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# =========================== Confidence Intervals ===========================
# ci.mean =================================================================
#' Confidence interval for a mean
#'
#'
#' @description
#' Computes a confidence interval for a population mean using the estimated
#' mean, estimated standard deviation, and sample size. Use the t.test function
#' for raw data input.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m estimated mean
#' @param sd estimated standard deviation
#' @param n sample size
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated mean
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Snedecor1980}{statpsych}
#'
#'
#' @examples
#' ci.mean(.05, 24.5, 3.65, 40)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 24.5 0.5771157 23.33267 25.66733
#'
#'
#' @importFrom stats qt
#' @export
ci.mean <- function(alpha, m, sd, n) {
df <- n - 1
tcrit <- qt(1 - alpha/2, df)
se <- sd/sqrt(n)
ll <- m - tcrit*se
ul <- m + tcrit*se
out <- t(c(m, se, ll, ul))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.mean.fpc ==============================================================
#' Confidence interval for a mean with a finite population correction
#'
#'
#' @description
#' Computes a confidence interval for a population mean with a finite
#' population correction (fpc) using the estimated mean, estimated standard
#' deviation, sample size, and population size. This function is useful when
#' the sample size is not a small fraction of the population size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m estimated mean
#' @param sd estimated standard deviation
#' @param n sample size
#' @param N population size
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated mean
#' * SE - standard error with fpc
#' * LL - lower limit of the confidence interval with fpc
#' * UL - upper limit of the confidence interval with fpc
#'
#'
#' @examples
#' ci.mean.fpc(.05, 24.5, 3.65, 40, 300)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 24.5 0.5381631 23.41146 25.58854
#'
#'
#' @importFrom stats qt
#' @export
ci.mean.fpc <- function(alpha, m, sd, n, N) {
if (n > N) {stop("n cannot be greater than N")}
df <- n - 1
tcrit <- qt(1 - alpha/2, df)
se <- (sd/sqrt(n))*sqrt((N - n)/(N - 1))
ll <- m - tcrit*se
ul <- m + tcrit*se
out <- t(c(m, se, ll, ul))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.stdmean ==============================================================
#' Confidence interval for a standardized mean
#'
#'
#' @description
#' Computes a confidence interval for a population standardized mean
#' difference from a hypothesized value. If the hypothesized value is set
#' to 0, the reciprocals of the confidence interval endpoints gives a
#' confidence interval for the coefficient of variation (see ci.cv).
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m estimated mean
#' @param sd estimated standard deviation
#' @param n sample size
#' @param h hypothesized value of mean
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated standardized mean difference
#' * adj Estimate - bias adjusted standardized mean difference estimate
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2008}{statpsych}
#'
#'
#' @examples
#' ci.stdmean(.05, 24.5, 3.65, 40, 20)
#'
#' # Should return:
#' # Estimate adj Estimate SE LL UL
#' # 1.232877 1.209015 0.2124335 0.8165146 1.649239
#'
#'
#' @importFrom stats qnorm
#' @export
ci.stdmean <- function(alpha, m, sd, n, h) {
z <- qnorm(1 - alpha/2)
df <- n - 1
adj <- 1 - 3/(4*df - 1)
est <- (m - h)/sd
estu <- adj*est
se <- sqrt(est^2/(2*df) + 1/df)
ll <- est - z*se
ul <- est + z*se
out <- t(c(est, estu, se, ll, ul))
colnames(out) <- c("Estimate", "adj Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.mean2 ==================================================================
#' Confidence interval for a 2-group mean difference
#'
#'
#' @description
#' Computes equal variance and unequal variance confidence intervals for a
#' population 2-group mean difference using the estimated means, estimated
#' standard deviations, and sample sizes. Also computes equal variance and
#' unequal variance independent-samples t-tests. Use the t.test function for
#' raw data input.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m1 estimated mean for group 1
#' @param m2 estimated mean for group 2
#' @param sd1 estimated standard deviation for group 1
#' @param sd2 estimated standard deviation for group 2
#' @param n1 sample size for group 1
#' @param n2 sample size for group 2
#'
#'
#' @return
#' Returns a 2-row matrix. The columns are:
#' * Estimate - estimated mean difference
#' * SE - standard error
#' * t - t test statistic
#' * df - degrees of freedom
#' * p - two-sided p-value
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Snedecor1980}{statpsych}
#'
#'
#' @examples
#' ci.mean2(.05, 15.4, 10.3, 2.67, 2.15, 30, 20)
#'
#' # Should return:
#' # Estimate SE t df
#' # Equal Variances Assumed: 5.1 1.602248 3.183029 48.0000
#' # Equal Variances Not Assumed: 5.1 1.406801 3.625247 44.1137
#' # p LL UL
#' # Equal Variances Assumed: 0.0025578586 1.878465 8.321535
#' # Equal Variances Not Assumed: 0.0007438065 2.264986 7.935014
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
ci.mean2 <- function(alpha, m1, m2, sd1, sd2, n1, n2) {
df1 <- n1 + n2 - 2
est <- m1 - m2
v1 <- sd1^2
v2 <- sd2^2
vp <- ((n1 - 1)*v1 + (n2 - 1)*v2)/df1
se1 <- sqrt(vp/n1 + vp/n2)
t1 <- est/se1
p1 <- 2*(1 - pt(abs(t1),df1))
tcrit1 <- qt(1 - alpha/2, df1)
ll1 <- est - tcrit1*se1
ul1 <- est + tcrit1*se1
se2 <- sqrt(v1/n1 + v2/n2)
t2 <- est/se2
df2 <- (se2^4)/(v1^2/(n1^3 - n1^2) + v2^2/(n2^3 - n2^2))
p2 <- 2*(1 - pt(abs(t2),df2))
tcrit2 <- qt(1 - alpha/2, df2)
ll2 <- est - tcrit2*se2
ul2 <- est + tcrit2*se2
out1 <- t(c(est, se1, t1, df1, p1, ll1, ul1))
out2 <- t(c(est, se2, t2, df2, p2, ll2, ul2))
out <- rbind(out1, out2)
colnames(out) <- c("Estimate", "SE", "t", "df", "p", "LL", "UL")
rownames(out) <- c("Equal Variances Assumed:", "Equal Variances Not Assumed:")
return(out)
}
# ci.lc.mean.bs ==============================================================
#' Confidence interval for a linear contrast of means in a between-subjects
#' design
#'
#'
#' @description
#' Computes a test statistic and confidence interval for a linear contrast
#' of means. This function computes both unequal variance and equal
#' variance confidence intervals and test statistics. A Satterthwaite
#' adjustment to the degrees of freedom is used with the unequal variance
#' method.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m vector of estimated group means
#' @param sd vector of estimated group standard deviations
#' @param n vector of sample sizes
#' @param v vector of between-subjects contrast coefficients
#'
#'
#' @return
#' Returns a 2-row matrix. The columns are:
#' * Estimate - estimated linear contrast
#' * SE - standard error
#' * t - t test statistic
#' * df - degrees of freedom
#' * p - two-sided p-value
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Snedecor1980}{statpsych}
#'
#'
#' @examples
#' m <- c(33.5, 37.9, 38.0, 44.1)
#' sd <- c(3.84, 3.84, 3.65, 4.98)
#' n <- c(10,10,10,10)
#' v <- c(.5, .5, -.5, -.5)
#' ci.lc.mean.bs(.05, m, sd, n, v)
#'
#' # Should return:
#' # Estimate SE t df
#' # Equal Variances Assumed: -5.35 1.300136 -4.114955 36.00000
#' # Equal Variances Not Assumed: -5.35 1.300136 -4.114955 33.52169
#' # p LL UL
#' # Equal Variances Assumed: 0.0002152581 -7.986797 -2.713203
#' # Equal Variances Not Assumed: 0.0002372436 -7.993583 -2.706417
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
ci.lc.mean.bs <- function(alpha, m, sd, n, v) {
est <- t(v)%*%m
k <- length(m)
df1 <- sum(n) - k
v1 <- sum((n - 1)*sd^2)/df1
se1 <- sqrt(v1*t(v)%*%solve(diag(n))%*%v)
t1 <- est/se1
p1 <- 2*(1 - pt(abs(t1),df1))
tcrit1 <- qt(1 - alpha/2, df1)
ll1 <- est - tcrit1*se1
ul1 <- est + tcrit1*se1
v2 <- diag(sd^2)%*%(solve(diag(n)))
se2 <- sqrt(t(v)%*%v2%*%v)
t2 <- est/se2
df2 <- (se2^4)/sum(((v^4)*(sd^4)/(n^2*(n - 1))))
p2 <- 2*(1 - pt(abs(t2),df2))
tcrit2 <- qt(1 - alpha/2, df2)
ll2 <- est - tcrit2*se2
ul2 <- est + tcrit2*se2
out1 <- t(c(est, se1, t1, df1, p1, ll1, ul1))
out2 <- t(c(est, se2, t2, df2, p2, ll2, ul2))
out <- rbind(out1, out2)
colnames(out) <- c("Estimate", "SE", "t", "df", "p", "LL", "UL")
rownames(out) <- c("Equal Variances Assumed:", "Equal Variances Not Assumed:")
return(out)
}
# ci.tukey ===================================================================
#' Tukey-Kramer confidence intervals for all pairwise mean differences in a
#' between-subjects design
#'
#'
#' @description
#' Computes heteroscedastic Tukey-Kramer (also known as Games-Howell)
#' confidence intervals for all pairwise comparisons of population means
#' using estimated means, estimated standard deviations, and samples sizes as
#' input. A Satterthwaite adjustment to the degrees of freedom is used to
#' improve the accuracy of the confidence intervals.
#'
#'
#' @param alpha alpha level for simultaneous 1-alpha confidence
#' @param m vector of estimated group means
#' @param sd vector of estimated group standard deviations
#' @param n vector of sample sizes
#'
#'
#' @return
#' Returns a matrix with the number of rows equal to the number
#' of pairwise comparisons. The columns are:
#' * Estimate - estimated mean difference
#' * SE - standard error
#' * t - t test statistic
#' * df - degrees of freedom
#' * p - two-sided p-value
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Games1976}{statpsych}
#'
#'
#' @examples
#' m <- c(12.86, 17.57, 26.29, 30.21)
#' sd <- c(13.185, 12.995, 14.773, 15.145)
#' n <- c(20, 20, 20, 20)
#' ci.tukey(.05, m, sd, n)
#'
#' # Should return:
#' # Estimate SE t df p LL UL
#' # 1 2 -4.71 4.139530 -1.1378102 37.99200 0.668806358 -15.83085 6.4108517
#' # 1 3 -13.43 4.427673 -3.0331960 37.51894 0.021765570 -25.33172 -1.5282764
#' # 1 4 -17.35 4.490074 -3.8640790 37.29278 0.002333937 -29.42281 -5.2771918
#' # 2 3 -8.72 4.399497 -1.9820446 37.39179 0.212906199 -20.54783 3.1078269
#' # 2 4 -12.64 4.462292 -2.8326248 37.14275 0.035716267 -24.64034 -0.6396589
#' # 3 4 -3.92 4.730817 -0.8286096 37.97652 0.840551420 -16.62958 8.7895768
#'
#'
#' @importFrom stats qtukey
#' @importFrom stats ptukey
#' @importFrom utils combn
#' @export
ci.tukey <-function(alpha, m, sd, n) {
a <- length(m)
v1 <- sd^2/n
v2 <- sd^4/(n^2*(n - 1))
mean <- outer(m, m, '-')
Estimate <- (-1)*mean[lower.tri(mean)]
v1 <- outer(v1, v1, "+")
v2 <- outer(v2, v2, "+")
df <- v1^2/v2
df <- df[lower.tri(df)]
SE <- sqrt(v1[lower.tri(v1)])
t <- Estimate/SE
q <- qtukey(p = 1 - alpha, nmeans = a, df = df)/sqrt(2)
p <- 1 - ptukey(sqrt(2)*abs(t), nmeans = a, df = df)
LL <- Estimate - q*SE
UL <- Estimate + q*SE
pair <- t(combn(seq(1:a), 2))
out <- cbind(pair, Estimate, SE, t, df, p, LL, UL)
rownames(out) <- rep("", a*(a - 1)/2)
return(out)
}
# ci.slope.mean.bs ===========================================================
#' Confidence interval for the slope of means in a one-factor experimental
#' design with a quantitative between-subjects factor
#'
#'
#' @description
#' Computes a test statistic and confidence interval for the slope of means in
#' a one-factor experimental design with a quantitative between-subjects
#' factor. This function computes both the unequal variance and equal variance
#' confidence intervals and test statistics. A Satterthwaite adjustment to the
#' degrees of freedom is used with the unequal variance method.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m vector of sample means
#' @param sd vector of sample standard deviations
#' @param n vector of sample sizes
#' @param x vector of numeric predictor variable values
#'
#'
#' @return
#' Returns a 2-row matrix. The columns are:
#' * Estimate - estimated slope
#' * SE - standard error
#' * t - t test statistic
#' * df - degrees of freedom
#' * p - two-sided p-value
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' m <- c(33.5, 37.9, 38.0, 44.1)
#' sd <- c(3.84, 3.84, 3.65, 4.98)
#' n <- c(10,10,10,10)
#' x <- c(5, 10, 20, 30)
#' ci.slope.mean.bs(.05, m, sd, n, x)
#'
#' # Should return:
#' # Estimate SE t df
#' # Equal Variances Assumed: 0.3664407 0.06770529 5.412290 36.00000
#' # Equal Variances Not Assumed: 0.3664407 0.07336289 4.994905 18.65826
#' # p LL UL
#' # Equal Variances Assumed: 4.242080e-06 0.2291280 0.5037534
#' # Equal Variances Not Assumed: 8.468223e-05 0.2126998 0.5201815
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
ci.slope.mean.bs <- function(alpha, m, sd, n, x) {
mx <- mean(x)
ssx <- sum((x - mx)^2)
v <- (x - mx)/ssx
est <- t(v)%*%m
k <- length(m)
df1 <- sum(n) - k
v1 <- sum((n - 1)*sd^2)/df1
se1 <- sqrt(v1*t(v)%*%solve(diag(n))%*%v)
t1 <- est/se1
p1 <- 2*(1 - pt(abs(t1),df1))
tcrit1 <- qt(1 - alpha/2, df1)
ll1 <- est - tcrit1*se1
ul1 <- est + tcrit1*se1
v2 <- diag(sd^2)%*%(solve(diag(n)))
se2 <- sqrt(t(v)%*%v2%*%v)
t2 <- est/se2
df2 <- (se2^4)/sum(((v^4)*(sd^4)/(n^2*(n - 1))))
p2 <- 2*(1 - pt(abs(t2),df2))
tcrit2 <- qt(1 - alpha/2, df2)
ll2 <- est - tcrit2*se2
ul2 <- est + tcrit2*se2
out1 <- t(c(est, se1, t1, df1, p1, ll1, ul1))
out2 <- t(c(est, se2, t2, df2, p2, ll2, ul2))
out <- rbind(out1, out2)
colnames(out) <- c("Estimate", "SE", "t", "df", "p", "LL", "UL")
rownames(out) <- c("Equal Variances Assumed:", "Equal Variances Not Assumed:")
return(out)
}
# ci.ratio.mean2 ==============================================================
#' Confidence interval for a 2-group mean ratio
#'
#'
#' Computes a confidence interval for a ratio of population means of
#' ratio-scale measurements in a 2-group design. Equality of variances
#' is not assumed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of scores for group 1
#' @param y2 vector of scores for group 2
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Mean1 - estimated mean for group 1
#' * Mean2 - estimated mean for group 2
#' * Mean1/Mean2- estimated mean ratio
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2020b}{statpsych}
#'
#'
#' @examples
#' y2 <- c(32, 39, 26, 35, 43, 27, 40, 37, 34, 29, 49, 42, 40)
#' y1 <- c(36, 44, 47, 42, 49, 39, 46, 31, 33, 48)
#' ci.ratio.mean2(.05, y1, y2)
#'
#' # Should return:
#' #
#' # Mean1 Mean2 Mean1/Mean2 LL UL
#' # 41.5 36.38462 1.140592 0.9897482 1.314425
#'
#'
#' @importFrom stats qt
#' @importFrom stats var
#' @export
ci.ratio.mean2 <- function(alpha, y1, y2){
min1 <- min(y1)
min2 <- min(y2)
if (min1 < 0) {print("WARNING: ratio-scale scores cannot be negative")}
if (min2 < 0) {print("WARNING: ratio-scale scores cannot be negative")}
n1 <- length(y1)
n2 <- length(y2)
m1 <- mean(y1)
m2 <- mean(y2)
v1 <- var(y1)
v2 <- var(y2)
var <- v1/(n1*m1^2) + v2/(n2*m2^2)
df <- var^2/(v1^2/(m1^4*(n1^3 - n1^2)) + v2^2/(m2^4*(n2^3 - n2^2)))
tcrit <- qt(1 - alpha/2, df)
est <- log(m1/m2)
se <- sqrt(var)
ll <- exp(est - tcrit*se)
ul <- exp(est + tcrit*se)
out <- t(c(m1, m2, exp(est), ll, ul))
colnames(out) <- c("Mean1", "Mean2", "Mean1/Mean2", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.stdmean2 ================================================================
#' Confidence intervals for a 2-group standardized mean difference
#'
#'
#' @description
#' Computes confidence intervals for a population standardized mean difference.
#' Unweighted, weighted, and single group variance standardizers are used. The
#' square root weighted variance standardizer is recommended in 2-group
#' nonexperimental designs with simple random sampling. The square root
#' unweighted variance standardizer is recommended in 2-group experimental
#' designs. The single group standard deviation standardizer can be used with
#' experimental or nonexperimental designs. Equality of variances is not
#' assumed.
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m1 estimated mean for group 1
#' @param m2 estimated mean for group 2
#' @param sd1 estimated standard deviation for group 1
#' @param sd2 estimated standard deviation for group 2
#' @param n1 sample size for group 1
#' @param n2 sample size for group 2
#'
#'
#' @return
#' Returns a 4-row matrix. The columns are:
#' * Estimate - estimated standardized mean difference
#' * adj Estimate - bias adjusted standardized mean difference estimate
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2008}{statpsych}
#'
#'
#' @examples
#' ci.stdmean2(.05, 35.1, 26.7, 7.32, 6.98, 30, 30)
#'
#' # Should return:
#' # Estimate adj Estimate SE LL UL
#' # Unweighted standardizer: 1.174493 1.159240 0.2844012 0.6170771 1.731909
#' # Weighted standardizer: 1.174493 1.159240 0.2802826 0.6251494 1.723837
#' # Group 1 standardizer: 1.147541 1.117605 0.2975582 0.5643375 1.730744
#' # Group 2 standardizer: 1.203438 1.172044 0.3120525 0.5918268 1.815050
#'
#'
#' @importFrom stats qnorm
#' @export
ci.stdmean2 <- function(alpha, m1, m2, sd1, sd2, n1, n2) {
z <- qnorm(1 - alpha/2)
v1 <- sd1^2
v2 <- sd2^2
df1 <- n1 - 1
df2 <- n2 - 1
df3 <- n1 + n2 - 2
adj1 <- 1 - 3/(4*df1 - 1)
adj2 <- 1 - 3/(4*df2 - 1)
adj3 <- 1 - 3/(4*df3 - 1)
s <- sqrt((v1 + v2)/2)
sp <- sqrt((df1*v1 + df2*v2)/df3)
est1 <- (m1 - m2)/s
est1u <- adj3*est1
se1 <- sqrt(est1^2*(v1^2/df1 + v2^2/df2)/(8*s^4) + (v1/df1 + v2/df2)/s^2)
ll1 <- est1 - z*se1
ul1 <- est1 + z*se1
est2 <- (m1 - m2)/sp
est2u <- adj3*est2
se2 <- sqrt(est2^2*(1/df1 + 1/df2)/8 + (v1/n1 + v2/n2)/sp^2)
ll2 <- est2 - z*se2
ul2 <- est2 + z*se2
est3 <- (m1 - m2)/sd1
est3u <- adj1*est3
se3 <- sqrt(est3^2/(2*df1) + 1/df1 + v2/(df2*v1))
ll3 <- est3 - z*se3
ul3 <- est3 + z*se3
est4 <- (m1 - m2)/sd2
est4u <- adj2*est4
se4 <- sqrt(est4^2/(2*df2) + 1/df2 + v1/(df1*v2))
ll4 <- est4 - z*se4
ul4 <- est4 + z*se4
out1 <- t(c(est1, est1u, se1, ll1, ul1))
out2 <- t(c(est2, est2u, se2, ll2, ul2))
out3 <- t(c(est3, est3u, se3, ll3, ul3))
out4 <- t(c(est4, est4u, se4, ll4, ul4))
out <- rbind(out1, out2, out3, out4)
colnames(out) <- c("Estimate", "adj Estimate", "SE", "LL", "UL")
rownames1 <- c("Unweighted standardizer:", "Weighted standardizer:")
rownames2 <- c("Group 1 standardizer:", "Group 2 standardizer:")
rownames(out) <- c(rownames1, rownames2)
return(out)
}
# ci.stdmean.strat ===========================================================
#' Confidence intervals for a 2-group standardized mean difference with
#' stratified sampling
#'
#'
#' @description
#' Computes confidence intervals for a population standardized mean difference
#' in a 2-group nonexperimental design with stratified random sampling (a random
#' sample of a specified size from each subpopulation) using a square root
#' weighted variance standardizer or single group standard deviation
#' standardizer. Equality of variances is not assumed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m1 estimated mean for group 1
#' @param m2 estimated mean for group 2
#' @param sd1 estimated standard deviation for group 1
#' @param sd2 estimated standard deviation for group 2
#' @param n1 sample size for group 1
#' @param n2 sample size for group 2
#' @param p1 proportion of total population in subpopulation 1
#'
#'
#' @return
#' Returns a 3-row matrix. The columns are:
#' * Estimate - estimated standardized mean difference
#' * adj Estimate - bias adjusted standardized mean difference estimate
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2020a}{statpsych}
#'
#'
#' @examples
#' ci.stdmean.strat(.05, 33.2, 30.8, 10.5, 11.2, 200, 200, .533)
#'
#' # Should return:
#' # Estimate adj Estimate SE LL UL
#' # Weighted standardizer: 0.2215549 0.2211371 0.10052057 0.02453817 0.4185716
#' # Group 1 standardizer: 0.2285714 0.2277089 0.10427785 0.02419059 0.4329523
#' # Group 2 standardizer: 0.2142857 0.2277089 0.09776049 0.02267868 0.4058927
#'
#'
#' @importFrom stats qnorm
#' @export
ci.stdmean.strat <- function(alpha, m1, m2, sd1, sd2, n1, n2, p1) {
z <- qnorm(1 - alpha/2)
v1 <- sd1^2
v2 <- sd2^2
df1 <- n1 - 1
df2 <- n2 - 1
df3 <- n1 + n2 - 2
adj1 <- 1 - 3/(4*df1 - 1)
adj2 <- 1 - 3/(4*df2 - 1)
adj3 <- 1 - 3/(4*df3 - 1)
s <- sqrt(p1*v1 + (1 - p1)*v2)
est1 <- (m1 - m2)/s
est1u <- adj3*est1
se1 <- sqrt(est1^2*(1/df1 + 1/df2)/8 + (v1/n1 + v2/n2)/s^2)
ll1 <- est1 - z*se1
ul1 <- est1 + z*se1
est3 <- (m1 - m2)/sd1
est3u <- adj1*est3
se3 <- sqrt(est3^2/(2*df1) + 1/df1 + v2/(df2*v1))
ll3 <- est3 - z*se3
ul3 <- est3 + z*se3
est4 <- (m1 - m2)/sd2
est4u <- adj2*est3
se4 <- sqrt(est4^2/(2*df2) + 1/df2 + v1/(df1*v2))
ll4 <- est4 - z*se4
ul4 <- est4 + z*se4
out1 <- t(c(est1, est1u, se1, ll1, ul1))
out3 <- t(c(est3, est3u, se3, ll3, ul3))
out4 <- t(c(est4, est4u, se4, ll4, ul4))
out <- rbind(out1, out3, out4)
colnames(out) <- c("Estimate", "adj Estimate", "SE", "LL", "UL")
rownames1 <- c("Weighted standardizer:")
rownames2 <- c("Group 1 standardizer:", "Group 2 standardizer:")
rownames(out) <- c(rownames1, rownames2)
return(out)
}
# ci.lc.stdmean.bs ==========================================================
#' Confidence interval for a standardized linear contrast of means in a
#' between-subjects design
#'
#'
#' @description
#' Computes confidence intervals for a population standardized linear contrast
#' of means in a between-subjects design. The unweighted standardizer is
#' recommended in experimental designs. The weighted standardizer is
#' recommended in nonexperimental designs with simple random sampling. The
#' group 1 standardizer is useful in both experimental and nonexperimental
#' designs. Equality of variances is not assumed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m vector of estimated group means
#' @param sd vector of estimated group standard deviation
