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#'Compute power for Multiple Regression with Up to Five Predictors
#'Requires correlations between all variables as sample size. Means, sds, and alpha are option. Also computes Power(All)
#'@param ry1 Correlation between DV (y) and first predictor (1)
#'@param ry2 Correlation between DV (y) and second predictor (2)
#'@param ry3 Correlation between DV (y) and third predictor (3)
#'@param ry4 Correlation between DV (y) and fourth predictor (4)
#'@param ry5 Correlation between DV (y) and fifth predictor (5)
#'@param r12 Correlation between first (1) and second predictor (2)
#'@param r13 Correlation between first (1) and third predictor (3)
#'@param r14 Correlation between first (1) and fourth predictor (4)
#'@param r15 Correlation between first (1) and fifth predictor (5)
#'@param r23 Correlation between second (2) and third predictor (3)
#'@param r24 Correlation between second (2) and fourth predictor (4)
#'@param r25 Correlation between second (2) and fifth predictor (5)
#'@param r34 Correlation between third (3) and fourth predictor (4)
#'@param r35 Correlation between third (3) and fifth predictor (5)
#'@param r45 Correlation between fourth (4) and fifth predictor (5)
#'@param n Sample size
#'@param alpha Type I error (default is .05)
#'@param rep number of replications (default is 10000)
#'@examples
#'\donttest{MRC_all(ry1=.50,ry2=.50,ry3=.50, r12=.2, r13=.3,r23=.4,n=82, rep=10000)}
#'@return Power for Multiple Regression (ALL)
#'@export
#'
#'
MRC_all<-function(ry1=NULL, ry2=NULL, ry3=NULL, ry4=NULL, ry5=NULL,
r12=NULL, r13=NULL,r14=NULL,r15=NULL,
r23=NULL, r24=NULL, r25=NULL,
r34=NULL, r35=NULL,
r45=NULL, n=NULL, alpha=.05, rep = 10000)
{
pred<-NA
pred[!is.null(ry2)]<-2
pred[!is.null(ry3)]<-3
pred[!is.null(ry4)]<-4
pred[!is.null(ry5)]<-5
vary<-NA
vary<-1;var1<-1;var2<-1; var3<-1; var4<-1; var5<-1
samp = data.frame(MASS::mvrnorm(n, mu = c(0, 0, 0),
Sigma = matrix(c(vary, ry1, ry2,
ry1, var1, r12,
ry2, r12, var2),
ncol = 3), empirical = FALSE))
if (pred=="2")
{
nruns = rep
int = numeric(nruns)
b1 = numeric(nruns)
b2 = numeric(nruns)
R2 = numeric(nruns)
F = numeric(nruns)
df1 = numeric(nruns)
df2 = numeric(nruns)
for (i in 1:nruns)
{samp <- data.frame(MASS::mvrnorm(n, mu = c(0, 0, 0), Sigma = matrix(c(vary, ry1, ry2,
ry1, var1, r12,
ry2, r12, var2),
ncol = 3), empirical = FALSE))
test <- stats::lm(formula = X1 ~ X2+ X3, data = samp)
c<-summary(test)
int[i] = stats::coef(summary(test))[1,4]
b1[i] = stats::coef(summary(test))[2,4] #grabs p from each analysis
b2[i] = stats::coef(summary(test))[3,4]
R2[i] = c$r.squared
F[i]<-c$fstatistic[1]
df1[i]<-c$fstatistic[2]
df2[i]<-c$fstatistic[3]}
Powerall = data.frame(int = int, b1 = b1, b2 = b2)
Powerall[4:5, "rejectb1"]<-NA
Powerall$rejectb1 [ b1 < alpha] <- 1
Powerall$rejectb1 [ b1 >= alpha] <- 0
Powerall[4:5, "rejectb2"]<-NA
Powerall$rejectb2 [ b2 < alpha] <- 1
Powerall$rejectb2 [ b2 >= alpha] <- 0
Powerall[4:5, "rejecttotal"]<-NA
