Nothing
# Multiple Linear Regression: Test of model R2
#' Necessary sample size to reach desired power for a test of model R2 in a
#' multiple regression using an uncertainty and publication bias correction
#' procedure
#'
#' @description \code{ss.power.reg.all} returns the necessary total sample size
#' to achieve a desired level of statistical power for a test of model R2
#' in a planned study using multiple regression, based on information
#' obtained from a previous study.The effect from the previous study
#' can be corrected for publication bias and/or uncertainty to provide
#' a sample size that will achieve more accurate statistical power for a
#' planned study, when compared to approaches that use a sample effect size at
#' face value or rely on sample size only. The bias and uncertainty adjusted
#' previous study noncentrality parameter is also returned, which can be
#' transformed to various effect size metrics.
#'
#' @details Researchers often use the sample effect size from a prior study as
#' an estimate of the likely size of an expected future effect in sample size
#' planning. However, sample effect size estimates should not usually be used
#' at face value to plan sample size, due to both publication bias and
#' uncertainty.
#'
#' The approach implemented in \code{ss.power.reg.all} uses the observed
#' \eqn{F}-value and sample size from a previous study to correct the
#' noncentrality parameter associated with the effect of interest for
#' publication bias and/or uncertainty. This new estimated noncentrality
#' parameter is then used to calculate the necessary total sample size to
#' achieve the desired level of power in the planned study.
#'
#' The approach uses a likelihood function of a truncated non-central F
#' distribution, where the truncation occurs due to small effect sizes being
#' unobserved due to publication bias. The numerator of the likelihood
#' function is simply the density of a noncentral F distribution. The
#' denominator is the power of the test, which serves to truncate the
#' distribution. In the single predictor case, this formula reduces to the density
#' of a truncated noncentral \eqn{t}-distribution.(See Taylor & Muller, 1996,
#' Equation 2.1. and Anderson & Maxwell, 2017, for more details.)
#'
#' Assurance is the proportion of times that power will be at or above the
#' desired level, if the experiment were to be reproduced many times. For
#' example, assurance = .5 means that power will be above the desired level
#' half of the time, but below the desired level the other half of the time.
#' Selecting assurance = .5 (selecting the noncentrality parameter at the 50th
#' percentile of the likelihood distribution) results in a median-unbiased
#' estimate of the population noncentrality parameter and does not correct for
#' uncertainty. In order to correct for uncertainty, assurance > .5
#' can be selected, which corresponds to selecting the noncentrality parameter
#' associated with the (1 - assurance) quantile of the likelihood
#' distribution.
#'
#' If the previous study of interest has not been subjected to publication
#' bias (e.g., a pilot study), \code{alpha.prior} can be set to 1 to indicate
#' no publication bias. Alternative \eqn{\alpha}-levels can also be
#' accommodated to represent differing amounts of publication bias. For
#' example, setting \code{alpha.prior}=.20 would reflect less severe
#' publication bias than the default of .05. In essence, setting
#' \code{alpha.prior} at .20 assumes that studies with \eqn{p}-values less
#' than .20 are published, whereas those with larger \eqn{p}-values are not.
#'
#' In some cases, the corrected noncentrality parameter for a given level of
#' assurance will be estimated to be zero. This is an indication that, at the
#' desired level of assurance, the previous study's effect cannot be
#' accurately estimated due to high levels of uncertainty and bias. When this
#' happens, subsequent sample size planning is not possible with the chosen
#' specifications. Two alternatives are recommended. First, users can select a
#' lower value of assurance (e.g. .8 instead of .95). Second, users can reduce
#' the influence of publciation bias by setting \code{alpha.prior} at a value
#' greater than .05. It is possible to correct for uncertainty only by setting
#' \code{alpha.prior}=1 and choosing the desired level of assurance. We
#' encourage users to make the adjustments as minimal as possible.
#'
#' @param F.observed Observed \eqn{F}-value from a previous study used to plan
#' sample size for a planned study
#' @param N Total sample size of the previous study
#' @param p Number of predictors; be sure to include any product terms or
#' polynomials that are in the model
#' @param alpha.prior Alpha-level \eqn{\alpha} for the previous study or the
#' assumed statistical significance necessary for publishing in the field; to
#' assume no publication bias, a value of 1 can be entered
#' @param alpha.planned Alpha-level (\eqn{\alpha}) assumed for the planned study
#' @param assurance Desired level of assurance, or the long run proportion of
#' times that the planned study power will reach or surpass desired level
#' (assurance > .5 corrects for uncertainty; assurance < .5 not recommended)
#' @param power Desired level of statistical power for the planned study
#' @param step Value used in the iterative scheme to determine the noncentrality
#' parameter necessary for sample size planning (0 < step < .01) (users should
#' not generally need to change this value; smaller values lead to more
#' accurate sample size planning results, but unnecessarily small values will
#' add unnecessary computational time)
#'
#' @return Suggested total sample size for planned study
#'
#' Publication bias and uncertainty- adjusted prior study noncentrality parameter
#'
#' @export
#' @import stats
#'
#' @examples
#' ss.power.reg.all(F.observed=5, N=150, p=4, alpha.prior=.05, alpha.planned=.05,
#' assurance=.80, power=.80, step=.001)
#'
#' @author Samantha F. Anderson \email{samantha.f.anderson@asu.edu},
#' Ken Kelley \email{kkelley@@nd.edu}
#'
#' @references Anderson, S. F., & Maxwell, S. E. (2017).