#' @param n vector of sample sizes
#' @param v vector of between-subjects contrast coefficients
#'
#'
#' @return
#' Returns a 3-row matrix. The columns are:
#' * Estimate - estimated standardized linear contrast
#' * adj Estimate - bias adjusted standardized linear contrast estimate
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2008}{statpsych}
#'
#'
#' @examples
#' m <- c(33.5, 37.9, 38.0, 44.1)
#' sd <- c(3.84, 3.84, 3.65, 4.98)
#' n <- c(10,10,10,10)
#' v <- c(.5, .5, -.5, -.5)
#' ci.lc.stdmean.bs(.05, m, sd, n, v)
#'
#' # Should return:
#' # Estimate adj Estimate SE LL UL
#' # Unweighted standardizer: -1.301263 -1.273964 0.3692800 -2.025039 -0.5774878
#' # Weighted standardizer: -1.301263 -1.273964 0.3514511 -1.990095 -0.6124317
#' # Group 1 standardizer: -1.393229 -1.273810 0.4849842 -2.343781 -0.4426775
#'
#'
#' @importFrom stats qnorm
#' @export
ci.lc.stdmean.bs <- function(alpha, m, sd, n, v) {
z <- qnorm(1 - alpha/2)
var <- sd^2
a <- length(m)
s <- sqrt(sum(var)/a)
df <- sum(n) - a
n1 <- matrix(n, 1, a)[1,1]
s1 <- matrix(sd, 1, a)[1,1]
adj1 <- 1 - 3/(4*df - 1)
adj2 <- 1 - 3/(4*n1 - 5)
sp <- sqrt(sum((n - 1)*var)/df)
est1 <- (t(v)%*%m)/s
est2 <- (t(v)%*%m)/sp
est3 <- (t(v)%*%m)/s1
est1u <- adj1*est1
est2u <- adj1*est2
est3u <- adj2*est3
a1 <- est1^2/(2*a^2*s^4)
a2 <- a1*sum((var^2/(n - 1)))
a3 <- sum((v^2*var/(n - 1)))/s^2
se1 <- sqrt(a2 + a3)
ll1 <- est1 - z*se1
ul1 <- est1 + z*se1
a1 <- est2^2/(2*a^2)
a2 <- a1*sum(1/(n - 1))
a3 <- sum((v^2*var/n))/sp^2
se2 <- sqrt(a2 + a3)
ll2 <- est2 - z*se2
ul2 <- est2 + z*se2
a1 <- est3^2/(2*n1 - 2)
a2 <- sum((v^2*var/(n - 1)))/s1^2
se3 <- sqrt(a1 + a2)
ll3 <- est3 - z*se3
ul3 <- est3 + z*se3
out1 <- t(c(est1, est1u, se1, ll1, ul1))
out2 <- t(c(est2, est2u, se2, ll2, ul2))
out3 <- t(c(est3, est3u, se3, ll3, ul3))
out <- rbind(out1, out2, out3)
colnames(out) <- c("Estimate", "adj Estimate", "SE", "LL", "UL")
rownames(out) <- c("Unweighted standardizer:", "Weighted standardizer:", "Group 1 standardizer:")
return(out)
}
# ci.mean.ps ================================================================
#' Confidence interval for a paired-samples mean difference
#'
#' @description
#' Computes a confidence interval for a population paired-samples mean
#' difference using the estimated means, estimated standard deviations,
#' estimated correlation, and sample size. Also computes a paired-samples
#' t-test. Use the t.test function for raw data input.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m1 estimated mean for measurement 1
#' @param m2 estimated mean for measurement 2
#' @param sd1 estimated standard deviation for measurement 1
#' @param sd2 estimated standard deviation for measurement 2
#' @param cor estimated correlation between measurements
#' @param n sample size
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated mean difference
#' * SE - standard error
#' * t - t test statistic
#' * df - degrees of freedom
#' * p - two-sided p-value
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' ci.mean.ps(.05, 58.2, 51.4, 7.43, 8.92, .537, 30)
#'
#' # Should return:
#' # Estimate SE t df p LL UL
#' # 6.8 1.455922 4.670578 29 6.33208e-05 3.822304 9.777696
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
ci.mean.ps <- function(alpha, m1, m2, sd1, sd2, cor, n) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
df <- n - 1
tcrit <- qt(1 - alpha/2, df)
vd <- sd1^2 + sd2^2 - 2*cor*sd1*sd2
est <- m1 - m2
se <- sqrt(vd/n)
t <- est/se
p <- 2*(1 - pt(abs(t), df))
ll <- est - tcrit*se
ul <- est + tcrit*se
out <- t(c(est, se, t, df, p, ll, ul))
colnames(out) <- c("Estimate", "SE", "t", "df", "p","LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.ratio.mean.ps ==========================================================
#' Confidence interval for a paired-samples mean ratio
#'
#'
#' @description
#' Compute a confidence interval for a ratio of population means of
#' ratio-scale measurements in a paired-samples design. Equality of
#' variances is not assumed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of measurement 1 scores
#' @param y2 vector of measurement 2 scores (paired with y1)
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Mean1 - estimated measurement 1 mean
#' * Mean2 - estimated measurement 2 mean
#' * Mean1/Mean2 - estimate of mean ratio
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2020b}{statpsych}
#'
#'
#' @examples
#' y1 <- c(3.3, 3.6, 3.0, 3.1, 3.9, 4.2, 3.5, 3.3)
#' y2 <- c(3.0, 3.1, 2.7, 2.6, 3.2, 3.8, 3.2, 3.0)
#' ci.ratio.mean.ps(.05, y1, y2)
#'
#' # Should return:
#' # Mean1 Mean2 Mean1/Mean2 LL UL
#' # 3.4875 3.075 1.134146 1.09417 1.175583
#'
#'
#' @importFrom stats qt
#' @importFrom stats cor
#' @export
ci.ratio.mean.ps <- function(alpha, y1, y2){
if (length(y1) != length(y2)) {stop("length of y1 must equal length of y2")}
min1 <- min(y1)
min2 <- min(y2)
if (min1 < 0) {print("WARNING: ratio-scale scores cannot be negative")}
if (min2 < 0) {print("WARNING: ratio-scale scores cannot be negative")}
n <- length(y1)
m1 <- mean(y1)
m2 <- mean(y2)
v1 <- var(y1)
v2 <- var(y2)
cor <- cor(y1,y2)
var <- (v1/m1^2 + v2/m2^2 - 2*cor*sqrt(v1*v2)/(m1*m2))/n
df <- n - 1
tcrit <- qt(1 - alpha/2, df)
est <- log(m1/m2)
se <- sqrt(var)
ll <- exp(est - tcrit*se)
ul <- exp(est + tcrit*se)
out <- t(c(m1, m2, exp(est), ll, ul))
colnames(out) <- c("Mean1", "Mean2", "Mean1/Mean2", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.stdmean.ps =============================================================
#' Confidence intervals for a paired-samples standardized mean difference
#'
#'
#' @description
#' Computes confidence intervals for a population standardized mean difference
#' in a paired-samples design. A square root unweighted variance standardizer
#' and single measurement standard deviation standardizers are used. Equality
#' of variances is not assumed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m1 estimated mean for measurement 1
#' @param m2 estimated mean for measurement 2
#' @param sd1 estimated standard deviation for measurement 1
#' @param sd2 estimated standard deviation for measurement 2
#' @param cor estimated correlation between measurements
#' @param n sample size
#'
#'
#' @return
#' Returns a 3-row matrix. The columns are:
#' * Estimate - estimated standardized mean difference
#' * adj Estimate - bias adjusted standardized mean difference estimate
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2008}{statpsych}
#'
#'
#' @examples
#' ci.stdmean.ps(.05, 110.4, 102.1, 15.3, 14.6, .75, 25)
#'
#' # Should return:
#' # Estimate adj Estimate SE LL UL
#' # Unweighted standardizer: 0.5550319 0.5433457 0.1609934 0.2394905 0.8705732
#' # Measurement 1 standardizer: 0.5424837 0.5253526 0.1615500 0.2258515 0.8591158
#' # Measurement 2 standardizer: 0.5684932 0.5505407 0.1692955 0.2366800 0.9003063
#'
#'
#' @importFrom stats qnorm
#' @export
ci.stdmean.ps <- function(alpha, m1, m2, sd1, sd2, cor, n) {
z <- qnorm(1 - alpha/2)
s <- sqrt((sd1^2 + sd2^2)/2)
df <- n - 1
v1 <- sd1^2
v2 <- sd2^2
adj1 <- sqrt((n - 2)/df)
adj2 <- 1 - 3/(4*df - 1)
vd <- v1 + v2 - 2*cor*sd1*sd2
est1 <- (m1 - m2)/s
est1u <- adj1*est1
se1 <- sqrt(est1^2*(v1^2 + v2^2 + 2*cor^2*v1*v2)/(8*df*s^4) + vd/(df*s^2))
ll1 <- est1 - z*se1
ul1 <- est1 + z*se1
est3 <- (m1 - m2)/sd1
est3u <- adj2*est3
se3 <- sqrt(est3^2/(2*df) + vd/(df*v1))
ll3 <- est3 - z*se3
ul3 <- est3 + z*se3
est4 <- (m1 - m2)/sd2
est4u <- adj2*est4
se4 <- sqrt(est4^2/(2*df) + vd/(df*v2))
ll4 <- est4 - z*se4
ul4 <- est4 + z*se4
out1 <- t(c(est1, est1u, se1, ll1, ul1))
out3 <- t(c(est3, est3u, se3, ll3, ul3))
out4 <- t(c(est4, est4u, se4, ll4, ul4))
out <- rbind(out1, out3, out4)
colnames(out) <- c("Estimate", "adj Estimate", "SE", "LL", "UL")
rownames1 <- c("Unweighted standardizer:")
rownames2 <- c("Measurement 1 standardizer:", "Measurement 2 standardizer:")
rownames(out) <- c(rownames1, rownames2)
return(out)
}
# ci.lc.stdmean.ws ==========================================================
#' Confidence interval for a standardized linear contrast of means in a
#' within-subjects design
#'
#'
#' @description
#' Computes confidence intervals for two types of population standardized
#' linear contrast of means (unweighted standardizer and level 1 standardizer)
#' in a within-subjects design. Equality of variances is not assumed, but the
#' correlations among the repeated measures are assumed to be approximately
#' equal.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m vector of estimated means for levels of within-subjects factor
#' @param sd vector of estimated standard deviations for levels of within-subjects factor
#' @param cor average estimated correlation of all measurement pairs
#' @param n sample size
#' @param q vector of within-subjects contrast coefficients
#'
#'
#' @return
#' Returns a 2-row matrix. The columns are:
#' * Estimate - estimated standardized linear contrast
#' * adj Estimate - bias adjusted standardized linear contrast estimate
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2008}{statpsych}
#'
#'
#' @examples
#' m <- c(33.5, 37.9, 38.0, 44.1)
#' sd <- c(3.84, 3.84, 3.65, 4.98)
#' q <- c(.5, .5, -.5, -.5)
#' ci.lc.stdmean.ws(.05, m, sd, .672, 20, q)
#'
#' # Should return:
#' # Estimate adj Estimate SE LL UL
#' # Unweighted standardizer: -1.301263 -1.266557 0.3147937 -1.918248 -0.6842788
#' # Level 1 standardizer: -1.393229 -1.337500 0.3661824 -2.110934 -0.6755248
#'
#'
#' @importFrom stats qnorm
#' @export
ci.lc.stdmean.ws <- function(alpha, m, sd, cor, n, q) {
z <- qnorm(1 - alpha/2)
a <- length(m)
df <- n - 1
s1 <- matrix(sd, 1, a)[1,1]
adj1 <- sqrt((n - 2)/df)
adj2 <- 1 - 3/(4*n - 5)
s <- sqrt(sum(sd^2)/a)
est1 <- (t(q)%*%m)/s
est1u <- adj1*est1
v1 <- est1^2/(2*a^2*s^4*df)
v2 <- sum(sd^4)
v0 <- sd^2%*%t(sd^2)
# error in v3 formula corrected in version 1.3
# error in v5 formula corrected in version 1.5
v3 <- cor^2*sum((v0 - diag(diag(v0))))
v4 <- sum(q^2*sd^2)
v5 <- cor*sum(q[1:a-1]*sd[1:a-1]*q[2:a]*sd[2:a])
se1 <- sqrt(v1*(v2 + v3) + (v4 + 2*v5)/(df*s^2))
ll1 <- est1 - z*se1
ul1 <- est1 + z*se1
est2 <- (t(q)%*%m)/s1
est2u <- adj2*est2
v1 <- est2^2/(2*df)
se2 <- sqrt(v1 + (v4 + 2*v5)/(df*s1^2))
ll2 <- est2 - z*se2
ul2 <- est2 + z*se2
out1 <- t(c(est1, est1u, se1, ll1, ul1))
out2 <- t(c(est2, est2u, se2, ll2, ul2))
out <- rbind(out1, out2)
colnames(out) <- c("Estimate", "adj Estimate", "SE", "LL", "UL")
rownames(out) <- c("Unweighted standardizer:", "Level 1 standardizer:")
return(out)
}
# ci.mad ====================================================================
#' Confidence interval for a mean absolute deviation
#'
#'
#' @description
#' Computes a confidence interval for a population mean absolute deviation
#' from the median (MAD). The MAD is a robust alternative to the standard
#' deviation.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y vector of scores
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated mean absolute deviation
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2003b}{statpsych}
#'
#'
#' @examples
#' y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40,
#' 20, 10, 0, 20, 50)
#' ci.mad(.05, y)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 12.5 2.876103 7.962667 19.62282
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats sd
#' @export
ci.mad <- function(alpha, y) {
n <- length(y)
z <- qnorm(1 - alpha/2)
c <- n/(n - 1)
median <- median(y)
mad <- mean(abs(y - median))
skw <- (mean(y) - median)/mad
kur <- (sd(y)/mad)^2
se <- sqrt((skw^2 + kur - 1)/n)
ll <- exp(log(c*mad) - z*se)
ul <- exp(log(c*mad) + z*se)
se.mad <- c*mad*se
out <- t(c(c*mad, se.mad, ll, ul))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.ratio.mad2 ==============================================================
#' Confidence interval for a 2-group ratio of mean absolute deviations
#'
#'
#' @description
#' Computes a confidence interval for a ratio of population MADs (mean absolute
#' deviation from median) in a 2-group design.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of scores for group 1
#' @param y2 vector of scores for group 2
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * MAD1 - estimated MAD for group 1
#' * MAD2 - estimated MAD for group 2
#' * MAD1/MAD2 - estimate of MAD ratio
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2003b}{statpsych}
#'
#'
#' @examples
#' y1 <- c(32, 39, 26, 35, 43, 27, 40, 37, 34, 29)
#' y2 <- c(36, 44, 47, 42, 49, 39, 46, 31, 33, 48)
#' ci.ratio.mad2(.05, y1, y2)
#'
#' # Should return:
#' # MAD1 MAD2 MAD1/MAD2 LL UL
#' # 5.111111 5.888889 0.8679245 0.4520879 1.666253
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats sd
#' @importFrom stats median
#' @export
ci.ratio.mad2 <- function(alpha, y1, y2) {
z <- qnorm(1 - alpha/2)
n1 <- length(y1)
c1 <- n1/(n1 - 1)
n2 <- length(y2)
c2 <- n2/(n2 - 1)
median1 <- median(y1)
median2 <- median(y2)
mad1 <- mean(abs(y1 - median1))
skw1 <- (mean(y1) - median1)/mad1
kur1 <- (sd(y1)/mad1)^2
var1 <- (skw1^2 + kur1 - 1)/n1
mad2 <- mean(abs(y2 - median2))
skw2 <- (mean(y2) - median2)/mad2
kur2 <- (sd(y2)/mad2)^2
var2 <- (skw2^2 + kur2 - 1)/n2
se <- sqrt(var1 + var2)
c <- c1/c2
est <- mad1/mad2
ll <- exp(log(c*est) - z*se)
ul <- exp(log(c*est) + z*se)
out <- t(c(c1*mad1, c2*mad2, c*est, ll, ul))
colnames(out) <- c("MAD1", "MAD2", "MAD1/MAD2", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.ratio.sd2 ================================================================
#' Confidence interval for a 2-group ratio of standard deviations
#'
#'
#' @description
#' Computes a robust confidence interval for a ratio of population standard
#' deviations in a 2-group design. This function is a modification of the
#' confidence interval proposed by Bonett (2006). The original Bonett method
#' used a pooled kurtosis estimate in the standard error that assumed equal
#' variances, which limited the confidence interval's use to tests of equal
#' population variances and equivalence tests. This function uses a pooled
#' kurtosis estimate that does not assume equal variances and provides a
#' useful confidence interval for a ratio of standard deviations under general
#' conditions. This function requires of minimum sample size of four per
#' group but sample sizes of at least 10 per group are recommended.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of scores for group 1
#' @param y2 vector of scores for group 2
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * SD1 - estimated SD for group 1
#' * SD2 - estimated SD for group 2
#' * SD1/SD2 - estimate of SD ratio
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2006b}{statpsych}
#'
#'
#' @examples
#' y1 <- c(32, 39, 26, 35, 43, 27, 40, 37, 34, 29)
#' y2 <- c(36, 44, 47, 42, 49, 39, 46, 31, 33, 48)
#' ci.ratio.sd2(.05, y1, y2)
#'
#' # Should return:
#' # SD1 SD2 SD1/SD2 LL UL
#' # 5.711587 6.450667 0.8854257 0.486279 1.728396
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats sd
#' @export
ci.ratio.sd2 <- function(alpha, y1, y2) {
z <- qnorm(1 - alpha/2)
sd1 <- sd(y1)
sd2 <- sd(y2)
v1 <- sd1^2
v2 <- sd2^2
n1 <- length(y1)
n2 <- length(y2)
if (min(n1, n2) < 5) {stop("sample size too small")}
n <- n1 + n2
t1 <- 1/(2*sqrt(n1 - 4))
t2 <- 1/(2*sqrt(n2 - 4))
m1 <- mean(y1, trim = t1)
m2 <- mean(y2, trim = t2)
c0 <- (n1/(n1 - z))*((n2 - z)/n2)
c1 <- (n1 - 3)/n1
c2 <- (n2 - 3)/n2
a1 <- sum((y1 - m1)^4)
a2 <- sum((y2 - m2)^4)
rL <- 1
rU <- 1
for(i in 1:10) {
kurL <- n*(a1 + rL^4*a2)/((n1 - 1)*v1 + rL^2*(n2 - 1)*v2)^2
kurU <- n*(a1 + rU^4*a2)/((n1 - 1)*v1 + rU^2*(n2 - 1)*v2)^2
seL <- sqrt((kurL - c1)/(n1 - 1) + (kurL - c2)/(n2 - 1))
seU <- sqrt((kurU - c1)/(n1 - 1) + (kurU - c2)/(n2 - 1))
lr <- log(c0*v1/v2)
ll <- sqrt(exp(lr - z*seL))
ul <- sqrt(exp(lr + z*seU))
rL <- ll
rU <- ul
}
out <- t(c(sd1, sd2, sd1/sd2, ll, ul))
colnames(out) <- c("SD1", "SD2", "SD1/SD2", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.ratio.mad.ps ==========================================================
#' Confidence interval for a paired-sample MAD ratio
#'
#'
#' @description
#' Computes a confidence interval for a ratio of population MADs (mean absolute
#' deviation from median) in a paired-samples design.
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of measurement 1 scores
#' @param y2 vector of measurement 2 scores (paired with y1)
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * MAD1 - estimated MAD for measurement 1
#' * MAD2 - estimated MAD for measurement 2
#' * MAD1/MAD2 - estimate of MAD ratio
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2003a}{statpsych}
#'
#'
#' @examples
#' y2 <- c(21, 4, 9, 12, 35, 18, 10, 22, 24, 1, 6, 8, 13, 16, 19)
#' y1 <- c(67, 28, 30, 28, 52, 40, 25, 37, 44, 10, 14, 20, 28, 40, 51)
#' ci.ratio.mad.ps(.05, y1, y2)
#'
#' # Should return:
#' # MAD1 MAD2 MAD1/MAD2 LL UL
#' # 12.71429 7.5 1.695238 1.109176 2.590961
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats sd
#' @importFrom stats median
#' @export
ci.ratio.mad.ps <- function(alpha, y1, y2) {
if (length(y1) != length(y2)) {stop("length of y1 must equal length of y2")}
z <- qnorm(1 - alpha/2)
n <- length(y1);
c <- n/(n - 1)
median1 <- median(y1);
median2 <- median(y2);
mad1 <- mean(abs(y1 - median1))
skw1 <- (mean(y1) - median1)/mad1
kur1 <- (sd(y1)/mad1)^2
var1 <- (skw1^2 + kur1 - 1)/n
mad2 <- mean(abs(y2 - median2))
skw2 <- (mean(y2) - median2)/mad2
kur2 <- (sd(y2)/mad2)^2
var2 <- (skw2^2 + kur2 - 1)/n
d1 <- abs(y1 - median1);
d2 <- abs(y2 - median2)
cor <- cor(d1, d2)
se <- sqrt(var1 + var2 - 2*cor*sqrt(var1*var2))
est <- mad1/mad2
ll <- exp(log(est) - z*se)
ul <- exp(log(est) + z*se)
out <- t(c(c*mad1, c*mad2, est, ll, ul))
colnames(out) <- c("MAD1", "MAD2", "MAD1/MAD2", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.cv ====================================================================
#' Confidence interval for a coefficient of variation
#'
#'
#' @description
#' Computes a confidence interval for a population coefficient of variation
#' (standard deviation divided by mean). This confidence interval is the
#' reciprocal of a confidence interval for a standardized mean (see
#' \link[statpsych]{ci.stdmean}). An approximate standard error is recovered
#' from the confidence interval. The coefficient of variation assumes
#' ratio-scale scores.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m estimated mean
#' @param sd estimated standard deviation
#' @param n sample size
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated coefficient of variation
#' * SE - recovered standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' ci.cv(.05, 24.5, 3.65, 40)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 0.1489796 0.01817373 0.1214381 0.1926778
#'
#'
#' @importFrom stats qnorm
#' @export
ci.cv <- function(alpha, m, sd, n) {
z <- qnorm(1 - alpha/2)
df <- n - 1
est.d <- m/sd
se.d <- sqrt(est.d^2/(2*df) + 1/df)
if (est.d - z*se.d > .000001) {
ul <- 1/(est.d - z*se.d)
} else {
ul <- 999999
}
ll <- 1/(est.d + z*se.d)
est <- 1/est.d
se <- (ul - ll)/(2*z)
out <- t(c(est, se, ll, ul))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.ratio.cv2 ====================================================================
#' Confidence interval for a ratio of coefficients of variation in a 2-group
#' design
#'
#'
#' @description
#' Computes a confidence interval for a ratio of population coefficients of
#' variation (CV) in a 2-group design. This confidence interval uses the
#' confidence interval for each CV and then uses the MOVER-DL method
#' (see Newcombe, page 138) to obtain a confidence interval for CV1/CV2.
#' The CV assumes ratio-scale scores.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m1 estimated mean for group 1
#' @param m2 estimated mean for group 2
#' @param sd1 estimated standard deviation for group 1
#' @param sd2 estimated standard deviation for group 2
#' @param n1 sample size for group 1
#' @param n2 sample size for group 2
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated ratio of coefficients of variation
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Newcombe2013}{statpsych}
#'
#'
#' @examples
#' ci.ratio.cv2(.05, 34.5, 26.1, 4.15, 2.26, 50, 50)
#'
#' # Should return:
#' # Estimate LL UL
#' # 1.389188 1.041478 1.854101
#'
#'
#' @importFrom stats qnorm
#' @export
ci.ratio.cv2 <- function(alpha, m1, m2, sd1, sd2, n1, n2) {
z <- qnorm(1 - alpha/2)
df1 <- n1 - 1
est.d1 <- m1/sd1
se.d1 <- sqrt(est.d1^2/(2*df1) + 1/df1)
if (est.d1 - z*se.d1 > .000001)
{UL1 <- log(1/(est.d1 - z*se.d1))}
else
{UL1 <- log(999999)}
LL1 <- log(1/(est.d1 + z*se.d1))
est1 <- log(1/est.d1)
df2 <- n2 - 1
est.d2 <- m2/sd2
se.d2 <- sqrt(est.d2^2/(2*df2) + 1/df2)
if (est.d2 - z*se.d2 > .000001)
{UL2 <- log(1/(est.d2 - z*se.d2))}
else
{UL2 <- log(999999)}
LL2 <- log(1/(est.d2 + z*se.d2))
est2 <- log(1/est.d2)
diff <- est1 - est2
ll <- exp(diff - sqrt((est1 - LL1)^2 + (UL2 - est2)^2))
ul <- exp(diff + sqrt((UL1 - est1)^2 + (est2 - LL2)^2))
est <- exp(diff)
out <- t(c(est, ll, ul))
colnames(out) <- c("Estimate", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.cod ===================================================================
#' Confidence interval for a coefficient of dispersion
#'
#'
#' @description
#' Computes a confidence interval for a population coefficient of dispersion
#' which is defined as a mean absolute deviation from the median divided by a
#' median. The coefficient of dispersion assumes ratio-scale scores and is a
#' robust alternative to the coefficient of variation. An approximate
#' standard error is recovered from the confidence interval.