Powerall$rejectall <- (Powerall$rejectb1+ Powerall$rejectb2)
Reject.None <-NA
Reject.None [Powerall$rejectall == 0]<-1
Reject.None [Powerall$rejectall > 0]<-0
Reject.One <-NA
Reject.One [Powerall$rejectall == 1]<-1
Reject.One [Powerall$rejectall != 1]<-0
Reject.All <-NA
Reject.All [Powerall$rejectall == 2]<-1
Reject.All [Powerall$rejectall != 2]<-0
is.numeric(Reject.None)
is.numeric(Reject.One)
is.numeric(Reject.All)
Power_b1<-mean(Powerall$rejectb1)
Power_b2<-mean(Powerall$rejectb2)
pR2<-1-stats::pf(F,df1, df2)
Powerall$rejectR2 [pR2 < alpha] <- 1
Powerall$rejectR2 [pR2 >= alpha] <- 0
Power_R2<-mean(Powerall$rejectR2)
PowerAll_R0<-mean(Reject.None)
PowerAll_R1<-mean(Reject.One)
PowerAll_R2<-mean(Reject.All)
message("Sample size is ",n)
message("Power R2 = ", Power_R2)
message("Power b1 = ", Power_b1)
message("Power b2 = ", Power_b2)
message("Proportion Rejecting None = ", PowerAll_R0)
message("Proportion Rejecting Only One = ", PowerAll_R1)
message("Power ALL (Proportion Rejecting All) = ", PowerAll_R2)
result <- data.frame(matrix(ncol = 7))
colnames(result) <- c( "n","Power R2", "Power b1", "Power b2",
"Power Reject None",
"Power Reject One","Power Reject All")
result[, 1]<-n
result[, 2]<-Power_R2
result[, 3]<-Power_b1
result[, 4]<-Power_b2
result[, 5]<-PowerAll_R0
result[, 6]<-PowerAll_R1
result[, 7]<-PowerAll_R2
output<-na.omit(result)
rownames(output)<- c()
}
if (pred=="3")
{
nruns = rep
int = numeric(nruns)
b1 = numeric(nruns)
b2 = numeric(nruns)
b3 = numeric(nruns)
R2 = numeric(nruns)
F = numeric(nruns)
df1 = numeric(nruns)
df2 = numeric(nruns)
for (i in 1:nruns)
{samp <- data.frame(MASS::mvrnorm(n, mu = c(0, 0, 0, 0),
Sigma = matrix(c(vary, ry1, ry2, ry3,
ry1, var1, r12, r13,
ry2, r12, var2, r23,
ry3, r13, r23, var3),
ncol = 4), empirical = FALSE))
test <- stats::lm(formula = X1 ~ X2+ X3+ X4, data = samp)
c<-summary(test)
int[i] = stats::coef(summary(test))[1,4]
b1[i] = stats::coef(summary(test))[2,4] #grabs p from each analysis
b2[i] = stats::coef(summary(test))[3,4]
b3[i] = stats::coef(summary(test))[4,4]
R2[i] = c$r.squared
F[i]<-c$fstatistic[1]
df1[i]<-c$fstatistic[2]
df2[i]<-c$fstatistic[3]}
Powerall = data.frame(int = int, b1 = b1, b2 = b2, b3 = b3)
Powerall[4:5, "rejectb1"]<-NA
Powerall$rejectb1 [ b1 < alpha] <- 1
Powerall$rejectb1 [ b1 >= alpha] <- 0
Powerall[4:5, "rejectb2"]<-NA
Powerall$rejectb2 [ b2 < alpha] <- 1
Powerall$rejectb2 [ b2 >= alpha] <- 0
Powerall[4:5, "rejectb3"]<-NA
Powerall$rejectb3 [ b3 < alpha] <- 1
Powerall$rejectb3 [ b3 >= alpha] <- 0
Powerall[4:5, "rejecttotal"]<-NA
Powerall$rejectall <- (Powerall$rejectb1+ Powerall$rejectb2+ Powerall$rejectb3)
Reject.None <-NA
Reject.None [Powerall$rejectall == 0]<-1
Reject.None [Powerall$rejectall > 0]<-0
Reject.One <-NA
Reject.One [Powerall$rejectall == 1]<-1
Reject.One [Powerall$rejectall != 1]<-0
Reject.Two <-NA
Reject.Two [Powerall$rejectall == 2]<-1
Reject.Two [Powerall$rejectall != 2]<-0
Reject.All <-NA
Reject.All [Powerall$rejectall == 3]<-1
Reject.All [Powerall$rejectall != 3]<-0
is.numeric(Reject.None)