#' Addressing the 'replication crisis': Using original studies to design
#' replication studies with appropriate statistical power. \emph{Multivariate
#' Behavioral Research, 52,} 305-322.
#'
#' Anderson, S. F., Kelley, K., & Maxwell, S. E. (2017). Sample size
#' planning for more accurate statistical power: A method correcting sample
#' effect sizes for uncertainty and publication bias. \emph{Psychological
#' Science, 28,} 1547-1562.
#'
#' Taylor, D. J., & Muller, K. E. (1996). Bias in linear model power and
#' sample size calculation due to estimating noncentrality.
#' \emph{Communications in Statistics: Theory and Methods, 25,} 1595-1610.
ss.power.reg.all <- function(F.observed, N, p, alpha.prior=.05, alpha.planned=.05, assurance=.80, power=.80, step=.001)
{
if(alpha.prior > 1 | alpha.prior <= 0) stop("There is a problem with 'alpha' of the prior study (i.e., the Type I error rate), please specify as a value between 0 and 1 (the default is .05).")
if(alpha.prior == 1) {alpha.prior <- .999 }
if(alpha.planned >= 1 | alpha.planned <= 0) stop("There is a problem with 'alpha' of the planned study (i.e., the Type I error rate), please specify as a value between 0 and 1 (the default is .05).")
if(assurance >= 1)
{
assurance <- assurance/100
}
if(assurance<0 | assurance>1)
{
stop("There is a problem with 'assurance' (i.e., the proportion of times statistical power is at or above the desired value), please specify as a value between 0 and 1 (the default is .80).")
}
if(assurance <.5)
{
warning( "THe assurance you have entered is < .5, which implies you will have under a 50% chance at achieving your desired level of power" )
}
if(power >= 1) power <- power/100
if(power<0 | power>1) stop("There is a problem with 'power' (i.e., desired statistical power), please specify as a value between 0 and 1 (the default is .80).")
if(missing(N)) stop("You need to specify a sample size (i.e., the number of pairs) used in the original study.")
if(N <= 1) stop("Your total sample size is too small")
if(p < 1) stop("Your number of predictors is too small")
if(N-p-1 < 1) stop("The combination of your sample size and number of predictors leads to 0 or negative degrees of freedom")
df.numerator <- p
df.denominator <- N-p-1
NCP <- seq(from=0, to=100, by=step)
value.critical <- qf(1-alpha.prior, df1=df.numerator, df2=df.denominator)
if(F.observed <= value.critical) stop("Your observed F statistic is nonsignificant based on your specfied alpha of the prior study. Please increase 'alpha.prior' so 't.observed' exceeds the critical value")
power.values <- 1 - pf(value.critical, df1=df.numerator, df2=df.denominator, ncp = NCP) # area above critical F
area.above.F <- 1 - pf(F.observed, df1=df.numerator, df2=df.denominator, ncp = NCP) # area above observed F
area.between <- power.values - area.above.F
TM <- area.between/power.values
TM.Percentile <- min(NCP[which(abs(TM-assurance)==min(abs(TM-assurance)))])
if(TM.Percentile==0) stop("The corrected noncentrality parameter is zero. Please either choose a lower value of assurance and/or a higher value of alpha for the prior study (e.g. accounting for less publication bias)")
if (TM.Percentile > 0)
{
Nrep <- 2+p+1
denom.df <- Nrep-p-1
diff <- -1
while (diff < 0 )
{
critical.F <- qf(1-alpha.planned, df1 = df.numerator, df2 = denom.df)
powers <- 1 - pf(critical.F, df1 = df.numerator, df2 = denom.df, ncp = (Nrep/N)*TM.Percentile)
diff <- powers - power
Nrep <- Nrep + 1
denom.df = Nrep - p - 1
}
repN <- Nrep - 1
}
return(list(repN, TM.Percentile))
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.