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y vector of scores
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated coefficient of dispersion
#' * SE - recovered standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2006}{statpsych}
#'
#'
#' @examples
#' y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40,
#' 20, 10, 0, 20, 50)
#' ci.cod(.05, y)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 0.5921053 0.1814708 0.3813259 1.092679
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats var
#' @importFrom stats median
#' @export
ci.cod <-function(alpha, y) {
z <- qnorm(1 - alpha/2)
n <- length(y)
c <- n/(n - 1)
a1 <- round((n + 1)/2 - sqrt(n))
b1 <- n - a1 + 1
med <- median(y)
m <- mean(y)
v <- var(y)
tau <- mean(abs(y - med))
del <- (m - med)/tau
gam <- v/tau^2
cod <- tau/med
y <- sort(y)
vareta <- ((log(y[a1]) - log(y[b1]))/4)^2
se1 <- sqrt(vareta)
vartau <- (gam + del^2 - 1)/n
se2 <- sqrt(vartau)
cov <- del*se1/sqrt(n)
k <- sqrt(vareta + vartau - 2*cov)/(se1 + se2)
a2 <- round((n + 1)/2 - k*z*sqrt(n/4))
b2 <- n - a2 + 1
L2 <- log(y[a2])
U2 <- log(y[b2])
L1 <- log(c*tau) - k*z*se2
U1 <- log(c*tau) + k*z*se2
ll <- exp(L1 - U2)
ul <- exp(U1 - L2)
se <- (ul - ll)/(2*z)
out <- t(c(cod, se, ll, ul))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.ratio.cod2 ====================================================================
#' Confidence interval for a ratio of dispersion coefficients in a 2-group
#' design
#'
#'
#' @description
#' Computes a confidence interval for a ratio of population dispersion
#' coefficients (mean absolute deviation from median divided by median)
#' in a 2-group design. Ratio-scale scores are assumed.
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of scores in group 1
#' @param y2 vector of scores in group 2
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * COD1 - estimated coefficient of dispersion in group 1
#' * COD2 - estimated coefficient of dispersion in group 2
#' * COD1/COD2 - estimated ratio of dispersion coefficients
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' y1 <- c(32, 39, 26, 35, 43, 27, 40, 37, 34, 29)
#' y2 <- c(36, 44, 47, 42, 49, 39, 46, 31, 33, 48)
#' ci.ratio.cod2(.05, y1, y2)
#'
#' # Should return:
#' # COD1 COD2 COD1/COD2 LL UL
#' # 0.1333333 0.1232558 1.081761 0.494964 2.282254
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats var
#' @importFrom stats median
#' @export
ci.ratio.cod2 <-function(alpha, y1, y2) {
min1 <- min(y1)
min2 <- min(y2)
if (min1 < 0) {stop("ERROR: ratio-scale scores cannot be negative")}
if (min2 < 0) {stop("ERROR: ratio-scale scores cannot be negative")}
z <- qnorm(1 - alpha/2)
n1 <- length(y1)
c1 <- n1/(n1 - 1)
a1 <- round((n1 + 1)/2 - sqrt(n1))
b1 <- n1 - a1 + 1
med1 <- median(y1)
m1 <- mean(y1)
v1 <- var(y1)
tau1 <- mean(abs(y1 - med1))
del1 <- (m1 - med1)/tau1
gam1 <- v1/tau1^2
cod1 <- tau1/med1
y1 <- sort(y1)
vareta1 <- ((log(y1[a1]) - log(y1[b1]))/4)^2
se11 <- sqrt(vareta1)
vartau1 <- (gam1 + del1^2 - 1)/n1
se21 <- sqrt(vartau1)
cov1 <- del1*se11/sqrt(n1)
k1 <- sqrt(vareta1 + vartau1 - 2*cov1)/(se11 + se21)
a21 <- round((n1 + 1)/2 - k1*z*sqrt(n1/4))
b21 <- n1 - a21 + 1
L21 <- log(y1[a21])
U21 <- log(y1[b21])
L11 <- log(c1*tau1) - k1*z*se21
U11 <- log(c1*tau1) + k1*z*se21
LL1 <- L11 - U21
UL1 <- U11 - L21
n2 <- length(y2)
c2 <- n2/(n2 - 1)
a2 <- round((n2 + 1)/2 - sqrt(n2))
b2 <- n2 - a2 + 1
med2 <- median(y2)
m2 <- mean(y2)
v2 <- var(y2)
tau2 <- mean(abs(y2 - med2))
del2 <- (m2 - med2)/tau2
gam2 <- v2/tau2^2
cod2 <- tau2/med2
y2 <- sort(y2)
vareta2 <- ((log(y2[a1]) - log(y2[b1]))/4)^2
se12 <- sqrt(vareta2)
vartau2 <- (gam2 + del2^2 - 1)/n2
se22 <- sqrt(vartau2)
cov2 <- del2*se12/sqrt(n2)
k2 <- sqrt(vareta2 + vartau2 - 2*cov2)/(se12 + se22)
a22 <- round((n2 + 1)/2 - k2*z*sqrt(n2/4))
b22 <- n2 - a22 + 1
L22 <- log(y2[a22])
U22 <- log(y2[b22])
L12 <- log(c2*tau2) - k2*z*se22
U12 <- log(c2*tau2) + k2*z*se22
LL2 <- L12 - U22
UL2 <- U12 - L22
LL <- exp(log(cod1/cod2) - sqrt((log(cod1) - LL1)^2 + (log(cod2) - UL2)^2))
UL <- exp(log(cod1/cod2) + sqrt((log(cod1) - UL1)^2 + (log(cod2) - LL2)^2))
out <- t(c(cod1, cod2, cod1/cod2, LL, UL))
colnames(out) <- c("COD1", "COD2", "COD1/COD2", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.cqv =====================================================================
#' Confidence interval for a coefficient of quartile variation
#'
#'
#' @description
#' Computes a distribution-free confidence interval for a population coefficient
#' of quartile variation which is defined as (Q3 - Q1)/(Q3 + Q1) where Q1 is the
#' 25th percentile and Q3 is the 75th percentile. The coefficient of quartile
#' variation assumes ratio-scale scores and is a robust alternative to the
#' coefficient of variation. The 25th and 75th percentiles are computed using
#' the type = 2 method (SAS default).
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y vector of scores
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated coefficient of quartile variation
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2006c}{statpsych}
#'
#'
#' @examples
#' y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40,
#' 20, 10, 0, 20, 50)
#' ci.cqv(.05, y)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 0.5 0.1552485 0.2617885 0.8841821
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats quantile
#' @importFrom stats pbinom
#' @export
ci.cqv <- function(alpha, y) {
n <- length(y)
c <- n/(n - 1)
y <- sort(y)
z <- qnorm(1 - alpha/2)
result <- quantile(y, .25, T, type = 2)
Q1 <- result[[1]]
result <- quantile(y, .75, T, type = 2)
Q3 <- result[[1]]
est <- (Q3 - Q1)/(Q3 + Q1)
c1 <- ceiling(n/4 - 1.96*sqrt(3*n/16))
if (c1 < 1) {c1 = 1}
c2 <- ceiling(n/4 + 1.96*sqrt(3*n/16))
if (c2 > n) {c2 = n}
LL1 <- y[c1]
UL1 <- y[c2]
c3 <- n + 1 - c2
c4 <- n + 1 - c1
LL2 <- y[c3]
UL2 <- y[c4]
p1 <- pbinom(c2 - 1, size = n, prob = .25)
p2 <- pbinom(c1, size = n, prob = .25)
p <- (1 - (p1 - p2))/2
z0 <- qnorm(1 - p/2)
f1 <- sqrt(3*z0^2/(4*n*(UL1 - LL1)^2))
f3 <- sqrt(3*z0^2/(4*n*(UL2 - LL2)^2))
D <- Q3 - Q1
S <- Q3 + Q1
v1 <- 1/(16*n)
v2 <- (3/f1^2 + 3/f3^2 - 2/(f1*f3))/D^2
v3 <- (3/f1^2 + 3/f3^2 + 2/(f1*f3))/S^2
v4 <- (3/f3^2 - 3/f1^2)/(D*S)
se <- sqrt(v1*(v2 + v3 - 2*v4))
ll <- exp(c*log(est) - z*se)
ul <- exp(c*log(est) + z*se)
out <- t(c(est, est*se, ll, ul))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.median =================================================================
#' Confidence interval for a median
#'
#'
#' @description
#' Computes a distribution-free confidence interval for a population median.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y vector of scores
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated median
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Snedecor1980}{statpsych}
#'
#'
#' @examples
#' y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40,
#' 20, 10, 0, 20, 50)
#' ci.median(.05, y)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 20 4.270922 10 30
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats pbinom
#' @importFrom stats median
#' @export
ci.median <- function(alpha, y) {
n <- length(y)
y <- sort(y)
z <- qnorm(1 - alpha/2)
median <- median(y)
c1 <- round((n - z*sqrt(n))/2)
if (c1 < 1) {c1 = 1}
ll <- y[c1]
ul <- y[n - c1 + 1]
a <- round(n/2 - sqrt(n))
if (a < 1) {a = 1}
ll1 <- y[a]
ul1 <- y[n - a + 1]
p <- pbinom(a - 1, size = n, prob = .5)
z0 <- qnorm(1 - p)
se <- (ul1 - ll1)/(2*z0)
out <- t(c(median, se, ll, ul))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.median2 =================================================================
#' Confidence interval for a 2-group median difference
#'
#'
#' @description
#' Computes a distribution-free confidence interval for a difference of population
#' medians in a 2-group design.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of scores for group 1
#' @param y2 vector of scores for group 2
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Median1 - estimated median for group 1
#' * Median2 - estimated median for group 2
#' * Median1-Median2 - estimated difference of medians
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2002}{statpsych}
#'
#'
#' @examples
#' y1 <- c(32, 39, 26, 35, 43, 27, 40, 37, 34, 29)
#' y2 <- c(36, 44, 47, 42, 49, 39, 46, 31, 33, 48)
#' ci.median2(.05, y1, y2)
#'
#' # Should return:
#' # Median1 Median2 Median1-Median2 SE LL UL
#' # 34.5 43 -8.5 4.316291 -16.95977 -0.04022524
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats median
#' @importFrom stats pbinom
#' @export
ci.median2 <- function(alpha, y1, y2) {
z <- qnorm(1 - alpha/2)
n1 <- length(y1)
y1 <- sort(y1)
n2 <- length(y2)
y2 <- sort(y2)
median1 <- median(y1)
median2 <- median(y2)
a1 <- round(n1/2 - sqrt(n1))
if (a1 < 1) {a1 = 1}
l1 <- y1[a1]
u1 <- y1[n1 - a1 + 1]
p <- pbinom(a1 - 1, size = n1, prob = .5)
z0 <- qnorm(1 - p)
se1 <- (u1 - l1)/(2*z0)
a2 <- round(n2/2 - sqrt(n2))
if (a2 < 1) {a2 = 1}
l2 <- y2[a2]
u2 <- y2[n2 - a2 + 1]
p <- pbinom(a2 - 1, size = n2, prob = .5)
z0 <- qnorm(1 - p)
se2 <- (u2 - l2)/(2*z0)
diff <- median1 - median2
se <- sqrt(se1^2 + se2^2)
ll <- diff - z*se
ul <- diff + z*se
out <- t(c(median1, median2, diff, se, ll, ul))
colnames(out) <- c("Median1", "Median2", "Median1-Median2", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.ratio.median2 ==========================================================
#' Confidence interval for a 2-group median ratio
#'
#'
#' @description
#' Computes a distribution-free confidence interval for a ratio of population
#' medians of ratio-scale measurements in a 2-group design.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of scores for group 1
#' @param y2 vector of scores for group 2
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Median1 - estimated median from group 1
#' * Median2 - estimated median from group 2
#' * Median1/Median2 - estimated ratio of medians
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2020b}{statpsych}
#'
#'
#' @examples
#' y2 <- c(32, 39, 26, 35, 43, 27, 40, 37, 34, 29, 49, 42, 40)
#' y1 <- c(36, 44, 47, 42, 49, 39, 46, 31, 33, 48)
#' ci.ratio.median2(.05, y1, y2)
#'
#' # Should return:
#' # Median1 Median2 Median1/Median2 LL UL
#' # 43 37 1.162162 0.927667 1.455933
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats pbinom
#' @importFrom stats median
#' @export
ci.ratio.median2 <- function(alpha, y1, y2) {
min1 <- min(y1)
min2 <- min(y2)
if (min1 < 0) {stop("ERROR: ratio-scale scores cannot be negative")}
if (min2 < 0) {stop("ERROR: ratio-scale scores cannot be negative")}
z <- qnorm(1 - alpha/2)
n1 <- length(y1)
y1 <- sort(y1)
n2 <- length(y2)
y2 <- sort(y2)
median1 <- median(y1)
median2 <- median(y2)
a1 <- round(n1/2 - sqrt(n1))
if (a1 < 1) {a1 = 1}
l1 <- log(y1[a1])
u1 <- log((y1[n1 - a1 + 1]))
p <- pbinom(a1 - 1, size = n1, prob = .5)
z0 <- qnorm(1 - p)
se1 <- (u1 - l1)/(2*z0)
a2 <- round(n2/2 - sqrt(n2))
if (a2 < 1) {a2 = 1}
l2 <- log(y2[a2])
u2 <- log((y2[n2 - a2 + 1]))
p <- pbinom(a2 - 1, size = n2, prob = .5)
z0 <- qnorm(1 - p)
se2 <- (u2 - l2)/(2*z0)
se <- sqrt(se1^2 + se2^2)
diff <- log(median1) - log(median2)
ll <- exp(diff - z*se)
ul <- exp(diff + z*se)
out <- t(c(median1, median2, exp(diff), ll, ul))
colnames(out) <- c("Median1", "Median2", "Median1/Median2", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.lc.median.bs ===========================================================
#' Confidence interval for a linear contrast of medians in a between-subjects
#' design
#'
#'
#' @description
#' Computes a distribution-free confidence interval for a linear contrast of
#' medians in a between-subjects design using estimated medians and their
#' standard errors. The sample median and standard error for each group can be
#' computed using the \link[statpsych]{ci.median}) function.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m vector of estimated group medians
#' @param se vector of group standard errors
#' @param v vector of between-subjects contrast coefficients
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated linear contrast of medians
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2002}{statpsych}
#'
#'
#' @examples
#' m <- c(46.13, 29.19, 30.32, 49.15)
#' se <- c(6.361, 5.892, 4.887, 6.103)
#' v <- c(1, -1, -1, 1)
#' ci.lc.median.bs(.05, m, se, v)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 35.77 11.67507 12.88727 58.65273
#'
#'
#' @importFrom stats qnorm
#' @export
ci.lc.median.bs <- function(alpha, m, se, v) {
est <- t(v)%*%m
se <- sqrt(t(v)%*%diag(se^2)%*%v)
zcrit <- qnorm(1 - alpha/2)
ll <- est - zcrit*se
ul <- est + zcrit*se
out <- t(c(est, se, ll, ul))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.median.ps ==============================================================
#' Confidence interval for a paired-samples median difference
#'
#'
#' @description
#' Computes a distribution-free confidence interval for a difference of
#' population medians in a paired-samples design. This function also computes
#' the standard error of each median and the covariance between the two
#' estimated medians.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of scores for measurement 1
#' @param y2 vector of scores for measurement 2 (paired with y1)
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Median1 - estimated median for measurement 1
#' * Median2 - estimated median for measurement 2
#' * Median1-Median2 - estimated difference of medians
#' * SE1 - standard error of median 1
#' * SE2 - standard error of median 2
#' * COV - covariance of the two estimated medians
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2020}{statpsych}
#'
#'
#' @examples
#' y1 <- c(21, 4, 9, 12, 35, 18, 10, 22, 24, 1, 6, 8, 13, 16, 19)
#' y2 <- c(67, 28, 30, 28, 52, 40, 25, 37, 44, 10, 14, 20, 28, 40, 51)
#' ci.median.ps(.05, y1, y2)
#'
#' # Should return:
#' # Median1 Median2 Median1-Median2 SE LL UL
#' # 13 30 -17 3.362289 -23.58996 -10.41004
#' # SE1 SE2 COV
#' # 3.085608 4.509735 9.276849
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats pbinom
#' @importFrom stats median
#' @export
ci.median.ps <- function(alpha, y1, y2) {
if (length(y1) != length(y2)) {stop("length of y1 must equal length of y2")}
z <- qnorm(1 - alpha/2)
n <- length(y1)
median1 <- median(y1)
median2 <- median(y2)
a1 <- (y1 < median1)
a2 <- (y2 < median2)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
a <- round(n/2 - sqrt(n))
if (a < 1) {a = 1}
p <- pbinom(a - 1, size = n, prob = .5)
z0 <- qnorm(1 - p)
y1 <- sort(y1)
y2 <- sort(y2)
L1 <- y1[a]
U1 <- y1[n - a + 1]
se1 <- (U1 - L1)/(2*z0)
L2 <- y2[a]
U2 <- y2[n - a + 1]
se2 <- (U2 - L2)/(2*z0)
if (n/2 == trunc(n/2)) {
p00 <- (sum(a4) + .25)/(n + 1)
} else {
p00 <- (sum(a4) + .25)/n
}
cov <- (4*p00 - 1)*se1*se2
diff <- median1 - median2
se <- sqrt(se1^2 + se2^2 - 2*cov)
ll <- diff - z*se
ul <- diff + z*se
out <- t(c(median1, median2, diff, se, ll, ul, se1, se2, cov))
colnames(out) <- c("Median1", "Median2", "Median1-Median2", "SE", "LL", "UL", "SE1", "SE2", "COV")
rownames(out) <- ""
return(out)
}
# ci.ratio.median.ps ========================================================
#' Confidence interval for a paired-samples median ratio
#'
#'
#' @description
#' Computes a distribution-free confidence interval for a ratio of population
#' medians in a paired-samples design. Ratio-scale measurements are assumed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of scores for measurement 1
#' @param y2 vector of scores for measurement 2 (paired with y1)
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Median1 - estimated median for measurement 1
#' * Median2 - estimated median for measurement 2
#' * Median1/Median2 - estimated ratio of medians
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2020b}{statpsych}
#'
#'
#' @examples
#' y1 <- c(21, 4, 9, 12, 35, 18, 10, 22, 24, 1, 6, 8, 13, 16, 19)
#' y2 <- c(67, 28, 30, 28, 52, 40, 25, 37, 44, 10, 14, 20, 28, 40, 51)
#' ci.ratio.median.ps(.05, y1, y2)
#'
#' # Should return:
#' # Median1 Median2 Median1/Median2 LL UL
#' # 13 30 0.4333333 0.3094838 0.6067451
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats pbinom
#' @importFrom stats median
#' @export
ci.ratio.median.ps <- function(alpha, y1, y2) {
if (length(y1) != length(y2)) {stop("length of y1 must equal length of y2")}
min1 <- min(y1)
min2 <- min(y2)
if (min1 < 0) {stop("ERROR: ratio-scale scores cannot be negative")}
if (min2 < 0) {stop("ERROR: ratio-scale scores cannot be negative")}
z <- qnorm(1 - alpha/2)
n <- length(y1)
med1 <- median(y1)
med2 <- median(y2)
a1 <- (y1 < med1)
a2 <- (y2 < med2)
a3 <- a1 + a2
f00 <- sum(a3 == 2)
if (n/2 == trunc(n/2)) {
p00 <- (f00 + .25)/(n + 1)
} else {
p00 <- (f00 + .25)/n
}
o1 <- round(n/2 - sqrt(n))
if (o1 < 1) {o1 = 1}
o2 <- n - o1 + 1
p <- pbinom(o1 - 1, size = n, prob = .5)
z0 <- qnorm(1 - p)
y1 <- sort(y1)
y2 <- sort(y2)
l1 <- log(y1[o1])
u1 <- log(y1[o2])
se1 <- (u1 - l1)/(2*z0)
l2 <- log(y2[o1])
u2 <- log(y2[o2])
se2 <- (u2 - l2)/(2*z0)
cov <- (4*p00 - 1)*se1*se2
logratio <- log(med1/med2)
se <- sqrt(se1^2 + se2^2 - 2*cov)
ll <- exp(logratio - z*se)
ul <- exp(logratio + z*se)
out <- t(c(med1, med2, exp(logratio), ll, ul))
colnames(out) <- c("Median1", "Median2", "Median1/Median2", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.sign ==================================================================
#' Confidence interval for the parameter of the one-sample sign test
#'
#'
#' @description
#' Computes adjusted Wald interval for the population proportion of
#' quantitative scores that are greater than the null hypothesis value
#' of the population median in a one-sample sign test.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y vector of y scores
#' @param h null hypothesis value for population median
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - adjusted estimate of proportion
#' * SE - adjusted standard error
#' * LL - lower limit of adjusted Wald confidence interval
#' * UL - upper limit of adjusted Wald confidence interval
#'
#'
#' @references
#' Agresti, A, & Coull, BA (1998) Approximate is better than “exact” for
#' interval estimation of binomial proportions. American Statistician, 52,
#' 119–126. doi: 10.1080/00031305.1998.10480550
#'
#'
#' @examples
#' y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40, 20, 10,
#' 0, 20, 50)
#' ci.sign(.05, y, 9)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 0.826087 0.0790342 0.6711828 0.9809911
#'
#'
#' @importFrom stats qnorm
#' @export
ci.sign <- function(alpha, y, h) {
z <- qnorm(1 - alpha/2)
f <- sum(as.integer(y > h))
n <- length(y)
p.mle <- f/n
se.mle <- sqrt(p.mle*(1 - p.mle)/n)
p.adj <- (f + 2)/(n + 4)
se.adj <- sqrt(p.adj*(1 - p.adj)/(n + 4))
LL.adj <- p.adj - z*se.adj
UL.adj <- p.adj + z*se.adj
if (LL.adj < 0) {LL.adj = 0}
if (UL.adj > 1) {UL.adj = 1}
out <- t(c(p.adj, se.adj, LL.adj, UL.adj))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.mann ====================================================================
#' Confidence interval for a Mann-Whitney parameter
#'
#'
#' @description
#' Computes a distribution-free confidence interval for the Mann-Whitney
#' parameter (a "common language effect size"). In a 2-group experiment, this
#' parameter is the proportion of members in the population with scores that
#' would be higher under treatment 1 than treatment 2. In a 2-group
#' nonexperiment where participants are sampled from two subpopulations of
#' sizes N1 and N2, the parameter is the proportion of all N1 x N2 pairs in
#' which a member from subpopulation 1 has a larger score than a member from
#' subpopulation 2.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y1 vector of scores for group 1
#' @param y2 vector of scores for group 2
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated proportion
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Sen1967}{statpsych}
#'
#'
#' @examples
#' y2 <- c(36, 44, 47, 42, 49, 39, 46, 31, 33, 48)
#' y1 <- c(32, 39, 26, 35, 43, 27, 40, 37, 34, 29)
#' ci.mann(.05, y1, y2)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 0.795 0.1401834 0.5202456 1
#'
#'
#' @importFrom stats qnorm
#' @export
ci.mann <- function(alpha, y1, y2){
z <- qnorm(1 - .05/2)
y <- c(y1,y2)
n1 <- length(y1)
n2 <- length(y2)
n <- n1 + n2
r <- rank(y)
r1 <- r[1:n1]
r2 <- r[(n1 + 1):n]
m1 <- mean(r1)
m2 <- mean(r2)
seq1 <- seq(1,n1,1)
seq2 <- seq(1,n2,1)
a1 <- sum((r1 - seq1)^2)
a2 <- sum((r2 - seq2)^2)
v1 <- (a1 - n1*(m1 - (n1 + 1)/2)^2)/((n1 - 1)*n^2)
v2 <- (a2 - n2*(m2 - (n2 + 1)/2)^2)/((n2 - 1)*n^2)
u <- sum(r1) - n1*(n1 + 1)/2
est <- u/(n1*n2)
se <- sqrt((n2*v1 + n1*v2)/(n1*n2))
ll <- est - z*se
ul <- est + z*se
if (ul > 1) {ul = 1}
if (ll < 0) {ll = 0}
out <- t(c(est, se, ll, ul))
colnames(out) <- c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.random.anova ===========================================================
#' Confidence intervals for parameters of one-way random effects ANOVA
#'
#'
#' @description
#' Computes estimates and confidence intervals for four parameters of the
#' one-way random effects ANOVA: 1) the superpopulation grand mean, 2) the
#' square-root within-group variance component, 3) the square-root
#' between-group variance component, and 4) the omega-squared coefficient.
#' This function assumes equal sample sizes.
#'
#'
#' @param alpha 1 - alpha confidence
#' @param m vector of estimated group means
#' @param sd vector of estimated group standard deviations
#' @param n common sample size in each group
#'
#'
#' @return
#' Returns a 4-row matrix. The rows are:
#' * Grand mean - the mean of the superpopulation of means
#' * Within SD - the square-root within-group variance component
#' * Between SD - the square-root between-group variance component
#' * Omega-squared - the omega-squared coefficient
#'
#'
#' The columns are:
#' * Estimate - estimate of parameter
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' m <- c(56.1, 51.2, 60.3, 68.2, 48.9, 70.5)
#' sd <- c(9.45, 8.79, 9.71, 8.90, 8.31, 9.75)
#' ci.random.anova(.05, m, sd, 20)
#'
#' # Should return:
#' # Estimate LL UL
#' # Grand mean 59.200000 49.9363896 68.4636104
#' # Within SD: 9.166782 8.0509046 10.4373219
#' # Between SD: 8.585948 8.3239359 8.8562078
#' # Omega-squared: 0.467317 0.2284142 0.8480383
#'
#'
#' @importFrom stats qf
#' @importFrom stats qnorm
#' @importFrom stats qt
#' @export
ci.random.anova <- function(alpha, m, sd, n) {
z <- qnorm(1 - alpha/2)
a <- length(m)
t <- qt(1 - alpha/2, a - 1)
nt <- n*a
dfe <- nt - a
dfb <- a - 1
v <- sd^2
grandmean <- sum(n*m)/nt
SSe <- sum((n - 1)*v)
MSe <- SSe/dfe
SSb <- sum(n*(m - grandmean)^2)
MSb <- SSb/dfb
F <- MSb/MSe
varb <- (MSb - MSe)/n
osqr <- (MSb - MSe)/(MSb + (n - 1)*MSe)
se.mean <- sqrt(MSb/(a*n))
se.vare <- sqrt(2*MSe^2/((dfb + 1)*(n - 1)))
se.varb <- sqrt(2*(MSe^2/((dfb + 1)*(n - 1)) + MSb^2/dfb)/n^2)
LL.m <- grandmean - t*se.mean
UL.m <- grandmean + t*se.mean
LL.e <- sqrt(exp(log(MSe) - z*se.vare/MSe))
UL.e <- sqrt(exp(log(MSe) + z*se.vare/MSe))
LL.b <- sqrt(exp(log(varb) - z*se.varb/MSb))
UL.b <- sqrt(exp(log(varb) + z*se.varb/MSb))
F1 <- qf(1 - alpha/2, dfb, dfe)
F2 <- qf(alpha/2, dfb, dfe)
LL.o <- (F/F1 - 1)/(n + F/F1 - 1)
UL.o <- (F/F2 - 1)/(n + F/F2 - 1)
out1 <- t(c(grandmean, LL.m, UL.m))
out2 <- t(c(sqrt(MSe), LL.e, UL.e))
out3 <- t(c(sqrt(varb), LL.b, UL.b))
out4 <- t(c(osqr, LL.o, UL.o))
out <- rbind(out1, out2, out3, out4)
rownames(out) <- c("Grand mean", "Within SD:", "Between SD:", "Omega-squared:")
colnames(out) = c("Estimate", "LL", "UL")
return(out)
}
# ci.cronbach ===============================================================
#' Confidence interval for a Cronbach reliability
#'
#'
#' @description
#' Computes a confidence interval for a population Cronbach reliability.
