09/08

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    What resources do I need? How long will it take to conduct the study?

    I need 50 participants in my study

    About 5 individuals per year will be enrolled Therefore, it will take 10 years to finish the study

    How much money do I need? I will follow a cohort of 500 individuals

    A lab test that costs US$100 will be conducted foreach person

    Therefore, I will need US$50,000 just for labtests

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    Am I going to reach my

    objective? I have 2 years to finish my thesis, of

    which one year is for data collection

    I think I can get data on 50 people inthat year

    Is 50 a sufficient number of people to

    test my hypothesis with the significancelevel I want?

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    Why to calculate sample size

    and power? To show that under certain conditions, the

    hypothesis test has a good chance ofshowing a desired difference (if it exists)

    To show to the funding agency that the studyhas a reasonable chance to obtain aconclusive result

    To show that the necessary resources(human, monetary, time) will be minimizedand well utilized

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    What do I need to know to

    calculate sample size? Most Important: sample size calculation is

    an educated guess

    It is appropriate for studies involvinghypothesis testing

    There is no magic involved; only statisticaland mathematical logic and some algebra

    Researchers need to know something aboutwhat they are measuring and how it variesin the population of interest

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    Factors related to the

    sample size Population factor (cannot be controlled by

    researcher)

    Characteristics of the study design

    Quantities related to the research question(defined by the researcher)

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    Where do we get this

    knowledge? Previous published studies

    Pilot studies

    If information is lacking, there is nogood way to calculate the sample size!

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    Population factor Variance of the measure (outcome)

    within the population

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    0.00

    0.02

    0.04

    0.06

    0.08

    0.10

    x-20 -10 0 10 20 30

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    0.00

    0.02

    0.04

    0.06

    0.08

    0.10

    x-20 -10 0 10 20 30

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    Study DesignType of response variable or outcome

    Number of groups to be compared

    Specific study designType of statistical analysis

    In conjunction with the research question, thetype of outcome and study design willdetermine the statistical method of analysis

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    Quantities related to the research

    question (defined by the researcher)

    = Probability of rejecting H0 when H0 is true is called significance level of the test = Probability of not rejecting H0 when H0 isfalse

    1- is called statistical powerof the test

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    Quantities related to the research

    question (defined by the researcher) Size of the measure of interest to be detected

    Difference between two or more means

    Odds ratio Change in R2, etc

    The magnitude of these values depend on

    the research question and objective of thestudy (for example, clinical relevance)

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    Example: test of difference of

    means in two populations Researcherfixes probabilities of type I and II

    errors

    Prob (type I error) = Prob (reject H0 when H0 is true) = Smaller error greater precision need more information

    need larger sample size

    Prob (type II error) = Prob (dont reject H0 when H0 isfalse) =

    Power =1- More power smaller error need larger sample size

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    Example: test of difference of

    means in two populations The equation for sample size is derived from

    the equation for the statistical test

    In a t-test the equation for the test ist = (x1 - x2) - (m1- m2)

    (s12n + s2

    2n)12

    The derived equation for sample size is

    n = (z1-/2+ z1-)2(s1

    2+ s22)

    (m1- m2)2

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    Using PASS: t-test example Question: does exercise help to decrease

    body weight?

    Study design: participants will be randomizedinto two groups (exercise and control)

    Outcome: change in weight

    Want to detect: a change of at least 15

    pounds Known: from past studies, the standard

    deviation varies between 10 and 15 pounds.

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    Example: One-way ANOVA

    Number of Groups: 4Hypothesized means: 35, 20, 25, 18 (possibly

    from a pilot study)Sample size pattern: same number in eachgroupSD of subjects: 18 (from a previous study)

    = 0.01 and 0.05Find power for sample sizes from 5 to 30 pergroup (increments of 5)

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    Example: Linear Multiple

    RegressionResearch Question: is depression score an importantfactor in explaining pain ratings, after adjusting for ageand sex?

    Statistical question: does adding depression scoreincrease the explained variation of pain ratings, in alinear regression model that already has age and sex in

    it and has R2 =.2?

    Suppose I may have sample sizes of 20, 30, 50, 70,and 100. What is the minimum R2 change I can detect

    with power .8?

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    Other Types of Hypothesis

    Tests Different methods of data analysis

    require different input for sample size

    calculations

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    Cox Regression (Survival

    analysis)

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    Logistic Regression

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    Repeated measures

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    Simple designs may not

    require complex calculations Read chapter 2 ofStatistical Rules of

    Thumb, by Gerald van Belle (2002,

    John Wiley and Sons)

    Using specialized software is useful if

    many calculations will be performed

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    Important to remember Pilot studies do not need sample size

    calculation!!!

    There is no point in doing power analysis afterthe study is done

    Sample size is an educated guess, and itworks only if: The study samples comes from the same or similar

    populations to the pilot study populations

    The population of interest is not changing over time

    The difference or association being studied exists

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    How about Effect Size? Most common definition

    E = m1

    - m2

    spooled

    If we change de value of E, how do weknow what we changed in the formula?

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    Some situations I have

    encountered Question: How many more people do I need to

    enroll in the study (already in progress) to show

    statistical significance? Answer: It depends If the two populations

    have the same mean, increasing the samplesize will not help!

    Since when is the objective of a study to find astatistically significant result??

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    Some situations I have

    encountered Researcher is interested in outcome A, which

    differs very little for two treatments

    Sample size needed is around 3000!!

    Researchers changes the outcome to B, wheresample size is smaller

    B does not answer the researchers question

    and he needs to accept that his new treatmentis not really different (clinically speaking) fromthe already existent treatment

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    Some situations I have

    encountered Researcher is interested in comparing

    two groups regarding prediction of

    outcome A by using a regressionanalysis (using several variables)

    He uses the only available formula fromhis statistical book (for a t-test)

    Wrong! He should find a software thatcan calculate the sample sizeappropriately

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    Summary Define research question well

    Consider study design, type of response

    variable, and type of data analysis Decide on the type of difference or change you

    want to detect (make sure it answers yourresearch question)

    Choose and Use appropriate equation sample size

    calculation