is.numeric(Reject.One)
is.numeric(Reject.Two)
is.numeric(Reject.All)
Power_b1<-mean(Powerall$rejectb1)
Power_b2<-mean(Powerall$rejectb2)
Power_b3<-mean (Powerall$rejectb3)
pR2<-1-stats::pf(F,df1, df2)
Powerall$rejectR2 [pR2 < alpha] <- 1
Powerall$rejectR2 [pR2 >= alpha] <- 0
Power_R2<-mean(Powerall$rejectR2)
PowerAll_R0<-mean(Reject.None)
PowerAll_R1<-mean(Reject.One)
PowerAll_R2<-mean(Reject.Two)
PowerAll_R3<-mean(Reject.All)
message("Sample size is ",n)
message("Power R2 = ", Power_R2)
message("Power b1 = ", Power_b1)
message("Power b2 = ", Power_b2)
message("Power b3 = ", Power_b3)
message("Proportion Rejecting None = ", PowerAll_R0)
message("Proportion Rejecting Only One = ", PowerAll_R1)
message("Proportion Rejecting Only Two = ", PowerAll_R2)
message("Power ALL (Proportion Rejecting All) = ", PowerAll_R3)
result <- data.frame(matrix(ncol = 9))
colnames(result) <- c( "n","Power R2", "Power b1", "Power b2",
"Power b3", "Power Reject None",
"Power Reject One","Power Reject Two","Power Reject All")
result[, 1]<-n
result[, 2]<-Power_R2
result[, 3]<-Power_b1
result[, 4]<-Power_b2
result[, 5]<-Power_b3
result[, 6]<-PowerAll_R0
result[, 7]<-PowerAll_R1
result[, 8]<-PowerAll_R2
result[, 9]<-PowerAll_R3
output<-na.omit(result)
rownames(output)<- c()
}
if (pred=="4")
{
nruns = rep
int = numeric(nruns)
b1 = numeric(nruns)
b2 = numeric(nruns)
b3 = numeric(nruns)
b4 = numeric(nruns)
R2 = numeric(nruns)
F = numeric(nruns)
df1 = numeric(nruns)
df2 = numeric(nruns)
for (i in 1:nruns)
{ samp <- data.frame(MASS::mvrnorm(n, mu = c(0, 0, 0, 0,0), Sigma = matrix(c(vary, ry1, ry2, ry3, ry4,
ry1, var1, r12, r13, r14,
ry2, r12, var2, r23, r24,
ry3, r13, r23, var3, r34,
ry4, r14, r24, r34, var4),
ncol = 5), empirical = FALSE))
test <- stats::lm(formula = X1 ~ X2+ X3+ X4 + X5, data = samp)
c<-summary(test)
int[i] = stats::coef(summary(test))[1,4]
b1[i] = stats::coef(summary(test))[2,4] #grabs p from each analysis
b2[i] = stats::coef(summary(test))[3,4]
b3[i] = stats::coef(summary(test))[4,4]
b4[i] = stats::coef(summary(test))[5,4]
R2[i] = c$r.squared
F[i]<-c$fstatistic[1]
df1[i]<-c$fstatistic[2]
df2[i]<-c$fstatistic[3]}
Powerall = data.frame(int = int, b1 = b1, b2 = b2, b3 = b3, b4 = b4)
Powerall[4:5, "rejectb1"]<-NA
Powerall$rejectb1 [ b1 < alpha] <- 1
Powerall$rejectb1 [ b1 >= alpha] <- 0
Powerall[4:5, "rejectb2"]<-NA
Powerall$rejectb2 [ b2 < alpha] <- 1
Powerall$rejectb2 [ b2 >= alpha] <- 0
Powerall[4:5, "rejectb3"]<-NA
Powerall$rejectb3 [ b3 < alpha] <- 1
Powerall$rejectb3 [ b3 >= alpha] <- 0
Powerall[4:5, "rejectb4"]<-NA
Powerall$rejectb4 [ b4 < alpha] <- 1
Powerall$rejectb4 [ b4 >= alpha] <- 0
Powerall[4:5, "rejecttotal"]<-NA
Powerall$rejectall <- (Powerall$rejectb1+ Powerall$rejectb2+ Powerall$rejectb3+ Powerall$rejectb4)
Reject.None <-NA
Reject.None [Powerall$rejectall == 0]<-1
Reject.None [Powerall$rejectall > 0]<-0
Reject.One <-NA
Reject.One [Powerall$rejectall == 1]<-1
Reject.One [Powerall$rejectall != 1]<-0
Reject.Two <-NA
Reject.Two [Powerall$rejectall == 2]<-1