#' The point estimate of Cronbach reliability assumes essentially
#' tau-equivalent measurements and the confidence interval assumes parallel
#' measurements.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param rel estimated Cronbach reliability
#' @param r number of measurements (items, raters, etc.)
#' @param n sample size
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated Cronbach reliability (from input)
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Feldt1965}{statpsych}
#'
#'
#' @examples
#' ci.cronbach(.05, .85, 7, 89)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 0.85 0.02456518 0.7971254 0.8931436
#'
#'
#' @importFrom stats qf
#' @export
ci.cronbach <- function(alpha, rel, r, n) {
if (rel > .999 || rel < .001) {stop("reliability must be between .001 and .999")}
se <- sqrt((2*r*(1 - rel)^2)/((r - 1)*(n - 2)))
df1 <- n - 1
df2 <- n*(r - 1)
f1 <- qf(1 - alpha/2, df1, df2)
f2 <- qf(1 - alpha/2, df2, df1)
f0 <- 1/(1 - rel)
ll <- 1 - f1/f0
ul <- 1 - 1/(f0*f2)
out <- t(c(rel, se, ll, ul))
colnames(out) = c("Estimate", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.reliablity =============================================================
#' Confidence interval for a reliability coefficient
#'
#'
#' @description
#' Computes a confidence interval for a population reliability coefficient
#' such as Cronbach's alpha or McDonald's omega using an estimate of the
#' reliability and its standard error. The standard error can be a robust
#' standard error or bootstrap standard error obtained from an SEM program.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param rel estimated reliability
#' @param se standard error of reliability
#' @param n sample size
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Estimate - estimated reliability (from input)
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' ci.reliability(.05, .88, .0147, 100)
#'
#' # Should return:
#' # Estimate LL UL
#' # 0.88 0.8489612 0.9065575
#'
#'
#' @importFrom stats qf
#' @export
ci.reliability <- function(alpha, rel, se, n) {
if (rel > .999 || rel < .001) {stop("reliability must be between .001 and .999")}
z <- qnorm(1 - alpha/2)
b <- log(n/(n - 1))
ll <- 1 - exp(log(1 - rel) - b + z*sqrt(se^2/(1 - rel)^2))
ul <- 1 - exp(log(1 - rel) - b - z*sqrt(se^2/(1 - rel)^2))
out <- t(c(rel, ll, ul))
colnames(out) = c("Estimate", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.etasqr =================================================================
#' Confidence interval for eta-squared
#'
#'
#' @description
#' Computes a confidence interval for a population eta-squared, partial
#' eta-squared, or generalized eta-squared in a fixed-factor between-subjects
#' design. An approximate bias adjusted estimate is computed, and an
#' approximate standard error is recovered from the confidence interval.
#'
#'
#' @param alpha alpha value for 1-alpha confidence
#' @param etasqr estimated eta-squared
#' @param df1 degrees of freedom for effect
#' @param df2 error degrees of freedom
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Eta-squared - eta-squared (from input)
#' * adj Eta-squared - bias adjusted eta-squared estimate
#' * SE - recovered standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' ci.etasqr(.05, .241, 3, 116)
#'
#' # Should return:
#' # Eta-squared adj Eta-squared SE LL UL
#' # 0.241 0.2213707 0.06258283 0.1040229 0.3493431
#'
#'
#' @importFrom stats pf
#' @importFrom stats qnorm
#' @export
ci.etasqr <- function(alpha, etasqr, df1, df2) {
if (etasqr > .999 || etasqr < .001) {stop("eta-squared must be between .001 and .999")}
alpha1 <- alpha/2
alpha2 <- 1 - alpha1
z0 <- qnorm(1 - alpha1)
z <- qnorm(alpha2)
F <- (etasqr/(1 - etasqr))*(df2/df1)
adj <- 1 - (df2 + df1)*(1 - etasqr)/df2
if (adj < 0) {adj = 0}
ul0 <- 1 - exp(log(1 - etasqr) - z*sqrt(4*etasqr/(df2 - 1)))
du <- ul0*(df1 + df2 + 1)/(1 - ul0)
nc <- seq(0, du, by = .001)
p <- pf(F, df1, df2, nc)
k1 <- which(min(abs(p - alpha2)) == abs(p - alpha2))[[1]]
dl <- nc[k1]
ll <- dl/(dl + df1 + df2 + 1)
k2 <- which(min(abs(p - alpha1)) == abs(p - alpha1))[[1]]
du <- nc[k2]
ul <- du/(du + df1 + df2 + 1)
if (ul == 0) {ul = ul0}
se <- (ul - ll)/(2*z0)
out <- t(c(etasqr, adj, se, ll, ul))
colnames(out) <- c("Eta-squared", "adj Eta-squared", "SE", "LL", "UL")
rownames(out) <- ""
return(out)
}
# ci.2x2.mean.mixed ===========================================================
#' Computes tests and confidence intervals of effects in a 2x2 mixed design
#' for means
#'
#'
#' @description
#' Computes confidence intervals and tests for the AB interaction effect,
#' main effect of A, main effect of B, simple main effects of A, and simple main
#' effects of B in a 2x2 mixed factorial design with a quantitative response
#' variable where Factor A is a within-subjects factor, and Factor B is a
#' between-subjects factor. A Satterthwaite adjustment to the degrees of
#' freedom is used and equality of population variances is not assumed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y11 vector of scores at level 1 of A and level 1 of B
#' @param y12 vector of scores at level 1 of A and level 2 of B
#' @param y21 vector of scores at level 2 of A and level 1 of B
#' @param y22 vector of scores at level 2 of A and level 2 of B
#'
#'
#' @return
#' Returns a 7-row matrix (one row per effect). The columns are:
#' * Estimate - estimate of effect
#' * SE - standard error
#' * t - t test statistic
#' * df - degrees of freedom
#' * p - two-sided p-value
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' y11 <- c(18, 19, 20, 17, 20, 16)
#' y12 <- c(19, 18, 19, 20, 17, 16)
#' y21 <- c(19, 16, 16, 14, 16, 18)
#' y22 <- c(16, 10, 12, 9, 13, 15)
#' ci.2x2.mean.mixed(.05, y11, y12, y21, y22)
#'
#' # Should return:
#' # Estimate SE t df p LL UL
#' # AB: -3.8333333 0.9803627 -3.910117 8.346534 0.0041247610 -6.0778198 -1.588847
#' # A: 2.0833333 0.4901814 4.250128 8.346534 0.0025414549 0.9610901 3.205577
#' # B: 3.7500000 1.0226599 3.666908 7.601289 0.0069250119 1.3700362 6.129964
#' # A at b1: 0.1666667 0.8333333 0.200000 5.000000 0.8493605140 -1.9754849 2.308818
#' # A at b2: 4.0000000 0.5163978 7.745967 5.000000 0.0005732451 2.6725572 5.327443
#' # B at a1: 1.8333333 0.9803627 1.870056 9.943850 0.0911668588 -0.3527241 4.019391
#' # B at a2: 5.6666667 1.2692955 4.464419 7.666363 0.0023323966 2.7173445 8.615989
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
ci.2x2.mean.mixed <- function(alpha, y11, y12, y21, y22) {
if (length(y11) != length(y12)) {stop("length of y11 must equal length of y12")}
if (length(y21) != length(y22)) {stop("length of y21 must equal length of y22")}
n1 <- length(y11)
n2 <- length(y21)
diff1 <- y11 - y12
diff2 <- y21 - y22
ave1 <- (y11 + y12)/2
ave2 <- (y21 + y22)/2
vd1 <- var(diff1)
vd2 <- var(diff2)
va1 <- var(ave1)
va2 <- var(ave2)
est1 <- mean(diff1) - mean(diff2)
se1 <- sqrt(vd1/n1 + vd2/n2)
df1 <- (se1^4)/(vd1^2/(n1^3 - n1^2) + vd2^2/(n2^3 - n2^2))
tcrit1 <- qt(1 - alpha/2, df1)
t1 <- est1/se1
p1 <- 2*(1 - pt(abs(t1), df1))
LL1 <- est1 - tcrit1*se1
UL1 <- est1 + tcrit1*se1
row1 <- c(est1, se1, t1, df1, p1, LL1, UL1)
est2 <- (mean(diff1) + mean(diff2))/2
se2 <- sqrt(vd1/n1 + vd2/n2)/2
df2 <- (se2^4)/(vd1^2/((n1^3 - n1^2)*16) + vd2^2/((n2^3 - n2^2)*16))
tcrit2 <- qt(1 - alpha/2, df2)
t2 <- est2/se2
p2 <- 2*(1 - pt(abs(t2), df2))
LL2 <- est2 - tcrit2*se2
UL2 <- est2 + tcrit2*se2
row2 <- c(est2, se2, t2, df2, p2, LL2, UL2)
est3 <- mean(ave1) - mean(ave2)
se3 <- sqrt(va1/n1 + va2/n2)
df3 <- (se3^4)/(va1^2/(n1^3 - n1^2) + va2^2/(n2^3 - n2^2))
tcrit3 <- qt(1 - alpha/2, df3)
t3 <- est3/se3
p3 <- 2*(1 - pt(abs(t3), df3))
LL3 <- est3 - tcrit3*se3
UL3 <- est3 + tcrit3*se3
row3 <- c(est3, se3, t3, df3, p3, LL3, UL3)
est4 <- mean(diff1)
se4 <- sqrt(vd1/n1)
df4 <- n1 - 1
tcrit4 <- qt(1 - alpha/2, df4)
t4 <- est4/se4
p4 <- 2*(1 - pt(abs(t4), df4))
LL4 <- est4 - tcrit4*se4
UL4 <- est4 + tcrit4*se4
row4 <- c(est4, se4, t4, df4, p4, LL4, UL4)
est5 <- mean(diff2)
se5 <- sqrt(vd2/n2)
df5 <- n2 - 1
tcrit5 <- qt(1 - alpha/2, df5)
t5 <- est5/se5
p5 <- 2*(1 - pt(abs(t5), df5))
LL5 <- est5 - tcrit5*se5
UL5 <- est5 + tcrit5*se5
row5 <- c(est5, se5, t5, df5, p5, LL5, UL5)
est6 <- mean(y11) - mean(y21)
se6 <- sqrt(var(y11)/n1 + var(y21)/n2)
df6 <- (se6^4)/(var(y11)^2/(n1^3 - n1^2) + var(y21)^2/(n2^3 - n2^2))
tcrit6 <- qt(1 - alpha/2, df6)
t6 <- est6/se6
p6 <- 2*(1 - pt(abs(t6), df6))
LL6 <- est6 - tcrit6*se6
UL6 <- est6 + tcrit6*se6
row6 <- c(est6, se6, t6, df6, p6, LL6, UL6)
est7 <- mean(y12) - mean(y22)
se7 <- sqrt(var(y12)/n1 + var(y22)/n2)
df7 <- (se7^4)/(var(y12)^2/(n1^3 - n1^2) + var(y22)^2/(n2^3 - n2^2))
tcrit7 <- qt(1 - alpha/2, df7)
t7 <- est7/se7
p7 <- 2*(1 - pt(abs(t7), df7))
LL7 <- est7 - tcrit7*se7
UL7 <- est7 + tcrit7*se7
row7 <- c(est7, se7, t7, df7, p7, LL7, UL7)
out <- rbind(row1, row2, row3, row4, row5, row6, row7)
rownames(out) <- c("AB:", "A:", "B:", "A at b1:", "A at b2:", "B at a1:", "B at a2:")
colnames(out) <- c("Estimate", "SE", "t", "df", "p", "LL", "UL")
return(out)
}
# ci.2x2.mean.ws =============================================================
#' Computes tests and confidence intervals of effects in a 2x2 within-subjects
#' design for means
#'
#'
#' @description
#' Computes confidence intervals and tests for the AB interaction effect,
#' main effect of A, main effect of B, simple main effects of A, and simple main
#' effects of B in a 2x2 within-subjects design with a quantitative response
#' variable.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y11 vector of scores at level 1 of A and level 1 of B
#' @param y12 vector of scores at level 1 of A and level 2 of B
#' @param y21 vector of scores at level 2 of A and level 1 of B
#' @param y22 vector of scores at level 2 of A and level 2 of B
#'
#'
#' @return
#' Returns a 7-row matrix (one row per effect). The columns are:
#' * Estimate - estimate of effect
#' * SE - standard error
#' * t - t test statistic
#' * df - degrees of freedom
#' * p - two-sided p-value
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' y11 <- c(1,2,3,4,5,7,7)
#' y12 <- c(1,0,2,4,3,8,7)
#' y21 <- c(4,5,6,7,8,9,8)
#' y22 <- c(5,6,8,7,8,9,9)
#' ci.2x2.mean.ws(.05, y11, y12, y21, y22)
#'
#' # Should return:
#' # Estimate SE t df p LL UL
#' # AB: 1.28571429 0.5654449 2.2738102 6 0.0633355395 -0.09787945 2.66930802
#' # A: -3.21428571 0.4862042 -6.6109784 6 0.0005765210 -4.40398462 -2.02458681
#' # B: -0.07142857 0.2296107 -0.3110855 6 0.7662600658 -0.63326579 0.49040865
#' # A at b1: -2.57142857 0.2973809 -8.6469203 6 0.0001318413 -3.29909331 -1.84376383
#' # A at b2: -3.85714286 0.7377111 -5.2285275 6 0.0019599725 -5.66225692 -2.05202879
#' # B at a1: 0.57142857 0.4285714 1.3333333 6 0.2308094088 -0.47724794 1.62010508
#' # B at a2: -0.71428571 0.2857143 -2.5000000 6 0.0465282323 -1.41340339 -0.01516804
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
ci.2x2.mean.ws <- function(alpha, y11, y12, y21, y22) {
if (length(y11) != length(y12)) {stop("all score vectors must have same length")}
if (length(y11) != length(y21)) {stop("all score vectors must have same length")}
if (length(y11) != length(y22)) {stop("all score vectors must have same length")}
n <- length(y11)
df <- n - 1
t <- qt(1 - alpha/2, df)
q1 <- c(1, -1, -1, 1)
q2 <- c(.5, .5, -.5, -.5)
q3 <- c(.5, -.5, .5, -.5)
q4 <- c(1, 0, -1, 0)
q5 <- c(0, 1, 0, -1)
q6 <- c(1, -1, 0, 0)
q7 <- c(0, 0, 1, -1)
y <- cbind(y11, y12, y21, y22)
est1 <- mean(q1%*%t(y))
se1 <- sqrt(var(matrix(q1%*%t(y)))/n)
t1 <- est1/se1
p1 <- 2*(1 - pt(abs(t1), df))
LL1 <- est1 - t*se1
UL1 <- est1 + t*se1
row1 <- c(est1, se1, t1, df, p1, LL1, UL1)
est2 <- mean(q2%*%t(y))
se2 <- sqrt(var(matrix(q2%*%t(y)))/n)
t2 <- est2/se2
p2 <- 2*(1 - pt(abs(t2), df))
LL2 <- est2 - t*se2
UL2 <- est2 + t*se2
row2 <- c(est2, se2, t2, df, p2, LL2, UL2)
est3 <- mean(q3%*%t(y))
se3 <- sqrt(var(matrix(q3%*%t(y)))/n)
t3 <- est3/se3
p3 <- 2*(1 - pt(abs(t3), df))
LL3 <- est3 - t*se3
UL3 <- est3 + t*se3
row3 <- c(est3, se3, t3, df, p3, LL3, UL3)
est4 <- mean(q4%*%t(y))
se4 <- sqrt(var(matrix(q4%*%t(y)))/n)
t4 <- est4/se4
p4 <- 2*(1 - pt(abs(t4), df))
LL4 <- est4 - t*se4
UL4 <- est4 + t*se4
row4 <- c(est4, se4, t4, df, p4, LL4, UL4)
est5 <- mean(q5%*%t(y))
se5 <- sqrt(var(matrix(q5%*%t(y)))/n)
t5 <- est5/se5
p5 <- 2*(1 - pt(abs(t5), df))
LL5 <- est5 - t*se5
UL5 <- est5 + t*se5
row5 <- c(est5, se5, t5, df, p5, LL5, UL5)
est6 <- mean(q6%*%t(y))
se6 <- sqrt(var(matrix(q6%*%t(y)))/n)
t6 <- est6/se6
p6 <- 2*(1 - pt(abs(t6), df))
LL6 <- est6 - t*se6
UL6 <- est6 + t*se6
row6 <- c(est6, se6, t6, df, p6, LL6, UL6)
est7 <- mean(q7%*%t(y))
se7 <- sqrt(var(matrix(q7%*%t(y)))/n)
t7 <- est7/se7
p7 <- 2*(1 - pt(abs(t7), df))
LL7 <- est7 - t*se7
UL7 <- est7 + t*se7
row7 <- c(est7, se7, t7, df, p7, LL7, UL7)
out <- rbind(row1, row2, row3, row4, row5, row6, row7)
rownames(out) <- c("AB:", "A:", "B:", "A at b1:", "A at b2:", "B at a1:", "B at a2:")
colnames(out) <- c("Estimate", "SE", "t", "df", "p", "LL", "UL")
return(out)
}
# ci.2x2.mean.bs =============================================================
#' Computes tests and confidence intervals of effects in a 2x2 between-subjects
#' design for means
#'
#'
#' @description
#' Computes confidence intervals and tests for the AB interaction effect,
#' main effect of A, main effect of B, simple main effects of A, and simple main
#' effects of B in a 2x2 between-subjects design with a quantitative response
#' variable. A Satterthwaite adjustment to the degrees of freedom is used and
#' equality of population variances is not assumed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y11 vector of scores at level 1 of A and level 1 of B
#' @param y12 vector of scores at level 1 of A and level 2 of B
#' @param y21 vector of scores at level 2 of A and level 1 of B
#' @param y22 vector of scores at level 2 of A and level 2 of B
#'
#'
#' @return
#' Returns a 7-row matrix (one row per effect). The columns are:
#' * Estimate - estimate of effect
#' * SE - standard error
#' * t - t test statistic
#' * df - degrees of freedom
#' * p - two-sided p-value
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @examples
#' y11 <- c(14, 15, 11, 7, 16, 12, 15, 16, 10, 9)
#' y12 <- c(18, 24, 14, 18, 22, 21, 16, 17, 14, 13)
#' y21 <- c(16, 11, 10, 17, 13, 18, 12, 16, 6, 15)
#' y22 <- c(18, 17, 11, 9, 9, 13, 18, 15, 14, 11)
#' ci.2x2.mean.bs(.05, y11, y12, y21, y22)
#'
#' # Should return:
#' # Estimate SE t df p LL UL
#' # AB: -5.10 2.224860 -2.29227953 35.47894 0.027931810 -9.6145264 -0.5854736
#' # A: 1.65 1.112430 1.48323970 35.47894 0.146840430 -0.6072632 3.9072632
#' # B: -2.65 1.112430 -2.38217285 35.47894 0.022698654 -4.9072632 -0.3927368
#' # A at b1: -0.90 1.545244 -0.58243244 17.56296 0.567678242 -4.1522367 2.3522367
#' # A at b2: 4.20 1.600694 2.62386142 17.93761 0.017246053 0.8362274 7.5637726
#' # B at a1: -5.20 1.536952 -3.38331916 17.61093 0.003393857 -8.4341379 -1.9658621
#' # B at a2: -0.10 1.608657 -0.06216365 17.91650 0.951120753 -3.4807927 3.2807927
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
ci.2x2.mean.bs <- function(alpha, y11, y12, y21, y22) {
n11 <- length(y11)
n12 <- length(y12)
n21 <- length(y21)
n22 <- length(y22)
v1 <- c(1, -1, -1, 1)
v2 <- c(.5, .5, -.5, -.5)
v3 <- c(.5, -.5, .5, -.5)
v4 <- c(1, 0, -1, 0)
v5 <- c(0, 1, 0, -1)
v6 <- c(1, -1, 0, 0)
v7 <- c(0, 0, 1, -1)
m11 <- mean(y11)
m12 <- mean(y12)
m21 <- mean(y21)
m22 <- mean(y22)
sd11 <- sd(y11)
sd12 <- sd(y12)
sd21 <- sd(y21)
sd22 <- sd(y22)
m <- c(m11, m12, m21, m22)
sd <- c(sd11, sd12, sd21, sd22)
n <- c(n11, n12, n21, n22)
var <- diag(sd^2)%*%(solve(diag(n)))
est1 <- t(v1)%*%m
se1 <- sqrt(t(v1)%*%var%*%v1)
t1 <- est1/se1
df1 <- (se1^4)/sum(((v1^4)*(sd^4)/(n^2*(n - 1))))
tcrit1 <- qt(1 - alpha/2, df1)
p1 <- 2*(1 - pt(abs(t1), df1))
LL1 <- est1 - tcrit1*se1
UL1 <- est1 + tcrit1*se1
row1 <- c(est1, se1, t1, df1, p1, LL1, UL1)
est2 <- t(v2)%*%m
se2 <- sqrt(t(v2)%*%var%*%v2)
t2 <- est2/se2
df2 <- (se2^4)/sum(((v2^4)*(sd^4)/(n^2*(n - 1))))
tcrit2 <- qt(1 - alpha/2, df2)
p2 <- 2*(1 - pt(abs(t2), df2))
LL2 <- est2 - tcrit2*se2
UL2 <- est2 + tcrit2*se2
row2 <- c(est2, se2, t2, df2, p2, LL2, UL2)
est3 <- t(v3)%*%m
se3 <- sqrt(t(v3)%*%var%*%v3)
t3 <- est3/se3
df3 <- (se3^4)/sum(((v3^4)*(sd^4)/(n^2*(n - 1))))
tcrit3 <- qt(1 - alpha/2, df3)
p3 <- 2*(1 - pt(abs(t3), df3))
LL3 <- est3 - tcrit3*se3
UL3 <- est3 + tcrit3*se3
row3 <- c(est3, se3, t3, df3, p3, LL3, UL3)
est4 <- t(v4)%*%m
se4 <- sqrt(t(v4)%*%var%*%v4)
t4 <- est4/se4
df4 <- (se4^4)/sum(((v4^4)*(sd^4)/(n^2*(n - 1))))
tcrit4 <- qt(1 - alpha/2, df4)
p4 <- 2*(1 - pt(abs(t4), df4))
LL4 <- est4 - tcrit4*se4
UL4 <- est4 + tcrit4*se4
row4 <- c(est4, se4, t4, df4, p4, LL4, UL4)
est5 <- t(v5)%*%m
se5 <- sqrt(t(v5)%*%var%*%v5)
t5 <- est5/se5
df5 <- (se5^4)/sum(((v5^4)*(sd^4)/(n^2*(n - 1))))
tcrit5 <- qt(1 - alpha/2, df5)
p5 <- 2*(1 - pt(abs(t5), df5))
LL5 <- est5 - tcrit5*se5
UL5 <- est5 + tcrit5*se5
row5 <- c(est5, se5, t5, df5, p5, LL5, UL5)
est6 <- t(v6)%*%m
se6 <- sqrt(t(v6)%*%var%*%v6)
t6 <- est6/se6
df6 <- (se6^4)/sum(((v6^4)*(sd^4)/(n^2*(n - 1))))
tcrit6 <- qt(1 - alpha/2, df6)
p6 <- 2*(1 - pt(abs(t6), df6))
LL6 <- est6 - tcrit6*se6
UL6 <- est6 + tcrit6*se6
row6 <- c(est6, se6, t6, df6, p6, LL6, UL6)
est7 <- t(v7)%*%m
se7 <- sqrt(t(v7)%*%var%*%v7)
t7 <- est7/se7
df7 <- (se7^4)/sum(((v7^4)*(sd^4)/(n^2*(n - 1))))
tcrit7 <- qt(1 - alpha/2, df7)
p7 <- 2*(1 - pt(abs(t7), df7))
LL7 <- est7 - tcrit7*se7
UL7 <- est7 + tcrit7*se7
row7 <- c(est7, se7, t7, df7, p7, LL7, UL7)
out <- rbind(row1, row2, row3, row4, row5, row6, row7)
rownames(out) <- c("AB:", "A:", "B:", "A at b1:", "A at b2:", "B at a1:", "B at a2:")
colnames(out) <- c("Estimate", "SE", "t", "df", "p", "LL", "UL")
return(out)
}
# ci.2x2.stdmean.bs ============================================================
#' Computes confidence intervals of standardized effects in a 2x2
#' between-subjects design
#'
#'
#' @description
#' Computes confidence intervals for standardized linear contrasts of means
#' (AB interaction, main effect of A, main effect of B, simple main effects
#' of A, and simple main effects of B) in a 2x2 between-subjects design with
#' a quantitative response variable. Equality of population variances is not
#' assumed. An unweighted variance standardizer is used, which is the
#' recommended standardizer when both factors are treatment factors.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y11 vector of scores at level 1 of A and level 1 of B
#' @param y12 vector of scores at level 1 of A and level 2 of B
#' @param y21 vector of scores at level 2 of A and level 1 of B
#' @param y22 vector of scores at level 2 of A and level 2 of B
#'
#'
#' @return
