inst/shiny-examples/SCD-effect-sizes/markdown/NAP.md

Parameter definition

NAP is an estimate of the probability that a randomly selected observation from the B phase improves upon a randomly selected observation from the A phase. For an outcome where increase is desirable, the effect size parameter is

$$\theta = \text{Pr}(Y^B > Y^A) + 0.5 \times \text{Pr}(Y^B = Y^A).$$

For an outcome where decrease is desirable, the effect size parameter is

$$\theta = \text{Pr}(Y^B < Y^A) + 0.5 \times \text{Pr}(Y^B = Y^A).$$

Estimation

Let $y^A_1,...,y^A_m$ denote the observations from phase A. Let $y^B_1,...,y^B_n$ denote the observations from phase B. For an outcome where increase is desirable, calculate

$$q_{ij} = I(y^B_j > y^A_i) + 0.5 I(y^B_j = y^A_i)$$

(for an outcome where decrease is desirable, one would instead use $q_{ij} = I(y^B_j < y^A_i) + 0.5 I(y^B_j = y^A_i)$). The NAP effect size index is then calculated as

$$ \text{NAP} = \frac{1}{m n} \sum_{i=1}^m \sum_{j=1}^n q_{ij}. $$

Standard error. The standard error for NAP is calculated based on a slight modification of the exactly unbiased variance estimator described by Sen (1967; see also Mee, 1990), which assumes that the observations are mutually independent and are identically distributed within each phase. Let $$ Q_1 = \frac{1}{m n^2} \sum_{i=1}^m \left[\sum_{j=1}^n \left(q_{ij} - \text{NAP}\right)\right]^2, \qquad Q_2 = \frac{1}{m^2 n} \sum_{j=1}^n \left[\sum_{i=1}^m \left(q_{ij} - \text{NAP}\right)\right]^2, $$ and $$Q_3 = \frac{1}{m n} \sum_{i=1}^m \sum_{j=1}^n \left(q_{ij} - \text{NAP}\right)^2.$$ Next, calculate a truncated version of NAP as

$$\widetilde{\text{NAP}} = \text{max}\left{\frac{1}{2 mn}, \ \text{min}\left{\frac{2mn - 1}{2mn}, \ \text{NAP} \right} \right}.$$

The SE is then calculated as

$$ SE_{\text{NAP}} = \sqrt{\frac{\widetilde{\text{NAP}}\left(1 - \widetilde{\text{NAP}}\right) + n Q_1 + m Q_2 - 2 Q_3}{(m - 1)(n - 1)}}. $$

The truncated version of NAP is used here in order to ensure that the standard error is strictly positive, even when there is complete non-overlap between the datapoints from phase A and those from phase B.

Confidence interval. The confidence interval for $\theta$ is calculated based on a method proposed by Newcombe (2006; Method 5), which assumes that the observations are mutually independent and are identically distributed within each phase. Using a confidence level of $100\% \times (1 - \alpha)$, the endpoints of the confidence interval are defined as the values of $\theta$ that satisfy the equality

$$ (\text{NAP} - \theta)^2 = \frac{z^2_{\alpha / 2} h \theta (1 - \theta)}{mn}\left[\frac{1}{h} + \frac{1 - \theta}{2 - \theta} + \frac{\theta}{1 + \theta}\right], $$

where $h = (m + n) / 2 - 1$ and $z_{\alpha / 2}$ is $1 - \alpha / 2$ critical value from a standard normal distribution. This equation is a fourth-degree polynomial in $\theta$, solved using a numerical root-finding algorithm.

Primary reference

Parker, R. I., & Vannest, K. J. (2009). An improved effect size for single-case research: Nonoverlap of all pairs. Behavior Therapy, 40(4), 357--67. doi: 10.1016/j.beth.2008.10.006

Additional references

Mee, W. (1990). Confidence intervals for probabilities and tolerance regions based on a generalization of the Mann-Whitney statistic. Journal of the American Statistical Association, 85(411), 793–800. https://doi.org/10.1080/01621459.1990.10474942

Newcombe, R. G. (2006). Confidence intervals for an effect size measure based on the Mann-Whitney statistic. Part 2: Asymptotic methods and evaluation. Statistics in Medicine, 25(4), 559--573. doi: 10.1002/sim.2324

Sen, P. K. (1967). A note on asymptotically distribution-free confidence bounds for P{X<Y}, based on two independent samples. The Annals of Mathematical Statistics, 29(1), 95-102. https://www.jstor.org/stable/25049448



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SingleCaseES documentation built on Sept. 30, 2021, 5:09 p.m.