Reject.Two [Powerall$rejectall != 2]<-0
Reject.Three <-NA
Reject.Three [Powerall$rejectall == 3]<-1
Reject.Three [Powerall$rejectall != 3]<-0
Reject.All <-NA
Reject.All [Powerall$rejectall == 4]<-1
Reject.All [Powerall$rejectall != 4]<-0
is.numeric(Reject.None)
is.numeric(Reject.One)
is.numeric(Reject.Two)
is.numeric(Reject.Three)
is.numeric(Reject.All)
Power_b1<-mean(Powerall$rejectb1)
Power_b2<-mean(Powerall$rejectb2)
Power_b3<-mean (Powerall$rejectb3)
Power_b4<-mean (Powerall$rejectb4)
pR2<-1-stats::pf(F,df1, df2)
Powerall$rejectR2 [pR2 < alpha] <- 1
Powerall$rejectR2 [pR2 >= alpha] <- 0
Power_R2<-mean(Powerall$rejectR2)
PowerAll_R0<-mean(Reject.None)
PowerAll_R1<-mean(Reject.One)
PowerAll_R2<-mean(Reject.Two)
PowerAll_R3<-mean(Reject.Three)
PowerAll_R4<-mean(Reject.All)
message("Sample size is ",n)
message("Power R2 = ", Power_R2)
message("Power b1 = ", Power_b1)
message("Power b2 = ", Power_b2)
message("Power b3 = ", Power_b3)
message("Power b4 = ", Power_b4)
message("Proportion Rejecting None = ", PowerAll_R0)
message("Proportion Rejecting Only One = ", PowerAll_R1)
message("Proportion Rejecting Only Two = ", PowerAll_R2)
message("Proportion Rejecting Only Three = ", PowerAll_R3)
message("Power ALL (Proportion Rejecting All) = ", PowerAll_R4)
result <- data.frame(matrix(ncol = 11))
colnames(result) <- c( "n","Power R2", "Power b1", "Power b2",
"Power b3", "Power b4", "Power Reject None",
"Power Reject One","Power Reject Two","Power Reject Three",
"Power Reject All")
result[, 1]<-n
result[, 2]<-Power_R2
result[, 3]<-Power_b1
result[, 4]<-Power_b2
result[, 5]<-Power_b3
result[, 6]<-Power_b4
result[, 7]<-PowerAll_R0
result[, 8]<-PowerAll_R1
result[, 9]<-PowerAll_R2
result[, 10]<-PowerAll_R3
result[, 11]<-PowerAll_R4
output<-na.omit(result)
rownames(output)<- c()
}
if (pred=="5")
{
nruns = rep
int = numeric(nruns)
b1 = numeric(nruns)
b2 = numeric(nruns)
b3 = numeric(nruns)
b4 = numeric(nruns)
b5 = numeric(nruns)
R2 = numeric(nruns)
F = numeric(nruns)
df1 = numeric(nruns)
df2 = numeric(nruns)
for (i in 1:nruns)
{samp <- data.frame(MASS::mvrnorm(n, mu = c(0, 0, 0, 0,0,0), Sigma = matrix(c(vary, ry1, ry2, ry3, ry4, ry5,
ry1, var1, r12, r13, r14,r15,
ry2, r12, var2, r23, r24,r25,
ry3, r13, r23, var3, r34,r35,
ry4, r14, r24, r34, var4,r45,
ry5,r15,r25,r35,r45,var5),
ncol = 6), empirical = FALSE))
test <- stats::lm(formula = X1 ~ X2+ X3+ X4 + X5+ X6, data = samp)
c<-summary(test)
int[i] = stats::coef(summary(test))[1,4]
b1[i] = stats::coef(summary(test))[2,4] #grabs p from each analysis
b2[i] = stats::coef(summary(test))[3,4]
b3[i] = stats::coef(summary(test))[4,4]
b4[i] = stats::coef(summary(test))[5,4]
b5[i] = stats::coef(summary(test))[6,4]
R2[i] = c$r.squared
F[i]<-c$fstatistic[1]
df1[i]<-c$fstatistic[2]
df2[i]<-c$fstatistic[3]}
Powerall = data.frame(int = int, b1 = b1, b2 = b2, b3 = b3, b4 = b4, b5 = b5)
Powerall[4:5, "rejectb1"]<-NA
Powerall$rejectb1 [ b1 < alpha] <- 1
Powerall$rejectb1 [ b1 >= alpha] <- 0
Powerall[4:5, "rejectb2"]<-NA