#' Returns a 7-row matrix (one row per effect). The columns are:
#' * Estimate - estimate of standardized effect
#' * adj Estimate - bias adjusted estimate of standardized effect
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2008}{statpsych}
#'
#'
#' @examples
#' y11 <- c(14, 15, 11, 7, 16, 12, 15, 16, 10, 9)
#' y12 <- c(18, 24, 14, 18, 22, 21, 16, 17, 14, 13)
#' y21 <- c(16, 11, 10, 17, 13, 18, 12, 16, 6, 15)
#' y22 <- c(18, 17, 11, 9, 9, 13, 18, 15, 14, 11)
#' ci.2x2.stdmean.bs(.05, y11, y12, y21, y22)
#'
#' # Should return:
#' # Estimate adj Estimate SE LL UL
#' # AB: -1.44976487 -1.4193502 0.6885238 -2.7992468 -0.1002829
#' # A: 0.46904158 0.4592015 0.3379520 -0.1933321 1.1314153
#' # B: -0.75330920 -0.7375055 0.3451209 -1.4297338 -0.0768846
#' # A at b1: -0.25584086 -0.2504736 0.4640186 -1.1653006 0.6536189
#' # A at b2: 1.19392401 1.1688767 0.5001423 0.2136630 2.1741850
#' # B at a1: -1.47819163 -1.4471806 0.4928386 -2.4441376 -0.5122457
#' # B at a2: -0.02842676 -0.0278304 0.4820369 -0.9732017 0.9163482
#'
#'
#' @importFrom stats qnorm
#' @export
ci.2x2.stdmean.bs <- function(alpha, y11, y12, y21, y22) {
z <- qnorm(1 - alpha/2)
n11 <- length(y11)
n12 <- length(y12)
n21 <- length(y21)
n22 <- length(y22)
v1 <- c(1, -1, -1, 1)
v2 <- c(.5, .5, -.5, -.5)
v3 <- c(.5, -.5, .5, -.5)
v4 <- c(1, 0, -1, 0)
v5 <- c(0, 1, 0, -1)
v6 <- c(1, -1, 0, 0)
v7 <- c(0, 0, 1, -1)
m11 <- mean(y11)
m12 <- mean(y12)
m21 <- mean(y21)
m22 <- mean(y22)
sd11 <- sd(y11)
sd12 <- sd(y12)
sd21 <- sd(y21)
sd22 <- sd(y22)
s <- sqrt((sd11^2 + sd12^2 + sd21^2 + sd22^2)/4)
m <- c(m11, m12, m21, m22)
sd <- c(sd11, sd12, sd21, sd22)
n <- c(n11, n12, n21, n22)
var <- sd^2
a <- 4
df <- sum(n) - a
adj <- 1 - 3/(4*df - 1)
# AB
est1 <- (t(v1)%*%m)/s
est1u <- adj*est1
a1 <- est1^2/(2*a^2*s^4)
a2 <- a1*sum((var^2/(n - 1)))
a3 <- sum((v1^2*var/(n - 1)))/s^2
se1 <- sqrt(a2 + a3)
LL1 <- est1 - z*se1
UL1 <- est1 + z*se1
row1 <- c(est1, est1u, se1, LL1, UL1)
# A
est2 <- (t(v2)%*%m)/s
est2u <- adj*est2
a1 <- est2^2/(2*a^2*s^4)
a2 <- a1*sum((var^2/(n - 1)))
a3 <- sum((v2^2*var/(n - 1)))/s^2
se2 <- sqrt(a2 + a3)
LL2 <- est2 - z*se2
UL2 <- est2 + z*se2
row2 <- c(est2, est2u, se2, LL2, UL2)
# B
est3 <- (t(v3)%*%m)/s
est3u <- adj*est3
a1 <- est3^2/(2*a^2*s^4)
a2 <- a1*sum((var^2/(n - 1)))
a3 <- sum((v3^2*var/(n - 1)))/s^2
se3 <- sqrt(a2 + a3)
LL3 <- est3 - z*se3
UL3 <- est3 + z*se3
row3 <- c(est3, est3u, se3, LL3, UL3)
# A at b1
est4 <- (t(v4)%*%m)/s
est4u <- adj*est4
a1 <- est4^2/(2*a^2*s^4)
a2 <- a1*sum((var^2/(n - 1)))
a3 <- sum((v4^2*var/(n - 1)))/s^2
se4 <- sqrt(a2 + a3)
LL4 <- est4 - z*se4
UL4 <- est4 + z*se4
row4 <- c(est4, est4u, se4, LL4, UL4)
# A at b2
est5 <- (t(v5)%*%m)/s
est5u <- adj*est5
a1 <- est5^2/(2*a^2*s^4)
a2 <- a1*sum((var^2/(n - 1)))
a3 <- sum((v5^2*var/(n - 1)))/s^2
se5 <- sqrt(a2 + a3)
LL5 <- est5 - z*se5
UL5 <- est5 + z*se5
row5 <- c(est5, est5u, se5, LL5, UL5)
# B at a1
est6 <- (t(v6)%*%m)/s
est6u <- adj*est6
a1 <- est6^2/(2*a^2*s^4)
a2 <- a1*sum((var^2/(n - 1)))
a3 <- sum((v6^2*var/(n - 1)))/s^2
se6 <- sqrt(a2 + a3)
LL6 <- est6 - z*se6
UL6 <- est6 + z*se6
row6 <- c(est6, est6u, se6, LL6, UL6)
# B at a2
est7 <- (t(v7)%*%m)/s
est7u <- adj*est7
a1 <- est7^2/(2*a^2*s^4)
a2 <- a1*sum((var^2/(n - 1)))
a3 <- sum((v7^2*var/(n - 1)))/s^2
se7 <- sqrt(a2 + a3)
LL7 <- est7 - z*se7
UL7 <- est7 + z*se7
row7 <- c(est7, est7u, se7, LL7, UL7)
out <- rbind(row1, row2, row3, row4, row5, row6, row7)
rownames(out) <- c("AB:", "A:", "B:", "A at b1:", "A at b2:", "B at a1:", "B at a2:")
colnames(out) = c("Estimate", "adj Estimate", "SE", "LL", "UL")
return(out)
}
# ci.2x2.median.bs =============================================================
#' Computes tests and confidence intervals of effects in a 2x2 between-subjects
#' design for medians
#'
#'
#' @description
#' Computes distribution-free confidence intervals for the AB interaction
#' effect, main effect of A, main effect of B, simple main effects of A, and
#' simple main effects of B in a 2x2 between-subjects design with a
#' quantitative response variable. The effects are defined in terms of medians
#' rather than means. Tied scores are assumed to be rare.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y11 vector of scores at level 1 of A and level 1 of B
#' @param y12 vector of scores at level 1 of A and level 2 of B
#' @param y21 vector of scores at level 2 of A and level 1 of B
#' @param y22 vector of scores at level 2 of A and level 2 of B
#'
#'
#' @return
#' Returns a 7-row matrix (one row per effect). The columns are:
#' * Estimate - estimate of effect
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2002}{statpsych}
#'
#'
#' @examples
#' y11 <- c(19.2, 21.1, 14.4, 13.3, 19.8, 15.9, 18.0, 19.1, 16.2, 14.6)
#' y12 <- c(21.3, 27.0, 19.1, 21.5, 25.2, 24.1, 19.8, 19.7, 17.5, 16.0)
#' y21 <- c(16.5, 11.3, 10.3, 17.7, 13.8, 18.2, 12.8, 16.2, 6.1, 15.2)
#' y22 <- c(18.7, 17.3, 11.4, 12.4, 13.6, 13.8, 18.3, 15.0, 14.4, 11.9)
#' ci.2x2.median.bs(.05, y11, y12, y21, y22)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # AB: -3.850 2.951019 -9.633891 1.9338914
#' # A: 4.525 1.475510 1.633054 7.4169457
#' # B: -1.525 1.475510 -4.416946 1.3669457
#' # A at b1: 2.600 1.992028 -1.304302 6.5043022
#' # A at b2: 6.450 2.177232 2.182703 10.7172971
#' # B at a1: -3.450 2.045086 -7.458294 0.5582944
#' # B at a2: 0.400 2.127472 -3.769769 4.5697694
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats pbinom
#' @importFrom stats median
#' @export
ci.2x2.median.bs <- function(alpha, y11, y12, y21, y22) {
zcrit <- qnorm(1 - alpha/2)
n11 <- length(y11)
n12 <- length(y12)
n21 <- length(y21)
n22 <- length(y22)
v1 <- c(1, -1, -1, 1)
v2 <- c(.5, .5, -.5, -.5)
v3 <- c(.5, -.5, .5, -.5)
v4 <- c(1, 0, -1, 0)
v5 <- c(0, 1, 0, -1)
v6 <- c(1, -1, 0, 0)
v7 <- c(0, 0, 1, -1)
m11 <- median(y11)
m12 <- median(y12)
m21 <- median(y21)
m22 <- median(y22)
m <- c(m11, m12, m21, m22)
n <- c(n11, n12, n21, n22)
y11 <- sort(y11)
y12 <- sort(y12)
y21 <- sort(y21)
y22 <- sort(y22)
a <- round(n11/2 - sqrt(n11))
if (a < 1) {a = 1}
ll <- y11[a]
ul <- y11[n11 - a + 1]
p <- pbinom(a - 1, size = n11, prob = .5)
z0 <- qnorm(1 - p)
se11 <- (ul - ll)/(2*z0)
a <- round(n12/2 - sqrt(n12))
if (a < 1) {a = 1}
ll <- y12[a]
ul <- y12[n12 - a + 1]
p <- pbinom(a - 1, size = n12, prob = .5)
z0 <- qnorm(1 - p)
se12 <- (ul - ll)/(2*z0)
a <- round(n21/2 - sqrt(n21))
if (a < 1) {a = 1}
ll <- y21[a]
ul <- y21[n21 - a + 1]
p <- pbinom(a - 1, size = n21, prob = .5)
z0 <- qnorm(1 - p)
se21 <- (ul - ll)/(2*z0)
a <- round(n22/2 - sqrt(n22))
if (a < 1) {a = 1}
ll <- y22[a]
ul <- y22[n22 - a + 1]
p <- pbinom(a - 1, size = n22, prob = .5)
z0 <- qnorm(1 - p)
se22 <- (ul - ll)/(2*z0)
se <- c(se11, se12, se21, se22)
# AB
est1 <- t(v1)%*%m
se1 <- sqrt(t(v1)%*%diag(se^2)%*%v1)
LL1 <- est1 - zcrit*se1
UL1 <- est1 + zcrit*se1
row1 <- c(est1, se1, LL1, UL1)
# A
est2 <- t(v2)%*%m
se2 <- sqrt(t(v2)%*%diag(se^2)%*%v2)
LL2 <- est2 - zcrit*se2
UL2 <- est2 + zcrit*se2
row2 <- c(est2, se2, LL2, UL2)
# B
est3 <- t(v3)%*%m
se3 <- sqrt(t(v3)%*%diag(se^2)%*%v3)
LL3 <- est3 - zcrit*se3
UL3 <- est3 + zcrit*se3
row3 <- c(est3, se3, LL3, UL3)
# A at b1
est4 <- t(v4)%*%m
se4 <- sqrt(t(v4)%*%diag(se^2)%*%v4)
LL4 <- est4 - zcrit*se4
UL4 <- est4 + zcrit*se4
row4 <- c(est4, se4, LL4, UL4)
# A at b2
est5 <- t(v5)%*%m
se5 <- sqrt(t(v5)%*%diag(se^2)%*%v5)
LL5 <- est5 - zcrit*se5
UL5 <- est5 + zcrit*se5
row5 <- c(est5, se5, LL5, UL5)
# B at a1
est6 <- t(v6)%*%m
se6 <- sqrt(t(v6)%*%diag(se^2)%*%v6)
LL6 <- est6 - zcrit*se6
UL6 <- est6 + zcrit*se6
row6 <- c(est6, se6, LL6, UL6)
# B at a2
est7 <- t(v7)%*%m
se7 <- sqrt(t(v7)%*%diag(se^2)%*%v7)
LL7 <- est7 - zcrit*se7
UL7 <- est7 + zcrit*se7
row7 <- c(est7, se7, LL7, UL7)
out <- rbind(row1, row2, row3, row4, row5, row6, row7)
rownames(out) <- c("AB:", "A:", "B:", "A at b1:", "A at b2:", "B at a1:", "B at a2:")
colnames(out) <- c("Estimate", "SE", "LL", "UL")
return(out)
}
# ci.2x2.stdmean.ws ===========================================================
#' Computes confidence intervals of standardized effects in a 2x2
#' within-subjects design
#'
#'
#' @description
#' Computes confidence intervals for standardized linear contrasts of means
#' (AB interaction, main effect of A, main effect of B, simple main effects
#' of A, and simple main effects of B) in a 2x2 within-subjects design.
#' Equality of population variances is not assumed. An unweighted variance
#' standardizer is used.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y11 vector of scores at level 1 of A and level 1 of B
#' @param y12 vector of scores at level 1 of A and level 2 of B
#' @param y21 vector of scores at level 2 of A and level 1 of B
#' @param y22 vector of scores at level 2 of A and level 2 of B
#'
#'
#' @return
#' Returns a 7-row matrix (one row per effect). The columns are:
#' * Estimate - estimated standardized effect
#' * adj Estimate - bias adjusted standardized effect estimate
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2008}{statpsych}
#'
#'
#' @examples
#' y11 <- c(21, 39, 32, 29, 27, 17, 27, 21, 28, 17, 12, 27)
#' y12 <- c(20, 36, 33, 27, 28, 14, 30, 20, 27, 15, 11, 22)
#' y21 <- c(21, 36, 30, 27, 28, 15, 27, 18, 29, 16, 11, 22)
#' y22 <- c(18, 34, 29, 28, 28, 17, 27, 21, 26, 16, 14, 23)
#' ci.2x2.stdmean.ws(.05, y11, y12, y21, y22)
#'
#' # Should return:
#' # Estimate adj Estimate SE LL UL
#' # AB: 0.17248839 0.16446123 0.13654635 -0.095137544 0.4401143
#' # A: 0.10924265 0.10415878 0.05752822 -0.003510596 0.2219959
#' # B: 0.07474497 0.07126653 0.05920554 -0.041295751 0.1907857
#' # A at b1: 0.19548684 0.18638939 0.08460680 0.029660560 0.3613131
#' # A at b2: 0.02299845 0.02192816 0.09371838 -0.160686202 0.2066831
#' # B at a1: 0.16098916 0.15349715 0.09457347 -0.024371434 0.3463498
#' # B at a2: -0.01149923 -0.01096408 0.08595873 -0.179975237 0.1569768
#'
#'
#' @importFrom stats qnorm
#' @export
ci.2x2.stdmean.ws <- function(alpha, y11, y12, y21, y22) {
if (length(y11) != length(y12)) {stop("data vectors must have same length")}
if (length(y11) != length(y21)) {stop("data vectors must have same length")}
if (length(y11) != length(y22)) {stop("data vectors must have same length")}
z <- qnorm(1 - alpha/2)
n <- length(y11)
q1 <- c(1, -1, -1, 1)
q2 <- c(.5, .5, -.5, -.5)
q3 <- c(.5, -.5, .5, -.5)
q4 <- c(1, 0, -1, 0)
q5 <- c(0, 1, 0, -1)
q6 <- c(1, -1, 0, 0)
q7 <- c(0, 0, 1, -1)
sd1 <- sd(y11)
sd2 <- sd(y12)
sd3 <- sd(y21)
sd4 <- sd(y22)
r12 <- cor(y11, y12)
r13 <- cor(y11, y21)
r14 <- cor(y11, y22)
r23 <- cor(y12, y21)
r24 <- cor(y12, y22)
r34 <- cor(y21, y22)
s <- sqrt((sd1^2 + sd2^2 + sd3^2 + sd4^2)/4)
m <- c(mean(y11), mean(y12), mean(y21), mean(y22))
sd <- c(sd1, sd2, sd3, sd4)
df <- n - 1
adj <- sqrt((n - 2)/df)
v2 <- sum(sd^4)
c1 <- r12^2*sd1^2*sd2^2 + r13^2*sd1^2*sd3^2 + r14^2*sd1^2*sd4^2
c2 <- r23^2*sd2^2*sd3^2 + r24^2*sd2^2*sd4^2 + r34^2*sd3^2*sd4^2
v3 <- c1 + c2
# AB
est1 <- (t(q1)%*%m)/s
est1u <- adj*est1
v1 <- est1^2/(32*s^4*df)
v4 <- sum(q1^2*sd^2)
c3 <- q1[1]*q1[2]*r12*sd1*sd2 + q1[1]*q1[3]*r13*sd1*sd3 + q1[1]*q1[4]*r14*sd1*sd4
c4 <- q1[2]*q1[3]*r23*sd2*sd3 + q1[2]*q1[4]*r24*sd2*sd4 + q1[3]*q1[4]*r34*sd3*sd4
v5 <- c3 + c4
se1 <- sqrt(v1*(v2 + 2*v3) + (v4 + 2*v5)/(df*s^2))
LL1 <- est1 - z*se1
UL1 <- est1 + z*se1
row1 <- c(est1, est1u, se1, LL1, UL1)
# A
est2 <- (t(q2)%*%m)/s
est2u <- adj*est2
v1 <- est2^2/(32*s^4*df)
v4 <- sum(q2^2*sd^2)
c3 <- q2[1]*q2[2]*r12*sd1*sd2 + q2[1]*q2[3]*r13*sd1*sd3 + q2[1]*q2[4]*r14*sd1*sd4
c4 <- q2[2]*q2[3]*r23*sd2*sd3 + q2[2]*q2[4]*r24*sd2*sd4 + q2[3]*q2[4]*r34*sd3*sd4
v5 <- c3 + c4
se2 <- sqrt(v1*(v2 + 2*v3) + (v4 + 2*v5)/(df*s^2))
LL2 <- est2 - z*se2
UL2 <- est2 + z*se2
row2 <- c(est2, est2u, se2, LL2, UL2)
# B
est3 <- (t(q3)%*%m)/s
est3u <- adj*est3
v1 <- est3^2/(32*s^4*df)
v4 <- sum(q3^2*sd^2)
c3 <- q3[1]*q3[2]*r12*sd1*sd2 + q3[1]*q3[3]*r13*sd1*sd3 + q3[1]*q3[4]*r14*sd1*sd4
c4 <- q3[2]*q3[3]*r23*sd2*sd3 + q3[2]*q3[4]*r24*sd2*sd4 + q3[3]*q3[4]*r34*sd3*sd4
v5 <- c3 + c4
se3 <- sqrt(v1*(v2 + 2*v3) + (v4 + 2*v5)/(df*s^2))
LL3 <- est3 - z*se3
UL3 <- est3 + z*se3
row3 <- c(est3, est3u, se3, LL3, UL3)
# A at b1
est4 <- (t(q4)%*%m)/s
est4u <- adj*est4
v1 <- est4^2/(32*s^4*df)
v4 <- sum(q4^2*sd^2)
c3 <- q4[1]*q4[2]*r12*sd1*sd2 + q4[1]*q4[3]*r13*sd1*sd3 + q4[1]*q4[4]*r14*sd1*sd4
c4 <- q4[2]*q4[3]*r23*sd2*sd3 + q4[2]*q4[4]*r24*sd2*sd4 + q4[3]*q4[4]*r34*sd3*sd4
v5 <- c3 + c4
se4 <- sqrt(v1*(v2 + 2*v3) + (v4 + 2*v5)/(df*s^2))
LL4 <- est4 - z*se4
UL4 <- est4 + z*se4
row4 <- c(est4, est4u, se4, LL4, UL4)
# A at b2
est5 <- (t(q5)%*%m)/s
est5u <- adj*est5
v1 <- est5^2/(32*s^4*df)
v4 <- sum(q5^2*sd^2)
c3 <- q5[1]*q5[2]*r12*sd1*sd2 + q5[1]*q5[3]*r13*sd1*sd3 + q5[1]*q5[4]*r14*sd1*sd4
c4 <- q5[2]*q5[3]*r23*sd2*sd3 + q5[2]*q5[4]*r24*sd2*sd4 + q5[3]*q5[4]*r34*sd3*sd4
v5 <- c3 + c4
se5 <- sqrt(v1*(v2 + 2*v3) + (v4 + 2*v5)/(df*s^2))
LL5 <- est5 - z*se5
UL5 <- est5 + z*se5
row5 <- c(est5, est5u, se5, LL5, UL5)
# B at a1
est6 <- (t(q6)%*%m)/s
est6u <- adj*est6
v1 <- est6^2/(32*s^4*df)
v4 <- sum(q6^2*sd^2)
c3 <- q6[1]*q6[2]*r12*sd1*sd2 + q6[1]*q6[3]*r13*sd1*sd3 + q6[1]*q6[4]*r14*sd1*sd4
c4 <- q6[2]*q6[3]*r23*sd2*sd3 + q6[2]*q6[4]*r24*sd2*sd4 + q6[3]*q6[4]*r34*sd3*sd4
v5 <- c3 + c4
se6 <- sqrt(v1*(v2 + 2*v3) + (v4 + 2*v5)/(df*s^2))
LL6 <- est6 - z*se6
UL6 <- est6 + z*se6
row6 <- c(est6, est6u, se6, LL6, UL6)
# B at a2
est7 <- (t(q7)%*%m)/s
est7u <- adj*est7
v1 <- est7^2/(32*s^4*df)
v4 <- sum(q7^2*sd^2)
c3 <- q7[1]*q7[2]*r12*sd1*sd2 + q7[1]*q7[3]*r13*sd1*sd3 + q7[1]*q7[4]*r14*sd1*sd4
c4 <- q7[2]*q7[3]*r23*sd2*sd3 + q7[2]*q7[4]*r24*sd2*sd4 + q7[3]*q7[4]*r34*sd3*sd4
v5 <- c3 + c4
se7 <- sqrt(v1*(v2 + 2*v3) + (v4 + 2*v5)/(df*s^2))
LL7 <- est7 - z*se7
UL7 <- est7 + z*se7
row7 <- c(est7, est7u, se7, LL7, UL7)
out <- rbind(row1, row2, row3, row4, row5, row6, row7)
rownames(out) <- c("AB:", "A:", "B:", "A at b1:", "A at b2:", "B at a1:", "B at a2:")
colnames(out) = c("Estimate", "adj Estimate", "SE", "LL", "UL")
return(out)
}
# ci.2x2.stdmean.mixed ========================================================
#' Computes confidence intervals of standardized effects in a 2x2 mixed design
#'
#'
#' @description
#' Computes confidence intervals for the standardized AB interaction effect,
#' main effect of A, main effect of B, simple main effects of A, and simple main
#' effects of B in a 2x2 mixed factorial design where Factor A is a
#' within-subjects factor, and Factor B is a between-subjects factor. Equality
#' of population variances is not assumed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y11 vector of scores at level 1 of A in group 1
#' @param y12 vector of scores at level 2 of A in group 1
#' @param y21 vector of scores at level 1 of A in group 2
#' @param y22 vector of scores at level 2 of A in group 2
#'
#'
#' @return
#' Returns a 7-row matrix (one row per effect). The columns are:
#' * Estimate - estimated standardized effect
#' * adj Estimate - bias adjusted standardized effect estimate
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2008}{statpsych}
#'
#'
#' @examples
#' y11 <- c(18, 19, 20, 17, 20, 16)
#' y12 <- c(19, 18, 19, 20, 17, 16)
#' y21 <- c(19, 16, 16, 14, 16, 18)
#' y22 <- c(16, 10, 12, 9, 13, 15)
#' ci.2x2.stdmean.mixed(.05, y11, y12, y21, y22)
#'
#' # Should return:
#' # Estimate adj Estimate SE LL UL
#' # AB: -1.95153666 -1.80141845 0.5424100 -3.0146407 -0.8884326
#' # A: 1.06061775 1.01125934 0.2780119 0.5157244 1.6055111
#' # B: 1.90911195 1.76225718 0.5743510 0.7834047 3.0348192
#' # A at b1: 0.08484942 0.07589163 0.4649598 -0.8264549 0.9961538
#' # A at b2: 2.03638608 1.82139908 0.2964013 1.4554502 2.6173219
#' # B at a1: 0.93334362 0.86154796 0.5487927 -0.1422703 2.0089575
#' # B at a2: 2.88488027 2.66296641 0.7127726 1.4878717 4.2818889
#'
#'
#' @importFrom stats qnorm
#' @export
ci.2x2.stdmean.mixed <- function(alpha, y11, y12, y21, y22) {
if (length(y11) != length(y12)) {stop("length of y11 must equal length of y12")}
if (length(y21) != length(y22)) {stop("length of y21 must equal length of y22")}
z <- qnorm(1 - alpha/2)
n1 <- length(y11)
n2 <- length(y21)
df1 <- n1 - 1
df2 <- n2 - 1
adj1 <- 1 - 3/(4*(df1 + df2) - 1)
adj2 <- sqrt((n1 - 2)/df1)
adj3 <- sqrt((n2 - 2)/df2)
adj4 <- sqrt((n1 + n2 - 2)/(n1 + n2 - 1))
diff1 <- y11 - y12
diff2 <- y21 - y22
ave1 <- (y11 + y12)/2
ave2 <- (y21 + y22)/2
vd1 <- var(diff1)
vd2 <- var(diff2)
va1 <- var(ave1)
va2 <- var(ave2)
sd1 <- sd(y11)
sd2 <- sd(y12)
sd3 <- sd(y21)
sd4 <- sd(y22)
cor1 <- cor(y11, y21)
cor2 <- cor(y12, y22)
s <- sqrt((sd1^2 + sd2^2 + sd3^2 + sd4^2)/4)
# check v0
v01 <- (sd1^4 + sd3^4 + 2*(cor1^2*sd1^2*sd3^2))/(32*s^4*df1)
v02 <- (sd2^4 + sd4^4 + 2*(cor2^2*sd2^2*sd4^2))/(32*s^4*df2)
v0 <- v01 + v02
# AB
est1 <- (mean(diff1) - mean(diff2))/s
est1u <- adj1*est1
v1 <- (vd1/df1 + vd2/df2)/(s^2)
se1 <- sqrt(est1*v0/s^4 + v1)
LL1 <- est1 - z*se1
UL1 <- est1 + z*se1
row1 <- c(est1, est1u, se1, LL1, UL1)
# A
est2 <- (mean(diff1) + mean(diff2))/(2*s)
est2u <- adj4*est2
v2 <- (vd1/df1 + vd2/df2)/(4*s^2)
se2 <- sqrt(est2*v0/s^4 + v2)
LL2 <- est2 - z*se2
UL2 <- est2 + z*se2
row2 <- c(est2, est2u, se2, LL2, UL2)
# B
est3 <- (mean(ave1) - mean(ave2))/s
est3u <- adj1*est3
v3 <- (va1/df1 + va2/df2)/(s^2)
se3 <- sqrt(est3*v0/s^4 + v3)
LL3 <- est3 - z*se3
UL3 <- est3 + z*se3
row3 <- c(est3, est3u, se3, LL3, UL3)
# A at b1
est4 <- mean(diff1)/s
est4u <- adj2*est4
v4 <- vd1/df1
se4 <- sqrt(est4*v0/s^4 + v4/s^2)
LL4 <- est4 - z*se4
UL4 <- est4 + z*se4
row4 <- c(est4, est4u, se4, LL4, UL4)
# A at b2
est5 <- mean(diff2)/s
est5u <- adj3*est5
v5 <- vd2/df2
se5 <- sqrt(est5*v0/s^4 + v5/s^2)
LL5 <- est5 - z*se5
UL5 <- est5 + z*se5
row5 <- c(est5, est5u, se5, LL5, UL5)
# B at a1
est6 <- (mean(y11) - mean(y21))/s
est6u <- adj1*est6
v6 <- var(y11)/df1 + var(y21)/df2
se6 <- sqrt(est6*v0/s^4 + v6/s^2)
LL6 <- est6 - z*se6
UL6 <- est6 + z*se6
row6 <- c(est6, est6u, se6, LL6, UL6)
# B at a2
est7 <- (mean(y12) - mean(y22))/s
est7u <- adj1*est7
v7 <- var(y12)/df1 + var(y22)/df2
se7 <- sqrt(est7*v0/s^4 + v7/s^2)
LL7 <- est7 - z*se7
UL7 <- est7 + z*se7
row7 <- c(est7, est7u, se7, LL7, UL7)
out <- rbind(row1, row2, row3, row4, row5, row6, row7)
rownames(out) <- c("AB:", "A:", "B:", "A at b1:", "A at b2:", "B at a1:", "B at a2:")
colnames(out) = c("Estimate", "adj Estimate", "SE", "LL", "UL")
return(out)
}
# ci.2x2.median.mixed =========================================================
#' Computes confidence intervals of effects in a 2x2 mixed design for medians
#'
#'
#' @description
#' Computes distribution-free confidence intervals for the AB interaction
#' effect, main effect of A, main effect of B, simple main effects of A, and
#' simple main effects of B in a 2x2 mixed design where Factor A is the
#' within-subjects factor and Factor B is the between-subjects factor.
#' Effects are defined in terms of medians rather than means. Tied scores
#' are assumed to be rare.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y11 vector of scores at level 1 of A in group 1
#' @param y12 vector of scores at level 2 of A in group 1
#' @param y21 vector of scores at level 1 of A in group 2
#' @param y22 vector of scores at level 2 of A in group 2
#'
#'
#' @return
#' Returns a 7-row matrix (one row per effect). The columns are:
#' * Estimate - estimate of effect
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2020}{statpsych}
#'
#'
#' @examples
#' y11 <- c(18.3, 19.5, 20.1, 17.4, 20.5, 16.1)
#' y12 <- c(19.1, 18.4, 19.8, 20.0, 17.2, 16.8)
#' y21 <- c(19.2, 16.4, 16.5, 14.0, 16.9, 18.3)
#' y22 <- c(16.5, 10.2, 12.7, 9.9, 13.5, 15.0)
#' ci.2x2.median.mixed(.05, y11, y12, y21, y22)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # AB: -3.450 1.6317863 -6.6482423 -0.2517577
#' # A: 1.875 0.8158931 0.2758788 3.4741212
#' # B: 3.925 1.4262367 1.1296274 6.7203726
#' # A at b1: 0.150 1.4243192 -2.6416144 2.9416144
#' # A at b2: 3.600 0.7962670 2.0393454 5.1606546
#' # B at a1: 2.200 1.5812792 -0.8992503 5.2992503
#' # B at a2: 5.650 1.7027101 2.3127496 8.9872504
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats pbinom
#' @importFrom stats median
#' @export
ci.2x2.median.mixed <- function(alpha, y11, y12, y21, y22) {
if (length(y11) != length(y12)) {stop("length of y11 must equal length of y12")}
if (length(y21) != length(y22)) {stop("length of y21 must equal length of y22")}
z <- qnorm(1 - alpha/2)
n1 <- length(y11)
n2 <- length(y21)
median11 <- median(y11)
median12 <- median(y12)
median21 <- median(y21)
median22 <- median(y22)
# Group 1
a1 <- (y11 < median11)
a2 <- (y12 < median12)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
a <- round(n1/2 - sqrt(n1))
if (a < 1) {a = 1}
p <- pbinom(a - 1, size = n1, prob = .5)
z0 <- qnorm(1 - p)
y11 <- sort(y11)
y12 <- sort(y12)
L1 <- y11[a]
U1 <- y11[n1 - a + 1]
se11 <- (U1 - L1)/(2*z0)
L2 <- y12[a]
U2 <- y12[n1 - a + 1]
se12 <- (U2 - L2)/(2*z0)
if (n1/2 == trunc(n1/2)) {
p00 <- (sum(a4) + .25)/(n1 + 1)
} else {
p00 <- (sum(a4) + .25)/n1
}
cov1 <- (4*p00 - 1)*se11*se12
# Group 2
a1 <- (y21 < median21)
a2 <- (y22 < median22)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
a <- round(n2/2 - sqrt(n2))
if (a < 1) {a = 1}
p <- pbinom(a - 1, size = n2, prob = .5)
z0 <- qnorm(1 - p)
y21 <- sort(y21)
y22 <- sort(y22)
L1 <- y21[a]
U1 <- y21[n2 - a + 1]
se21 <- (U1 - L1)/(2*z0)
L2 <- y22[a]
U2 <- y22[n2 - a + 1]
se22 <- (U2 - L2)/(2*z0)
if (n2/2 == trunc(n2/2)) {
p00 <- (sum(a4) + .25)/(n2 + 1)
} else {
p00 <- (sum(a4) + .25)/n2
}
cov2 <- (4*p00 - 1)*se21*se22
# AB
est1 <- (median11 - median12) - (median21 - median22)
se1 <- sqrt(se11^2 + se12^2 - 2*cov1 + se21^2 + se22^2 - 2*cov2)
LL1 <- est1 - z*se1
UL1 <- est1 + z*se1
row1 <- c(est1, se1, LL1, UL1)
# A
est2 <- (median11 + median21)/2 - (median12 + median22)/2
se2 <- se1/2
LL2 <- est2 - z*se2
UL2 <- est2 + z*se2
row2 <- c(est2, se2, LL2, UL2)
# B
est3 <- (median11 + median12)/2 - (median21 + median22)/2
se3 <- sqrt(se11^2 + se12^2 + 2*cov1 + se21^2 + se22^2 + 2*cov2)/2
LL3 <- est3 - z*se3
UL3 <- est3 + z*se3
row3 <- c(est3, se3, LL3, UL3)
# A at b1
est4 <- median11 - median12
se4 <- sqrt(se11^2 + se12^2 - 2*cov1)
LL4 <- est4 - z*se4
UL4 <- est4 + z*se4
row4 <- c(est4, se4, LL4, UL4)
# A at b2
est5 <- median21 - median22
se5 <- sqrt(se21^2 + se22^2 - 2*cov2)
LL5 <- est5 - z*se5
UL5 <- est5 + z*se5
row5 <- c(est5, se5, LL5, UL5)
#B at a1
est6 <- median11 - median21
se6 <- sqrt(se11^2 + se21^2)
LL6 <- est6 - z*se6
UL6 <- est6 + z*se6
row6 <- c(est6, se6, LL6, UL6)
#B at a2
est7 <- median12 - median22
se7 <- sqrt(se12^2 + se22^2)
LL7 <- est7 - z*se7
UL7 <- est7 + z*se7
row7 <- c(est7, se7, LL7, UL7)
out <- rbind(row1, row2, row3, row4, row5, row6, row7)
rownames(out) <- c("AB:", "A:", "B:", "A at b1:", "A at b2:", "B at a1:", "B at a2:")
colnames(out) = c("Estimate", "SE", "LL", "UL")
return(out)
}
# ci.2x2.median.ws ============================================================
#' Computes confidence intervals of effects in a 2x2 within-subjects design
#' for medians
#'
#'
#' @description
#' Computes distribution-free confidence intervals for the AB interaction
#' effect, main effect of A, main effect of B, simple main effects of A, and
#' simple main effects of B in a 2x2 within-subjects design. The effects are
#' defined in terms of medians rather than means. Tied scores are assumed to
#' be rare.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param y11 vector of scores at level 1 of A and level 1 of B
#' @param y12 vector of scores at level 1 of A and level 2 of B
#' @param y21 vector of scores at level 2 of A and level 1 of B
#' @param y22 vector of scores at level 2 of A and level 2 of B
#'
#'
#' @return
#' Returns a 7-row matrix (one row per effect). The columns are:
#' * Estimate - estimate of effect
#' * SE - standard error
#' * LL - lower limit of the confidence interval
#' * UL - upper limit of the confidence interval
#'
#'
#' @references
#' \insertRef{Bonett2020}{statpsych}
#'
#'
#' @examples
#' y11 <- c(221, 402, 333, 301, 284, 182, 281, 230, 290, 182, 133, 278)
#' y12 <- c(221, 371, 340, 288, 293, 150, 317, 211, 286, 161, 126, 234)
#' y21 <- c(219, 371, 314, 279, 284, 155, 278, 185, 296, 169, 118, 229)
#' y22 <- c(170, 332, 280, 273, 272, 160, 260, 204, 252, 153, 137, 221)
#' ci.2x2.median.ws(.05, y11, y12, y21, y22)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # AB: 2.50 21.050122 -38.757482 43.75748
#' # A: 24.75 9.603490 5.927505 43.57250
#' # B: 18.25 9.101881 0.410641 36.08936
#' # A at b1: 26.00 11.813742 2.845491 49.15451
#' # A at b2: 23.50 16.323093 -8.492675 55.49267
#' # B at a1: 19.50 15.710347 -11.291715 50.29171
#' # B at a2: 17.00 11.850202 -6.225970 40.22597
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats pbinom
#' @importFrom stats median
#' @export
ci.2x2.median.ws <- function(alpha, y11, y12, y21, y22) {
if (length(y11) != length(y12)) {stop("data vectors must have same length")}
if (length(y11) != length(y21)) {stop("data vectors must have same length")}
if (length(y11) != length(y22)) {stop("data vectors must have same length")}
z <- qnorm(1 - alpha/2)
n <- length(y11)
q1 <- c(1, -1, -1, 1)
q2 <- c(.5, .5, -.5, -.5)
q3 <- c(.5, -.5, .5, -.5)
q4 <- c(1, 0, -1, 0)
q5 <- c(0, 1, 0, -1)
q6 <- c(1, -1, 0, 0)
q7 <- c(0, 0, 1, -1)
median11 <- median(y11)
median12 <- median(y12)
median21 <- median(y21)
median22 <- median(y22)
a <- round(n/2 - sqrt(n))
if (a < 1) {a = 1}
p <- pbinom(a - 1, size = n, prob = .5)
z0 <- qnorm(1 - p)
y11.s <- sort(y11)
y12.s <- sort(y12)
y21.s <- sort(y21)
y22.s <- sort(y22)
L11 <- y11.s[a]
U11 <- y11.s[n - a + 1]
L12 <- y12.s[a]
U12 <- y12.s[n - a + 1]
L21 <- y21.s[a]
U21 <- y21.s[n - a + 1]
L22 <- y22.s[a]
U22 <- y22.s[n - a + 1]
se11 <- (U11 - L11)/(2*z0)
se12 <- (U12 - L12)/(2*z0)
se21 <- (U21 - L21)/(2*z0)
se22 <- (U22 - L22)/(2*z0)
# cov(y11,y12)
a1 <- (y11 < median11)
a2 <- (y12 < median12)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
if (n/2 == trunc(n/2)) {
p11.12 <- (sum(a4) + .25)/(n + 1)
} else {
p11.12 <- (sum(a4) + .25)/n
}
c11.12 <- (4*p11.12 - 1)*se11*se12
# cov(y11,y21)
a1 <- (y11 < median11)
a2 <- (y21 < median21)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
if (n/2 == trunc(n/2)) {
p11.21 <- (sum(a4) + .25)/(n + 1)
} else {
p11.21 <- (sum(a4) + .25)/n
}
c11.21 <- (4*p11.21 - 1)*se11*se21
# cov(y11,y22)
a1 <- (y11 < median11)
a2 <- (y22 < median22)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
if (n/2 == trunc(n/2)) {
p11.22 <- (sum(a4) + .25)/(n + 1)
} else {
p11.22 <- (sum(a4) + .25)/n
}
c11.22 <- (4*p11.22 - 1)*se11*se22
# cov(y12,y21)
a1 <- (y12 < median12)
a2 <- (y21 < median21)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
if (n/2 == trunc(n/2)) {
p12.21 <- (sum(a4) + .25)/(n + 1)
} else {
p12.21 <- (sum(a4) + .25)/n
}
c12.21 <- (4*p12.21 - 1)*se12*se21
# cov(y12,y22)
a1 <- (y12 < median12)
a2 <- (y22 < median22)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
if (n/2 == trunc(n/2)) {
p12.22 <- (sum(a4) + .25)/(n + 1)
} else {
p12.22 <- (sum(a4) + .25)/n
}
c12.22 <- (4*p12.22 - 1)*se12*se22
# cov(y21,y22)
a1 <- (y21 < median21)
a2 <- (y22 < median22)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
if (n/2 == trunc(n/2)) {
p21.22 <- (sum(a4) + .25)/(n + 1)
} else {
p21.22 <- (sum(a4) + .25)/n
}
c21.22 <- (4*p21.22 - 1)*se21*se22
cov1 <- c(se11^2, c11.12, c11.21, c11.22)
cov2 <- c(c11.12, se12^2, c12.21, c12.22)
cov3 <- c(c11.21, c12.21, se21^2, c21.22)
cov4 <- c(c11.22, c12.22, c21.22, se22^2)
cov <- rbind(cov1, cov2, cov3, cov4)
# AB
est1 <- (median11 - median12) - (median21 - median22)
se1 <- sqrt(t(q1)%*%cov%*%q1)
LL1 <- est1 - z*se1
UL1 <- est1 + z*se1
row1 <- c(est1, se1, LL1, UL1)
# A
est2 <- (median11 + median12)/2 - (median21 + median22)/2
se2 <- sqrt(t(q2)%*%cov%*%q2)
LL2 <- est2 - z*se2
UL2 <- est2 + z*se2
row2 <- c(est2, se2, LL2, UL2)
# B
est3 <- (median11 + median21)/2 - (median12 + median22)/2
se3 <- sqrt(t(q3)%*%cov%*%q3)
LL3 <- est3 - z*se3
UL3 <- est3 + z*se3
row3 <- c(est3, se3, LL3, UL3)
# A at b1
est4 <- median11 - median21
se4 <- sqrt(t(q4)%*%cov%*%q4)
LL4 <- est4 - z*se4
UL4 <- est4 + z*se4
row4 <- c(est4, se4, LL4, UL4)
# A at b2
est5 <- median12 - median22
se5 <- sqrt(t(q5)%*%cov%*%q5)
LL5 <- est5 - z*se5
UL5 <- est5 + z*se5
row5 <- c(est5, se5, LL5, UL5)
#B at a1
est6 <- median11 - median12
se6 <- sqrt(t(q6)%*%cov%*%q6)
LL6 <- est6 - z*se6
UL6 <- est6 + z*se6
row6 <- c(est6, se6, LL6, UL6)
#B at a2
est7 <- median21 - median22
se7 <- sqrt(t(q7)%*%cov%*%q7)
LL7 <- est7 - z*se7
UL7 <- est7 + z*se7
row7 <- c(est7, se7, LL7, UL7)
out <- rbind(row1, row2, row3, row4, row5, row6, row7)
rownames(out) <- c("AB:", "A:", "B:", "A at b1:", "A at b2:", "B at a1:", "B at a2:")
colnames(out) = c("Estimate", "SE", "LL", "UL")
return(out)
}
# ci.bayes.normal ============================================================
#' Bayesian credible interval for a normal prior distribution
#'
#'
#' @description
#' Computes an approximate Bayesian credible interval for a normal prior
#' distribution. This function can be used with any parameter estimator
#' (e.g., mean, mean difference, linear contrast of means, slope coefficient,
#' standardized mean difference, standardized linear contrast of means, median,
#' median difference, linear contrast of medians, etc.) that has an approximate
#' normal sampling distribution. The mean and standard deviation of the posterior
#' normal distribution are also reported.
#'
#'
#' @param alpha alpha level for 1-alpha credibility interval
#' @param prior.mean mean of prior Normal distribution
#' @param prior.sd standard deviation of prior Normal distribution
#' @param est sample estimate
#' @param se standard error of sample estimate
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Posterior mean - posterior mean of Normal distribution
#' * Posterior SD - posterior standard deviation of Normal distribution
#' * LL - lower limit of the credible interval
#' * UL - upper limit of the credible interval
#'
#'
#' @references
#' \insertRef{Gelman2004}{statpsych}
#'
#'
#' @examples
#' ci.bayes.normal(.05, 30, 2, 24.5, 0.577)
#'
#' # Should return:
#' # Posterior mean Posterior SD LL UL
#' # 24.9226 0.5543895 23.83602 26.00919
#'
#'
#' @importFrom stats qnorm
#' @export
ci.bayes.normal <- function(alpha, prior.mean, prior.sd, est, se) {
zcrit <- qnorm(1 - alpha/2)
post.sd <- sqrt(1/(1/prior.sd^2 + 1/se^2))
post.mean <- ((prior.mean/prior.sd^2) + est/se^2)/(1/prior.sd^2 + 1/se^2)
ll <- post.mean - zcrit*post.sd
ul <- post.mean + zcrit*post.sd
out <- t(c(post.mean, post.sd, ll, ul))
colnames(out) <- c("Posterior mean", "Posterior SD", "LL", "UL")
rownames(out) <- ""
return(out)
}
# =========================== Hypothesis tests ==============================
# test.mean =================================================================
#' Hypothesis test for a mean
#'
#'
#' @description
#' Computes a one-sample t-test for a population mean using the estimated
#' mean, estimated standard deviation, sample size, and null hypothesis value.
#' Use the t.test function for raw data input. A confidence interval for a
#' population mean is a recommended supplement to the t-test (see \link[statpsych]{ci.mean}).
#'
#'
#' @param m estimated mean
#' @param sd estimated standard deviation
#' @param n sample size
#' @param h null hypothesis value of mean
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * t - t test statistic
#' * df - degrees of freedom
#' * p - two-sided p-value
#'
#'
#' @references
#' \insertRef{Snedecor1980}{statpsych}
#'
#'
#' @examples
#' test.mean(24.5, 3.65, 40, 23)
#'
#' # Should return:
#' # t df p
#' # 2.599132 39 0.01312665
#'
#'
#' @importFrom stats pt
#' @export
test.mean <- function(m, sd, n, h) {
df <- n - 1
se <- sd/sqrt(n)
t <- (m - h)/se
p <- 2*(1 - pt(abs(t), df))
out <- t(c(t, df, p))
colnames(out) <- c("t", "df", "p")
rownames(out) <- ""
return(out)
}
# test.skew =================================================================
#' Computes p-value for test of skewness
#'
#'
#' @description
#' Computes a Monte Carlo p-value (250,000 replications) for the null
#' hypothesis that the sample data come from a normal distribution. If the
#' p-value is small (e.g., less than .05) and the skewness estimate is
#' positive, then the normality assumption can be rejected due to positive
#' skewness. If the p-value is small (e.g., less than .05) and the skewness
#' estimate is negative, then the normality assumption can be rejected due
#' to negative skewness.
#'
#'
#' @param y vector of quantitative scores
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Skewness - estimate of skewness coefficient
#' * p - Monte Carlo two-sided p-value
#'
#'
#' @examples
#' y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40, 95)
#' test.skew(y)
#'
#' # Should return:
#' # Skewness p
#' # 1.5201 0.0067
#'
#'
#' @importFrom stats rnorm
#' @importFrom stats sd
#' @export
test.skew <- function(y) {
rep <- 250000
n = length(y)
a <- sqrt((n - 1)/n)
m <- mean(y)
sd <- a*sd(y)
z <- (y - m)/sd
skew <- mean(z^3)
y0 <- matrix(rnorm(rep*n), nrow = rep)
m0 <- matrix(rowMeans(y0), nrow = rep, ncol = 1)
sd0 <- a*sqrt(apply(y0, 1, var))
sd0 <- matrix(sd0, nrow = rep, ncol = 1)
j <- replicate(n, 1)
z0 <- (y0 - m0%*%j)/(sd0%*%j)
skew0 <- rowMeans(z0^3)
c1 <- as.integer(skew0 > abs(skew))
c2 <- as.integer(skew0 < -abs(skew))
e1 <- sum(c1)/rep
e2 <- sum(c2)/rep
p <- e1 + e2
out <- round(t(c(skew, p)), 4)
colnames(out) <- c("Skewness", "p")
rownames(out) <- ""
return(out)
}
# test.kurtosis =================================================================
#' Computes p-value for test of excess kurtosis
#'
#'
#' @description
#' Computes a Monte Carlo p-value (250,000 replications) for the null
#' hypothesis that the sample data come from a normal distribution. If the
#' p-value is small (e.g., less than .05) and excess kurtosis is positive,
#' then the normality assumption can be rejected due to leptokurtosis. If the
#' p-value is small (e.g., less than .05) and excess kurtosis is negative,
#' then the normality assumption can be rejected due to platykurtosis.
#'
#'
#' @param y vector of quantitative scores
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Kurtosis - estimate of kurtosis coefficient
#' * Excess - estimate of excess kurtosis (kurtosis - 3)
#' * p - Monte Carlo two-sided p-value
#'
#'
#' @examples
#' y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40, 95)
#' test.kurtosis(y)
#'
#' # Should return:
#' # Kurtosis Excess p
#' # 4.8149 1.8149 0.0385
#'
#'
#' @importFrom stats rnorm
#' @importFrom stats sd
#' @export
test.kurtosis <- function(y) {
rep <- 250000
n = length(y)
a <- sqrt((n - 1)/n)
m <- mean(y)
sd <- a*sd(y)
z <- (y - m)/sd
kur <- mean(z^4)
y0 <- matrix(rnorm(rep*n), nrow = rep)
m0 <- matrix(rowMeans(y0), nrow = rep, ncol = 1)
sd0 <- a*sqrt(apply(y0, 1, var))
sd0 <- matrix(sd0, nrow = rep, ncol = 1)
j <- replicate(n, 1)
z0 <- (y0 - m0%*%j)/(sd0%*%j)
kur0 <- rowMeans(z0^4)
if (kur > 3) {c <- as.integer(kur0 > kur)}
if (kur < 3) {c <- as.integer(kur0 < kur)}
p <- 2*sum(c)/rep
if (p > .9999) {p = .9999}
out <- round(t(c(kur, kur - 3, p)), 4)
colnames(out) <- c("Kurtosis", "Excess", "p")
rownames(out) <- ""
return(out)
}
# test.mono.mean.bs ==========================================================
#' Test of a monotonic trend in means for an ordered between-subjects factor
#'
#'
#' @description
#' Computes simultaneous confidence intervals for all adjacent pairwise
#' comparisons of population means using estimated group means, estimated
#' group standard deviations, and samples sizes as input. Equal variances are
#' not assumed. A Satterthwaite adjustment to the degrees of freedom is used
#' to improve the accuracy of the confidence intervals. If one or more lower
#' limits are greater than 0 and no upper limit is less than 0, then conclude
#' that the population means are monotonic decreasing. If one or more upper
#' limits are less than 0 and no lower limits are greater than 0, then
#' conclude that the population means are monotonic increasing. Reject the
#' hypothesis of a monotonic trend if any lower limit is greater than 0 and
#' any upper limit is less than 0.