Powerall$rejectb2 [ b2 < alpha] <- 1
Powerall$rejectb2 [ b2 >= alpha] <- 0
Powerall[4:5, "rejectb3"]<-NA
Powerall$rejectb3 [ b3 < alpha] <- 1
Powerall$rejectb3 [ b3 >= alpha] <- 0
Powerall[4:5, "rejectb4"]<-NA
Powerall$rejectb4 [ b4 < alpha] <- 1
Powerall$rejectb4 [ b4 >= alpha] <- 0
Powerall[4:5, "rejectb5"]<-NA
Powerall$rejectb5 [ b5 < alpha] <- 1
Powerall$rejectb5 [ b5 >= alpha] <- 0
Powerall[4:5, "rejecttotal"]<-NA
Powerall$rejectall <- (Powerall$rejectb1+ Powerall$rejectb2+ Powerall$rejectb3+ Powerall$rejectb4+ Powerall$rejectb5)
Reject.None <-NA
Reject.None [Powerall$rejectall == 0]<-1
Reject.None [Powerall$rejectall > 0]<-0
Reject.One <-NA
Reject.One [Powerall$rejectall == 1]<-1
Reject.One [Powerall$rejectall != 1]<-0
Reject.Two <-NA
Reject.Two [Powerall$rejectall == 2]<-1
Reject.Two [Powerall$rejectall != 2]<-0
Reject.Three <-NA
Reject.Three [Powerall$rejectall == 3]<-1
Reject.Three [Powerall$rejectall != 3]<-0
Reject.Four <-NA
Reject.Four [Powerall$rejectall == 4]<-1
Reject.Four [Powerall$rejectall != 4]<-0
Reject.All <-NA
Reject.All [Powerall$rejectall == 5]<-1
Reject.All [Powerall$rejectall != 5]<-0
is.numeric(Reject.None)
is.numeric(Reject.One)
is.numeric(Reject.Two)
is.numeric(Reject.Three)
is.numeric(Reject.Four)
is.numeric(Reject.All)
Power_b1<-mean(Powerall$rejectb1)
Power_b2<-mean(Powerall$rejectb2)
Power_b3<-mean (Powerall$rejectb3)
Power_b4<-mean (Powerall$rejectb4)
Power_b5<-mean (Powerall$rejectb5)
pR2<-1-stats::pf(F,df1, df2)
Powerall$rejectR2 [pR2 < alpha] <- 1
Powerall$rejectR2 [pR2 >= alpha] <- 0
Power_R2<-mean(Powerall$rejectR2)
PowerAll_R0<-mean(Reject.None)
PowerAll_R1<-mean(Reject.One)
PowerAll_R2<-mean(Reject.Two)
PowerAll_R3<-mean(Reject.Three)
PowerAll_R4<-mean(Reject.Four)
PowerAll_R5<-mean(Reject.All)
message("Sample size is ",n)
message("Power R2 = ", Power_R2)
message("Power b1 = ", Power_b1)
message("Power b2 = ", Power_b2)
message("Power b3 = ", Power_b3)
message("Power b4 = ", Power_b4)
message("Power b5 = ", Power_b5)
message("Proportion Rejecting None = ", PowerAll_R0)
message("Proportion Rejecting Only One = ", PowerAll_R1)
message("Proportion Rejecting Only Two = ", PowerAll_R2)
message("Proportion Rejecting Only Three = ", PowerAll_R3)
message("Proportion Rejecting Only Four = ", PowerAll_R4)
message("Power ALL (Proportion Rejecting All) = ", PowerAll_R5)
result <- data.frame(matrix(ncol = 13))
colnames(result) <- c( "n","Power R2", "Power b1", "Power b2",
"Power b3", "Power b4", "Power b5", "Power Reject None",
"Power Reject One","Power Reject Two","Power Reject Three",
"Power Reject Four","Power Reject All")
result[, 1]<-n
result[, 2]<-Power_R2
result[, 3]<-Power_b1
result[, 4]<-Power_b2
result[, 5]<-Power_b3
result[, 6]<-Power_b4
result[, 7]<-Power_b5
result[, 8]<-PowerAll_R0
result[, 9]<-PowerAll_R1
result[, 10]<-PowerAll_R2
result[, 11]<-PowerAll_R3
result[, 12]<-PowerAll_R4
result[, 13]<-PowerAll_R5
output<-na.omit(result)
rownames(output)<- c()
}
invisible(output)
}
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