#'
#'
#' @param alpha alpha level for simultaneous 1-alpha confidence
#' @param m vector of estimated group means
#' @param sd vector of estimated group standard deviations
#' @param n vector of sample sizes
#'
#'
#' @return
#' Returns a matrix with the number of rows equal to the number
#' of adjacent pairwise comparisons. The columns are:
#' * Estimate - estimated mean difference
#' * SE - standard error
#' * LL - one-sided lower limit of the confidence interval
#' * UL - one-sided upper limit of the confidence interval
#'
#'
#' @examples
#' m <- c(12.86, 24.57, 36.29, 53.21)
#' sd <- c(13.185, 12.995, 14.773, 15.145)
#' n <- c(20, 20, 20, 20)
#' test.mono.mean.bs(.05, m, sd, n)
#'
#' # Should return:
#' # Estimate SE LL UL
#' # 1 2 -11.71 4.139530 -22.07803 -1.3419744
#' # 2 3 -11.72 4.399497 -22.74731 -0.6926939
#' # 3 4 -16.92 4.730817 -28.76921 -5.0707936
#'
#'
#' @importFrom stats qt
#' @export
test.mono.mean.bs <-function(alpha, m, sd, n) {
a <- length(m)
v <- sd^2
m1 <- m[1: a - 1]
m2 <- m[2: a]
Estimate <- m1 - m2
v1 <- v[1: a - 1]
v2 <- v[2: a]
n1 <- n[1: a - 1]
n2 <- n[2: a]
SE <- sqrt(v1/n1 + v2/n2)
t <- Estimate/SE
df <- SE^4/(v1^2/(n1^2*(n1 - 1)) + v2^2/(n2^2*(n2 - 1)))
tcrit <- qt(1 - alpha/(2*(a - 1)), df)
LL <- Estimate - tcrit*SE
UL <- Estimate + tcrit*SE
pair = cbind(seq(1, a - 1), seq(2, a))
out <- cbind(pair, Estimate, SE, LL, UL)
rownames(out) <- rep("", a - 1)
return(out)
}
# ====================== Sample Size for Desired Precision ====================
# size.ci.mean ===============================================================
#' Sample size for a mean confidence interval
#'
#'
#' @description
#' Computes the sample size required to estimate a population mean with
#' desired confidence interval precision. Set the variance planning value to
#' the largest value within a plausible range for a conservatively large
#' sample size.
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param var planning value of response variable variance
#' @param w desired confidence interval width
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.ci.mean(.05, 264.4, 10)
#'
#' # Should return:
#' # Sample size
#' # 43
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.mean <- function(alpha, var, w) {
z <- qnorm(1 - alpha/2)
n <- ceiling(4*var*(z/w)^2 + z^2/2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.ci.mean2 ============================================================
#' Sample size for a 2-group mean difference confidence interval
#'
#'
#' @description
#' Computes the sample size for each group required to estimate a population
#' mean difference with desired confidence interval precision in a 2-group
#' design. Set R = 1 for equal sample sizes. Set the variance planning value
#' to the largest value within a plausible range for a conservatively large
#' sample size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param var planning value of average within-group variance
#' @param w desired confidence interval width
#' @param R n2/n1 ratio
#'
#'
#' @return
#' Returns the required sample size for each group
#'
#'
#' @examples
#' size.ci.mean2(.05, 37.1, 5, 1)
#'
#' # Should return:
#' # n1 n2
#' # 47 47
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.mean2 <- function(alpha, var, w, R) {
z <- qnorm(1 - alpha/2)
n1 <- ceiling(4*var*(1 + 1/R)*(z/w)^2 + z^2/4)
n2 <- ceiling(R*n1)
out <- t(c(n1, n2))
colnames(out) <- c("n1", "n2")
rownames(out) <- ""
return(out)
}
# size.ci.stdmean2 ===========================================================
#' Sample size for a 2-group standardized mean difference confidence interval
#'
#'
#' @description
#' Computes the sample size per group required to estimate two types of
#' population standardized mean differences (unweighted standardizer and single
#' group standardizer) with desired confidence interval precision in a 2-group
#' design. Set the standardized mean difference planning value to the largest
#' value within a plausible range for a conservatively large sample size. Set
#' R = 1 for equal sample sizes.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param d planning value of standardized mean difference
#' @param w desired confidence interval width
#' @param R n2/n1 ratio
#'
#'
#' @references
#' \insertRef{Bonett2009}{statpsych}
#'
#'
#' @return
#' Returns the required sample size per group for each standardizer
#'
#'
#' @examples
#' size.ci.stdmean2(.05, .75, .5, 1)
#'
#' # Should return:
#' # n1 n2
#' # Unweighted standardizer: 132 132
#' # Single group standardizer: 141 141
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.stdmean2 <- function(alpha, d, w, R) {
z <- qnorm(1 - alpha/2)
n11 <- ceiling((d^2*(1 + R)/(2*R) + 4*(1 + R)/R)*(z/w)^2)
n12 <- ceiling(R*n11)
n21 <- ceiling((2*d^2*(1 + R)/(2*R) + 4*(1 + R)/R)*(z/w)^2)
n22 <- ceiling(R*n21)
out1 <- t(c(n11, n12))
out2 <- t(c(n21, n22))
out <- rbind(out1, out2)
colnames(out) <- c("n1", "n2")
rownames(out) <- c("Unweighted standardizer:", "Single group standardizer:")
return(out)
}
# size.ci.ratio.mean2 =======================================================
#' Sample size for a 2-group mean ratio confidence interval
#'
#'
#' @description
#' Computes the sample size in each group required to estimate a ratio of
#' population means with desired confidence interval precision in a 2-group
#' design. This function requires planning values for each mean and the sample
#' size requirement is very sensitive to these planning values. Set the
#' variance planning value to the largest value within a plausible range for a
#' conservatively large sample size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param var planning value of average within-group variance
#' @param m1 planning value of mean for group 1
#' @param m2 planning value of mean for group 2
#' @param r desired upper to lower confidence interval endpoint ratio
#' @param R n2/n1 ratio
#'
#'
#' @return
#' Returns the required sample size for each group
#'
#'
#' @examples
#' size.ci.ratio.mean2(.05, .4, 3.5, 3.1, 1.2, 2)
#'
#' # Should return:
#' # n1 n2
#' # 53 106
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.ratio.mean2 <- function(alpha, var, m1, m2, r, R) {
z <- qnorm(1 - alpha/2)
n1 <- ceiling(4*var*(1 + 1/R)*(1/m1^2 + 1/m2^2)*(z/log(r))^2 + z^2/4)
n2 <- ceiling(R*n1)
out <- t(c(n1, n2))
colnames(out) <- c("n1", "n2")
rownames(out) <- ""
return(out)
}
# size.ci.lc.mean.bs ========================================================
#' Sample size for a between-subjects mean linear contrast confidence interval
#'
#'
#' @description
#' Computes the sample size in each group (assuming equal sample sizes)
#' required to estimate a linear contrast of population means with desired
#' confidence interval precision in a between-subjects design. Set the
#' variance planning value to the largest value within a plausible range
#' for a conservatively large sample size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param var planning value of average within-group variance
#' @param w desired confidence interval width
#' @param v vector of between-subjects contrast coefficients
#'
#'
#' @return
#' Returns the required sample size for each group
#'
#'
#' @examples
#' v <- c(.5, .5, -1)
#' size.ci.lc.mean.bs(.05, 5.62, 2.0, v)
#'
#' # Should return:
#' # Sample size per group
#' # 34
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.lc.mean.bs <- function(alpha, var, w, v) {
z <- qnorm(1 - alpha/2)
m <- length(v) - sum(v == 0)
n <- ceiling(4*var*(t(v)%*%v)*(z/w)^2 + z^2/(2*m))
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size per group"
rownames(out) <- ""
return(out)
}
# size.ci.lc.stdmean.bs ======================================================
#' Sample size for a between-subjects standardized linear contrast of means
#' confidence interval
#'
#'
#' @description
#' Computes the sample size per group (assuming equal sample sizes)
#' required to estimate two types of standardized linear contrasts of
#' population means (unweighted average standardizer and single group
#' standardizer) with desired confidence interval precision in a
#' between-subjects design. Set the standardized linear contrast of
#' means to the largest value within a plausible range for a conservatively
#' large sample size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param d planning value of standardized linear contrast of means
#' @param w desired confidence interval width
#' @param v vector of between-subjects contrast coefficients
#'
#'
#' @references
#' \insertRef{Bonett2009}{statpsych}
#'
#'
#' @return
#' Returns the required sample size per group for each standardizer
#'
#'
#' @examples
#' v <- c(.5, .5, -.5, -.5)
#' size.ci.lc.stdmean.bs(.05, 1, .6, v)
#'
#' # Should return:
#' # Sample size per group
#' # Unweighted standardizer: 49
#' # Single group standardizer: 65
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.lc.stdmean.bs <- function(alpha, d, w, v) {
z <- qnorm(1 - alpha/2)
a <- length(v)
n1 <- ceiling((2*d^2/a + 4*(t(v)%*%v))*(z/w)^2)
n2 <- ceiling((2*d^2 + 4*(t(v)%*%v))*(z/w)^2)
out1 <- n1
out2 <- n2
out <- rbind(out1, out2)
colnames(out) <- "Sample size per group"
rownames(out) <- c("Unweighted standardizer:", "Single group standardizer:")
return(out)
}
# size.ci.mean.ps ============================================================
#' Sample size for a paired-samples mean difference confidence interval
#'
#'
#' @description
#' Computes the sample size required to estimate a difference in population
#' means with desired confidence interval precision in a paired-samples
#' design. This function requires a planning value for the average of the
#' variances for the two measurements. Set the Pearson correlation planning
#' value to the smallest value within a plausible range for a conservatively
#' large sample size. Set the variance planning value to the largest value
#' within a plausible range for a conservatively large sample size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param var planning value of average variance of the two measurements
#' @param cor planning value of correlation between measurements
#' @param w desired confidence interval width
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.ci.mean.ps(.05, 265, .8, 10)
#'
#' # Should return:
#' # Sample size
#' # 19
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.mean.ps <- function(alpha, var, cor, w) {
z <- qnorm(1 - alpha/2)
n <- ceiling(8*(1 - cor)*var*(z/w)^2 + z^2/2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.ci.stdmean.ps ========================================================
#' Sample size for a paired-samples standardized mean difference confidence
#' interval
#'
#'
#' @description
#' Computes the sample size required to estimate two types of population
#' standardized mean differences (unweighted standardizer and single group
#' standardizer) with desired confidence interval precision in a paired-samples
#' design. Set the standardized mean difference planning value to the largest
#' value within a plausible range, and set the Pearson correlation planning
#' value to the smallest value within a plausible range for a conservatively
#' large sample size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param d planning value of standardized mean difference
#' @param cor planning value of correlation between measurements
#' @param w desired confidence interval width
#'
#'
#' @references
#' \insertRef{Bonett2009}{statpsych}
#'
#'
#' @return
#' Returns the required sample size for each standardizer
#'
#'
#' @examples
#' size.ci.stdmean.ps(.05, 1, .65, .6)
#'
#' # Should return:
#' # Sample Size
#' # Unweighted standardizer: 46
#' # Single group standardizer: 52
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.stdmean.ps <- function(alpha, d, cor, w) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
z <- qnorm(1 - alpha/2)
n1 <- ceiling((d^2*(1 + cor^2) + 8*(1 - cor))*(z/w)^2)
n2 <- ceiling((2*d^2 + 8*(1 - cor))*(z/w)^2)
out1 <- n1
out2 <- n2
out <- rbind(out1, out2)
colnames(out) <- "Sample size"
rownames(out) <- c("Unweighted standardizer:", "Single group standardizer:")
return(out)
}
# size.ci.ratio.mean.ps =====================================================
#' Sample size for a paired-samples mean ratio confidence interval
#'
#'
#' @description
#' Computes the sample size required to estimate a ratio of population means
#' with desired confidence interval precision in a paired-samples design.
#' Set the correlation planning value to the smallest value within a plausible
#' range for a conservatively large sample size. This function requires
#' planning values for each mean and the sample size requirement is very
#' sensitive to these planning values. Set the variance planning value to
#' the largest value within a plausible range for a conservatively large
#' sample size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param var planning value of average variance of the two measurements
#' @param m1 planning value of mean for measurement 1
#' @param m2 planning value of mean for measurement 2
#' @param cor planning value for correlation between measurements
#' @param r desired upper to lower confidence interval endpoint ratio
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.ci.ratio.mean.ps(.05, 400, 150, 100, .7, 1.2)
#'
#' # Should return:
#' # Sample size
#' # 21
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.ratio.mean.ps <- function(alpha, var, m1, m2, cor, r) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
z <- qnorm(1 - alpha/2)
n <- ceiling(8*var*(1/m1^2 + 1/m2^2 - 2*cor/(m1*m2))*(z/log(r))^2 + z^2/2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.ci.lc.mean.ws ========================================================
#' Sample size for a within-subjects mean linear contrast confidence interval
#'
#'
#' @description
#' Computes the sample size required to estimate a linear contrast of
#' population means with desired confidence interval precision in a
#' within-subjects design. Set the variance planning value to the
#' largest value within a plausible range for a conservatively large
#' sample size. Set the Pearson correlation planning value to the
#' smallest value within a plausible range for a conservatively
#' large sample size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param var planning value of average variance of the measurements
#' @param cor planning value of average correlation between measurements
#' @param w desired confidence interval width
#' @param q vector of within-subjects contrast coefficients
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' q <- c(.5, .5, -.5, -.5)
#' size.ci.lc.mean.ws(.05, 265, .8, 10, q)
#'
#' # Should return:
#' # Sample size
#' # 11
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.lc.mean.ws <- function(alpha, var, cor, w, q) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
z <- qnorm(1 - alpha/2)
k <- length(q)
n <- ceiling(4*(1 - cor)*var*(t(q)%*%q)*(z/w)^2 + z^2/2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.ci.lc.stdmean.ws ===================================================
#' Sample size for a within-subjects standardized linear contrast of means
#' confidence interval
#'
#'
#' @description
#' Computes the sample size required to estimate two types of standardized
#' linear contrasts of population means (unweighted standardizer and single
#' level standardizer) with desired confidence interval precision in a
#' within-subjects design. For a conservatively large sample size, set the
#' standardized linear contrast of means planning value to the largest value
#' within a plausible range, and set the Pearson correlation planning value
#' to the smallest value within a plausible range.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param d planning value of standardized linear contrast
#' @param cor planning value of average correlation between measurements
#' @param w desired confidence interval width
#' @param q vector of within-subjects contrast coefficients
#'
#'
#' @references
#' \insertRef{Bonett2009}{statpsych}
#'
#'
#' @return
#' Returns the required sample size for each standardizer
#'
#'
#' @examples
#' q <- c(.5, .5, -.5, -.5)
#' size.ci.lc.stdmean.ws(.05, 1, .7, .6, q)
#'
#' # Should return:
#' # Sample size
#' # Unweighted standardizer: 26
#' # Single level standardizer: 35
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.lc.stdmean.ws <- function(alpha, d, cor, w, q) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
z <- qnorm(1 - alpha/2)
a <- length(q)
n1 <- ceiling((2*d^2*(1 + (a - 1)*cor^2)/a + 4*(1 - cor)*(t(q)%*%q))*(z/w)^2)
n2 <- ceiling((2*d^2 + 4*(1 - cor)*(t(q)%*%q))*(z/w)^2)
out1 <- n1
out2 <- n2
out <- rbind(out1, out2)
colnames(out) <- "Sample size"
rownames(out) <- c("Unweighted standardizer:", "Single level standardizer:")
return(out)
}
# size.ci.cronbach ========================================================
#' Sample size for a Cronbach reliability confidence interval
#'
#'
#' Computes the sample size required to estimate a Cronbach reliability
#' with desired confidence interval precision. Set the reliability planning
#' value to the smallest value within a plausible range for a
#' conservatively large sample size.
#'
#'
#' @param alpha alpha value for 1-alpha confidence
#' @param rel reliability planning value
#' @param r number of measurements
#' @param w desired confidence interval width
#'
#'
#' @references
#' \insertRef{Bonett2015}{statpsych}
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.ci.cronbach(.05, .85, 5, .1)
#'
#' # Should return:
#' # Sample size
#' # 89
#'
#'
#' @importFrom stats qf
#' @importFrom stats qnorm
#' @export
size.ci.cronbach <- function(alpha, rel, r, w) {
if (rel > .999 || rel < .001) {stop("reliability must be between .001 and .999")}
z <- qnorm(1 - alpha/2)
n0 <- ceiling((8*r/(r - 1))*(1 - rel)^2*(z/w)^2 + 2)
df1 <- n0 - 1
df2 <- n0*(r - 1)
f1 <- qf(1 - alpha/2, df1, df2)
f2 <- qf(1 - alpha/2, df2, df1)
f0 <- 1/(1 - rel)
ll <- 1 - f1/f0
ul <- 1 - 1/(f0*f2)
w0 <- ul - ll
n <- ceiling((n0 - 2)*(w0/w)^2 + 2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.ci.etasqr =============================================================
#' Sample size for an eta-squared confidence interval
#'
#'
#' @description
#' Computes the sample size required to estimate an eta-squared coefficient
#' in a one-way ANOVA with desired confidence interval precision. Set the
#' planning value of eta-squared to about 1/3 for a conservatively large sample
#' size.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param etasqr planning value of eta-squared
#' @param groups number of groups
#' @param w desired confidence interval width
#'
#'
#' @return
#' Returns the required sample size for each group
#'
#'
#' @examples
#' size.ci.etasqr(.05, .333, 3, .2)
#'
#' # Should return:
#' # Sample size per group
#' # 63
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.etasqr <- function(alpha, etasqr, groups, w) {
alpha1 <- alpha/2
alpha2 <- 1 - alpha1
if (etasqr <= .001) {stop("etasqr must be greater than .001")}
if (w >= .999) {stop("CI width must be less than .999")}
if (w <= .001) {stop("CI width must be greater than .001")}
df1 <- groups - 1
z <- qnorm(alpha2)
n1 <- ceiling(16*etasqr*(1 - etasqr)*(z/w)^2 + groups + 1)
df2 <- n1 - groups
if (df2 < groups) {df2 = groups}
ci <- ci.etasqr(alpha, etasqr, df1, df2)
ll <- ci[1,4]
ul <- ci[1,5]
n2 <- ceiling(n1*((ul - ll)/w)^2)
df2 <- n2 - groups
if (df2 < groups) {df2 = groups}
ci <- ci.etasqr(alpha, etasqr, df1, df2)
ll <- ci[1,4]
ul <- ci[1,5]
n <- ceiling(n2*((ul - ll)/w)^2)
n0 <- ceiling(n/groups)
if (n0 < 2) {n0 = 2}
out <- matrix(n0, nrow = 1, ncol = 1)
colnames(out) <- "Sample size per group"
rownames(out) <- ""
return(out)
}
# size.ci.second =============================================================
#' Sample size for a second-stage confidence interval
#'
#'
#' @description
#' Computes the second-stage sample size required to obtain desired confidence
#' interval precision. This function can use either the total sample size for
#' all groups in the first stage sample or a single group sample size in the
#' first stage sample. If the total first-stage sample size is given, then the
#' function computes the total sample size required in the second-stage sample.
#' If a single group first-stage sample size is given, then the function
#' computes the single-group sample size required in the second-stage sample.
#' The second-stage sample is combined with the first-stage sample to obtain
#' the desired confidence interval width.
#'
#'
#' @param n0 first-stage sample size
#' @param w0 confidence interval width in first-stage sample
#' @param w desired confidence interval width
#'
#'
#' @return
#' Returns the required sample size for the second-stage sample
#'
#'
#' @examples
#' size.ci.second(20, 5.3, 2.5)
#'
#' # Should return:
#' # Second-stage sample size
#' # 70
#'
#'
#' @importFrom stats qnorm
#' @export
size.ci.second <- function(n0, w0, w) {
n <- ceiling(((w0/w)^2 - 1)*n0)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Second-stage sample size"
rownames(out) <- ""
return(out)
}
# size.ci.mean.prior =========================================================
#' Sample size for a mean confidence interval using a planning value from
#' a prior study
#'
#'
#' @description
#' Computes the sample size required to estimate a population mean with
#' desired confidence interval precision in applications where an estimated
#' variance from a prior study is available. The actual confidence interval
#' width in the planned study will depend on the value of the estimated
#' variance in the planned study. An estimated variance from a prior study
#' is used to predict the value of the estimated correlation in the planned
#' study, and the predicted variance estimate is then used in the sample
#' size computation.
#'
#' This sample size approach assumes that the population variance in the
#' prior study is very similar to the population variance in the planned
#' study. In a typical sample size analysis, this type of information is not
#' available, and the researcher must use expert opinion to guess the value
#' of the variance that will be observed in the planned study. The
#' \link[statpsych]{size.ci.mean}) function uses a variance planning value
#' that is based on expert opinion regarding the likely value of the
#' variance estimate that will be observed in the planned study.
#'
#'
#' @param alpha1 alpha level for 1-alpha1 confidence in the planned study
#' @param alpha2 alpha level for the 1-alpha2 prediction interval
#' @param var0 estimated variance in prior study
#' @param n0 sample size in prior study
#' @param w desired confidence interval width
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.ci.mean.prior(.05, .10, 26.4, 25, 4)
#'
#' # Should return:
#' # Sample size
#' # 44
#'
#' @export
size.ci.mean.prior <- function(alpha1, alpha2, var0, n0, w) {
if (var0 < 0) {stop("variance must be positive")}
ci <- ci.var.upper(alpha2, var0, n0)
ul <- ci[1,1]
n1 <- size.ci.mean(alpha1, ul, w)
pi <- pi.var.upper(alpha2, var0, n0, n1)
ul <- pi[1,1]
n2 <- size.ci.mean(alpha1, ul, w)
pi <- pi.var.upper(alpha2, var0, n0, n2)
ul <- pi[1,1]
n <- size.ci.mean(alpha1, ul, w)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# ======================== Sample Size for Desired Power ======================
# size.test.mean ============================================================
#' Sample size for a test of a mean
#'
#'
#' @description
#' Computes the sample size required to test a single population mean with
#' desired power in a 1-group design. Set the variance planning value to the
#' largest value within a plausible range for a conservatively large sample
#' size.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param var planning value of response variable variance
#' @param es planning value of mean minus null hypothesis value
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.test.mean(.05, .9, 80.5, 7)
#'
#' # Should return:
#' # Sample size
#' # 20
#'
#'
#' @importFrom stats qnorm
#' @export
size.test.mean <- function(alpha, pow, var, es) {
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
n <- ceiling(var*(za + zb)^2/es^2 + za^2/2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.test.mean2 ============================================================
#' Sample size for a test of a 2-group mean difference
#'
#'
#' @description
#' Computes the sample size in each group required to test a difference in
#' population means with desired power in a 2-group design. Set R =1 for equal
#' sample sizes. Set the variance planning value to the largest value within a
#' plausible range for a conservatively large sample size.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param var planning value of average within-group variance
#' @param es planning value of mean difference
#' @param R n2/n1 ratio
#'
#'
#' @return
#' Returns the required sample size for each group
#'
#'
#' @examples
#' size.test.mean2(.05, .95, 100, 10, 1)
#'
#' # Should return:
#' # n1 n2
#' # 27 27
#'
#'
#' @importFrom stats qnorm
#' @export
size.test.mean2 <- function(alpha, pow, var, es, R) {
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
n1 <- ceiling(var*(1 + 1/R)*(za + zb)^2/es^2 + za^2/4)
n2 <- ceiling(R*n1)
out <- t(c(n1, n2))
colnames(out) <- c("n1", "n2")
rownames(out) <- ""
return(out)
}
# size.test.lc.mean.bs ======================================================
#' Sample size for a test of a between-subjects mean linear contrast
#'
#'
#' @description
#' Computes the sample size in each group (assuming equal sample sizes)
#' required to test a linear contrast of population means with desired
#' power in a between-subjects design. Set the variance planning value
#' to the largest value within a plausible range for a conservatively
#' large sample size.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param var planning value of average within-group variance
#' @param es planning value of linear contrast of means
#' @param v vector of between-subjects contrast coefficients
#'
#'
#' @return
#' Returns the required sample size for each group
#'
#'
#' @examples
#' v <- c(1, -1, -1, 1)
#' size.test.lc.mean.bs(.05, .90, 27.5, 5, v)
#'
#' # Should return:
#' # Sample size per group
#' # 47
#'
#'
#' @importFrom stats qnorm
#' @export
size.test.lc.mean.bs <- function(alpha, pow, var, es, v) {
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
m <- length(v) - sum(v == 0)
n <- ceiling(var*(t(v)%*%v)*(za + zb)^2/es^2 + za^2/(2*m))
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size per group"
rownames(out) <- ""
return(out)
}
# size.equiv.mean2 ==========================================================
#' Sample size for a 2-group mean equivalence test
#'
#'
#' @description
#' Computes the sample size in each group (assuming equal sample sizes)
#' required to perform an equivalence test for the difference in population
#' means with desired power in a 2-group design. The value of h specifies a
#' range of practical equivalence, -h to h, for the difference in population
#' means. The planning value for the absolute mean difference must be less
#' than h. Equivalence tests often require a very large sample size.
#' Equivalence tests usually use 2 x alpha rather than alpha (e.g., use
#' alpha = .10 rather alpha = .05). Set the variance planning value to the
#' largest value within a plausible range for a conservatively large sample
#' size.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param var planning value of average within-group variance
#' @param es planning value of mean difference
#' @param h upper limit for range of practical equivalence
#'
#'
#' @return
#' Returns the required sample size for each group
#'
#'
#' @examples
#' size.equiv.mean2(.10, .80, 15, 2, 4)
#'
#' # Should return:
#' # Sample size per group
#' # 50
#'
#'
#' @importFrom stats qnorm
#' @export
size.equiv.mean2 <- function(alpha, pow, var, es, h) {
if (h <= abs(es)) {stop("|es| must be less than h")}
za <- qnorm(1 - alpha)
zb <- qnorm(1 - (1 - pow)/2)
n <- ceiling(var*2*(za + zb)^2/(abs(h) - abs(es))^2 + za^2/4)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size per group"
rownames(out) <- ""
return(out)
}
# size.supinf.mean2 =========================================================
#' Sample size for a 2-group mean superiority or noninferiority test
#'
#'
#' @description
#' Computes the sample size in each group (assuming equal sample sizes)
#' required to perform a superiority or noninferiority test for the difference
#' in population means with desired power in a 2-group design. For a
#' superiority test, specify the upper limit (h) for the range of practical
#' equivalence and specify an effect size (es) such that es > h. For a
#' noninferiority test, specify the lower limit (-h) for the range of
#' practical equivalence and specify an effect size such that es > -h.
#' Set the variance planning value to the largest value within a plausible
#' range for a conservatively large sample size.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param var planning value of average within-group variance
#' @param es planning value of mean difference
#' @param h upper or lower limit for range of practical equivalence
#'
#'
#' @return
#' Returns the required sample size for each group
#'
#'
#' @examples
#' size.supinf.mean2(.05, .80, 225, 9, 4)
#'
#' # Should return:
#' # Sample size per group
#' # 143
#'
#'
#' @importFrom stats qnorm
#' @export
size.supinf.mean2 <- function(alpha, pow, var, es, h) {
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
n <- ceiling(var*2*(za + zb)^2/(es - h)^2 + za^2/4)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size per group"
rownames(out) <- ""
return(out)
}
# size.test.mean.ps ==========================================================
#' Sample size for a test of a paired-samples mean difference
#'
#'
#' @description
#' Computes the sample size required to test a difference in population means
#' with desired power in a paired-samples design. Set the Pearson correlation
#' planning value to the smallest value within a plausible range, and set the
#' variance planning value to the largest value within a plausible range for a
#' conservatively large sample size.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param var planning value of average variance of the two measurements
#' @param es planning value of mean difference
#' @param cor planning value of correlation
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.test.mean.ps(.05, .80, 1.25, .5, .75)
#'
#' # Should return:
#' # Sample size
#' # 22
#'
#'
#' @importFrom stats qnorm
#' @export
size.test.mean.ps <- function(alpha, pow, var, es, cor) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
n <- ceiling(2*var*(1 - cor)*(za + zb)^2/es^2 + za^2/2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.test.lc.mean.ws =======================================================
#' Sample size for a test of a within-subjects mean linear contrast
#'
#'
#' @description
#' Computes the sample size required to test a linear contrast of population
#' means with desired power in a within-subjects design. Set the average variance
#' planning value to the largest value within a plausible range for a
#' conservatively large sample size. Set the average correlation planning value to
#' the smallest value within a plausible range for a conservatively large sample
#' size.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param var planning value of average variance of measurements
#' @param es planning value of linear contrast of means
#' @param cor planning value of average correlation between measurements
#' @param q vector of with-subjects contrast coefficients
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' q <- c(.5, .5, -.5, -.5)
#' size.test.lc.mean.ws(.05, .90, 50.7, 2, .8, q)
#'
#' # Should return:
#' # Sample size
#' # 29
#'
#'
#' @importFrom stats qnorm
#' @export
size.test.lc.mean.ws <- function(alpha, pow, var, es, cor, q) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
n <- ceiling(var*(1 - cor)*(t(q)%*%q)*(za + zb)^2/es^2 + za^2/2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.equiv.mean.ps ==========================================================
#' Sample size for a paired-samples mean equivalence test
#'
#'
#' @description
#' Computes the sample size required to perform an equivalence test for the
#' difference in population means with desired power in a paired-samples
#' design. The value of h specifies a range of practical equivalence, -h to h,
#' for the difference in population means. The planning value for the absolute
#' mean difference must be less than h. Equivalence tests often require a
#' very large sample size. Equivalence tests usually use 2 x alpha rather than
#' alpha (e.g., use alpha = .10 rather alpha = .05). Set the Pearson correlation
#' value to the smallest value within a plausible range, and set the variance
#' planning value to the largest value within a plausible range for a
#' conservatively large sample size.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param var planning value of average variance of the two measurements
#' @param es planning value of mean difference
#' @param cor planning value of the correlation between measurements
#' @param h upper limit for range of practical equivalence
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.equiv.mean.ps(.10, .85, 15, .5, .7, 1.5)
#'
#' # Should return:
#' # Sample size
#' # 68
#'
#'
#' @importFrom stats qnorm
#' @export
size.equiv.mean.ps <- function(alpha, pow, var, es, cor, h) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
if (h <= abs(es)) {stop("|es| must be less than h")}
za <- qnorm(1 - alpha)
zb <- qnorm(1 - (1 - pow)/2)
n <- ceiling(2*var*(1 - cor)*(za + zb)^2/(h - abs(es))^2 + za^2/2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.supinf.mean.ps ========================================================
#' Sample size for a paired-samples mean superiority or noninferiority test
#'
#'
#' @description
#' Computes the sample size required to perform a superiority or noninferiority
#' test for the difference in population means with desired power in a
#' paired-samples design. For a superiority test, specify the upper limit (h)
#' for the range of practical equivalence and specify an effect size (es) such
#' that es > h. For a noninferiority test, specify the lower limit (-h) for
#' the range of practical equivalence and specify an effect size such that
#' es > -h. Set the Pearson correlation planning value to the smallest value
#' within a plausible range, and set the variance planning value to the largest
#' value within a plausible range for a conservatively large sample size.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param var planning value of average variance of the two measurements
#' @param es planning value of mean difference
#' @param cor planning value of the correlation between measurements
#' @param h upper or lower limit for range of practical equivalence
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.supinf.mean.ps(.05, .80, 225, 9, .75, 4)
#'
#' # Should return:
#' # Sample size
#' # 38
#'
#'
#' @importFrom stats qnorm
#' @export
size.supinf.mean.ps <- function(alpha, pow, var, es, cor, h) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
n <- ceiling(2*var*(1 - cor)*(za + zb)^2/(es - h)^2 + za^2/2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.test.mann ============================================================
#' Sample size for a Mann-Whitney test
#'
#'
#' @description
#' Computes the sample size in each group (assuming equal sample sizes)
#' required for the Mann-Whitney test with desired power. A planning value
#' of the Mann-Whitney parameter is required. In a 2-group experiment, this
#' parameter is the proportion of members in the population with scores that
#' would be larger under treatment 1 than treatment 2. In a 2-group
#' nonexperiment where participants are sampled from two subpopulations of
#' sizes N1 and N2, the parameter is the proportion of all N1 x N2 pairs in
#' which a member from subpopulation 1 has a larger score than a member from
#' subpopulation 2.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param p planning value of Mann-Whitney parameter
#'
#'
#' @references
#' \insertRef{Noether1987}{statpsych}
#'
#'
#' @return
#' Returns the required sample size for each group
#'
#'
#' @examples
#' size.test.mann(.05, .90, .3)
#'
#' # Should return:
#' # Sample size per group
#' # 44
#'
#'
#' @importFrom stats qnorm
#' @export
size.test.mann <- function(alpha, pow, p) {
if (p > .999 || p < .001) {stop("Mann-Whitney parameter must be between .001 and .999")}
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
es <- p - .5;
n <- ceiling((za + zb)^2/(6*es^2))
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size per group"
rownames(out) <- ""
return(out)
}
# size.test.sign ===========================================================
#' Sample size for a 1-group sign test
#'
#'
#' @description
#' Computes the sample size required for a 1-group sign test with desired
#' power (see size.test.sign.ps for a paired-samples sign test). The Sign
#' test is a test of the null hypothesis that the population median is equal
#' to some specified value. This null hypothesis can also be expressed in
#' terms of the proportion of scores in the population that are greater than
#' the hypothesized population median value. Under the null hypothesis, this
#' proportion is equal to .5. This function requires a planning value of this
#' population proportion.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param p planning value of proportion
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.test.sign(.05, .90, .3)
#'
#' # Should return:
#' # Sample size
#' # 67
#'
#'
#' @importFrom stats qnorm
#' @export
size.test.sign <- function(alpha, pow, p) {
if (p > .9999 || p < .0001) {stop("proportion must be between .0001 and .9999")}
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
n0 <- ceiling((za*sqrt(.25) + zb*sqrt(p*(1 - p)))^2/((p - .5)^2))
n <- n0 + 1/abs(p - .5)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.test.sign.ps =========================================================
#' Sample size for a paired-samples sign test
#'
#'
#' @description
#' Computes sample size required for a paired-samples sign test with desired
#' power. The null hypothesis can be expressed in terms of a population
#' proportion. In a paired-samples experiment, the proportion is defined as
#' the proportion of members in the population with scores that would be
#' larger under treatment 1 than treatment 2. In a paired-samples
#' nonexperiment, the proportion is the proportion of members in the
#' population with measurement 1 scores that are larger than their
#' measurement 2 scores. Under the null hypothesis, the proportion is equal
#' to .5. This function requires a planning value of this population
#' proportion.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param p planning value of proportion
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @examples
#' size.test.sign.ps(.05, .90, .75)
#'
#' # Should return:
#' # Sample size
#' # 42
#'
#'
#' @importFrom stats qnorm
#' @export
size.test.sign.ps <- function(alpha, pow, p) {
if (p > .9999 || p < .0001) {stop("proportion must be between .0001 and .9999")}
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
n0 <- ceiling((za*sqrt(.25) + zb*sqrt(p*(1 - p)))^2/((p - .5)^2))
n <- n0 + 1/abs(p - .5)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# size.test.cronbach ========================================================
#' Sample size to test a Cronbach reliability
#'
#'
#' Computes the sample size required to test a Cronbach reliability with
#' desired power.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param pow desired power
#' @param rel reliability planning value
#' @param r number of measurements
#' @param h null hypothesis value of reliability
#'
#'
#' @return
#' Returns the required sample size
#'
#'
#' @references
#' \insertRef{Bonett2015}{statpsych}
#'
#'
#' @examples
#' size.test.cronbach(.05, .85, .80, 5, .7)
#'
#' # Should return:
#' # Sample size
#' # 139
#'
#'
#' @importFrom stats qnorm
#' @export
size.test.cronbach <- function(alpha, pow, rel, r, h) {
if (rel > .999 || rel < .001) {stop("reliability must be between .001 and .999")}
za <- qnorm(1 - alpha/2)
zb <- qnorm(pow)
e <- (1 - rel)/(1 - h)
n <- ceiling((2*r/(r - 1))*(za + zb)^2/log(e)^2 + 2)
out <- matrix(n, nrow = 1, ncol = 1)
colnames(out) <- "Sample size"
rownames(out) <- ""
return(out)
}
# ======================= Power for Planned Sample Size =======================
# power.mean ================================================================
#' Approximates the power of a one-sample t-test for a planned sample size
#'
#'
#' @description
#' Computes the approximate power of a one-sample t-test for a planned sample
#' size. For a conservatively low power approximation, set the variance
#' planning value to the largest value within its plausible range, and set the
#' effect size to a minimally interesting value.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param n planned sample size
#' @param var planning value of response variable variance
#' @param es planning value of mean minus null hypothesis value
#'
#'
#' @return
#' Returns the approximate power of the test
#'
#'
#' @examples
#' power.mean(.05, 15, 80.5, 7)
#'
#' # Should return:
#' # Power
#' # 0.8021669
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
power.mean <- function(alpha, n, var, es) {
df <- n - 1
t <- qt(1 - alpha/2, df)
z <- abs(es)/sqrt(var/n)
pow1 <- 1 - pt(t, df, z)
pow2 <- 1 - pt(t, df, -z)
pow <- pow1 + pow2
out <- matrix(pow, nrow = 1, ncol = 1)
colnames(out) <- "Power"
rownames(out) <- ""
return(out)
}
# power.mean2 ================================================================
#' Approximates the power of a two-sample t-test for planned sample sizes
#'
#'
#' @description
#' Computes the approximate power of a two-sample t-test for planned sample
#' sizes. For a conservatively low power approximation, set the variance
#' planning values to the largest values within their plausible ranges,
#' and set the effect size to a minimally interesting value. The within-group
#' variances can be unequal across groups and a Satterthwaite degree of freedom
#' adjustment is used to improve the accuracy of the power approximation.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param n1 planned sample size for group 1
#' @param n2 planned sample size for group 2
#' @param var1 planning value of within-group variance for group 1
#' @param var2 planning value of within-group variance for group 2
#' @param es planning value of mean difference
#'
#'
#' @return
#' Returns the approximate power of the test
#'
#'
#' @examples
#' power.mean2(.05, 25, 25, 5.0, 6.0, 2)
#'
#' # Should return:
#' # Power
#' # 0.8398417
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
power.mean2 <- function(alpha, n1, n2, var1, var2, es) {
df <- (var1/n1 + var2/n2)^2/(var1^2/(n1^2*(n1 - 1)) + var2^2/(n2^2*(n2 - 1)))
t <- qt(1 - alpha/2, df)
z <- abs(es)/sqrt(var1/n1 + var2/n2)
pow1 <- 1 - pt(t, df, z)
pow2 <- 1 - pt(t, df, -z)
pow <- pow1 + pow2
out <- matrix(pow, nrow = 1, ncol = 1)
colnames(out) <- "Power"
rownames(out) <- ""
return(out)
}
# power.lc.mean.bs ===========================================================
#' Approximates the power of a test for a linear contrast of means for planned
#' sample sizes in a between-subjects design
#'
#'
#' @description
#' Computes the approximate power of a test for a linear contrast of population
#' means for planned sample sizes in a between-subject design. The groups can be
#' the factor levels of a single factor design or the combinations of factors
#' in a factorial design. For a conservatively low power approximation, set the
#' variance planning values to the largest values within their plausible ranges,
#' and set the effect size to a minimally interesting value. The within-group
#' variances can be unequal across groups and a Satterthwaite degree of freedom
#' adjustment is used to improve the accuracy of the power approximation.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param n vector of planned sample sizes
#' @param var vector of within-group variance planning values
#' @param es planning value of linear contrast of means
#' @param v vector of contrast coefficients
#'
#'
#' @return
#' Returns the approximate power of the test
#'
#'
#' @examples
#' n <- c(20, 20, 20, 20)
#' var <- c(70, 70, 80, 80)
#' v <- c(.5, .5, -.5, -.5)
#' power.lc.mean.bs(.05, n, var, 5, v)
#'
#' # Should return:
#' # Power
#' # 0.7221171
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
power.lc.mean.bs <- function(alpha, n, var, es, v) {
S <- diag(var)%*%(solve(diag(n)))
se <- sqrt(t(v)%*%S%*%v)
df <- (se^4)/sum(((v^4)*(var^2)/(n^2*(n - 1))))
t <- qt(1 - alpha/2, df)
z <- abs(es)/se
pow1 <- 1 - pt(t, df, z)
pow2 <- 1 - pt(t, df, -z)
pow <- pow1 + pow2
out <- matrix(pow, nrow = 1, ncol = 1)
colnames(out) <- "Power"
rownames(out) <- ""
return(out)
}
# power.mean.ps ==============================================================
#' Approximates the power of a paired-samples t-test for a planned sample size
#'
#'
#' @description
#' Computes the approximate power of a paired-samples t-test for a planned
#' sample size. For a conservatively low power approximation, set the variance
#' planning values to the largest values within their plausible ranges, set the
#' correlation planning value to the smallest value within its plausible range,
#' and set the effect size to a minimally interesting value. The variances of
#' the two measurements can be unequal.
#'
#'
#' @param alpha alpha level for hypothesis test
#' @param n planned sample size
#' @param var1 planning value of measurement 1 variance
#' @param var2 planning value of measurement 2 variance
#' @param es planning value of mean difference
#' @param cor planning value of correlation between measurements
#'
#'
#' @return
#' Returns the approximate power of the test
#'
#'
#' @examples
#' power.mean.ps(.05, 20, 10.0, 12.0, 2, .7)
#'
#' # Should return:
#' # Power
#' # 0.9074354
#'
#'
#' @importFrom stats qt
#' @importFrom stats pt
#' @export
power.mean.ps <- function(alpha, n, var1, var2, es, cor) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
df <- n - 1
t <- qt(1 - alpha/2, df)
z <- abs(es)/sqrt((var1 + var2 - 2*cor*sqrt(var1*var2))/n)
pow1 <- 1 - pt(t, df, z)
pow2 <- 1 - pt(t, df, -z)
pow <- pow1 + pow2
out <- matrix(pow, nrow = 1, ncol = 1)
colnames(out) <- "Power"
rownames(out) <- ""
return(out)
}
# ============================== Miscellaneous ===============================
# pi.score =================================================================
#' Prediction interval for one score
#'
#'
#' @description
#' Computes a prediction interval for the response variable score of one
#' randomly selected member from the study population.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m estimated mean
#' @param sd estimated standard deviation
#' @param n sample size
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Predicted - predicted score
#' * df - degrees of freedom
#' * LL - lower limit of the prediction interval
#' * UL - upper limit of the prediction interval
#'
#'
#' @examples
#' pi.score(.05, 24.5, 3.65, 40)
#'
#' # Should return:
#' # Predicted df LL UL
#' # 24.5 39 17.02546 31.97454
#'
#'
#' @importFrom stats qt
#' @export
pi.score <- function(alpha, m, sd, n) {
df <- n - 1
tcrit <- qt(1 - alpha/2, df)
se <- sqrt(sd^2 + sd^2/n)
ll <- m - tcrit*se
ul <- m + tcrit*se
out <- t(c(m, df, ll, ul))
colnames(out) <- c("Predicted", "df", "LL", "UL")
rownames(out) <- ""
return(out)
}
# pi.score2 ==================================================================
#' Prediction interval for a difference of scores in a 2-group experiment
#'
#'
#' @description
#' For a 2-group experimental design, this function computes a prediction
#' interval for how the response variable score for one randomly selected
#' person from the study population would differ under the two treatment
#' conditions. Both equal variance and unequal variance prediction intervals
#' are computed.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m1 estaimted mean for group 1
#' @param m2 estimated mean for group 1
#' @param sd1 estimated standard deviation for group 1
#' @param sd2 estimated standard deviation for group 2
#' @param n1 sample size for group 1
#' @param n2 sample size for group 2
#'
#'
#' @return
#' Returns a 2-row matrix. The columns are:
#' * Predicted - predicted difference in scores
#' * df - degrees of freedom
#' * LL - lower limit of the prediction interval
#' * UL - upper limit of the prediction interval
#'
#'
#' @references
#' \insertRef{Hahn1977}{statpsych}
#'
#'
#' @examples
#' pi.score2(.05, 29.57, 18.35, 2.68, 1.92, 40, 45)
#'
#' # Should return:
#' # Predicted df LL UL
#' # Equal Variances Assumed: 11.22 83.00000 4.650454 17.78955
#' # Equal Variances Not Assumed: 11.22 72.34319 4.603642 17.83636
#'
#'
#' @importFrom stats qt
#' @export
pi.score2 <- function(alpha, m1, m2, sd1, sd2, n1, n2) {
df1 <- n1 + n2 - 2
est <- m1 - m2
vp <- ((n1 - 1)*sd1^2 + (n2 - 1)*sd2^2)/df1
se1 <- sqrt(2*vp + vp/n1 + vp/n2)
tcrit1 <- qt(1 - alpha/2, df1)
ll1 <- est - tcrit1*se1
ul1 <- est + tcrit1*se1
se2 <- sqrt(sd1^2 + sd2^2 + sd1^1/n1 + sd2^2/n2)
c1 <- sd1^2 + sd1^2/n1
c2 <- sd2^2 + sd2^2/n2
df2 <- 1/((1/(n1 - 1))*(c1/(c1 + c2))^2 + (1/(n2 - 1))*(c2/(c1 + c2))^2)
tcrit2 <- qt(1 - alpha/2, df2)
ll2 <- est - tcrit2*se2
ul2 <- est + tcrit2*se2
out1 <- t(c(est, df1, ll1, ul1))
out2 <- t(c(est, df2, ll2, ul2))
out <- rbind(out1, out2)
colnames(out) <- c("Predicted", "df", "LL", "UL")
rownames(out) <- c("Equal Variances Assumed:", "Equal Variances Not Assumed:")
return(out)
}
# pi.score.ps ================================================================
#' Prediction interval for difference of scores in a 2-level within-subjects
#' experiment
#'
#'
#' @description
#' For a 2-level within-subjects experiment, this function computes a
#' prediction interval for how the response variable score for one randomly
#' selected person from the study population would differ under the two
#' treatment conditions.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param m1 estimated mean for measurement 1
#' @param m2 estimated mean for measurement 2
#' @param sd1 estimated standard deviation for measurement 1
#' @param sd2 estimated standard deviation for measurement 2
#' @param cor estimated correlation of paired scores
#' @param n sample size
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Predicted - predicted difference in scores
#' * df - degrees of freedom
#' * LL - lower limit of the prediction interval
#' * UL - upper limit of the prediction interval
#'
#'
#' @examples
#' pi.score.ps(.05, 265.1, 208.6, 23.51, 19.94, .814, 30)
#'
#' # Should return:
#' # Predicted df LL UL
#' # 56.5 29 28.05936 84.94064
#'
#'
#' @importFrom stats qt
#' @export
pi.score.ps <- function(alpha, m1, m2, sd1, sd2, cor, n) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
df <- n - 1
tcrit <- qt(1 - alpha/2, df)
est <- m1 - m2
var <- sd1^2 + sd2^2 - 2*cor*sd1*sd2
se <- sqrt(var + var/n)
ll <- est - tcrit*se
ul <- est + tcrit*se
out <- t(c(est, df, ll, ul))
colnames(out) <- c("Predicted", "df", "LL", "UL")
rownames(out) <- ""
return(out)
}
# random.sample ==============================================================
#' Generate a random sample
#'
#'
#' @description
#' Generates a random sample of participant IDs without replacement.
#'
#'
#' @param popsize study population size
#' @param samsize sample size
#'
#'
#' @return
#' Returns a vector of randomly generated participant IDs
#'
#'
#' @examples
#' random.sample(3000, 25)
#'
#' # Should return:
#' # [1] 37 94 134 186 212 408 485 697 722 781 998 1055
#' # [13] 1182 1224 1273 1335 1452 1552 1783 1817 2149 2188 2437 2850 2936
#'
#'
#' @export
random.sample <- function(popsize, samsize) {
out <- sort(sample(popsize, samsize, replace = FALSE, prob = NULL))
return(out)
}
# randomize ==================================================================
#' Randomize a sample into groups
#'
#'
#' @description
#' Randomly assigns a sample of participants into k groups.
#'
#'
#' @param n k x 1 vector of sample sizes
#'
#'
#' @return
#' Returns a vector of randomly generated group assignments
#'
#'
#' @examples
#' n <- c(10, 10, 5)
#' randomize(n)
#'
#' # Should return:
#' # [1] 2 3 2 1 1 2 3 3 2 1 2 1 3 1 1 2 3 1 1 2 2 1 1 2 2
#'
#'
#' @export
randomize <- function(n) {
k <- length(n)
out <- sample(rep(1:k, n))
return(out)
}
# random.y ===================================================================
#' Generate random sample of scores
#'
#'
#' @description
#' Generates a random sample of scores from a normal distribution with a
#' specified population mean and standard deviation. This function is useful
#' for generating hypothetical data for classroom demonstrations.
#'
#'
#' @param n sample size
#' @param m population mean of scores
#' @param sd population standard deviation of scores
#' @param min minimum allowable value
#' @param max maximum allowable value
#' @param dec number of decimal points
#'
#'
#' @return
#' Returns a vector of randomly generated scores.
#'
#'
#' @examples
#' random.y(10, 3.6, 2.8, 1, 7, 0)
#'
#' # Should return:
#' # [1] 2 7 7 1 6 3 1 3 2 1
#'
#'
#' @importFrom stats rnorm
#' @export
random.y <- function(n, m, sd, min, max, dec) {
y <- sd*rnorm(n, 0, 1) + m
y1 <- 1 - as.integer(y < min)
y <- y*y1 + (1 - y1)*1
y2 <- 1 - as.integer(y > max)
y = y*y2 + (1 - y2)*max
out <- round(y, dec)
return(out)
}
# ci.var.upper ===============================================================
#' Upper confidence limit of a variance
#'
#'
#' @description
#' Computes an upper confidence limit for a population variance using an
#' estimated variance from a sample of size n in a prior study. The upper limit
#' can be used as a variance planning value in sample size functions for
#' desired power that require a planning value of the population variance.
#'
#'
#' @param alpha alpha value for 1-alpha confidence (one-sided)
#' @param var estimated variance
#' @param n sample size
#' @return
#' Returns an upper limit (UL) variance planning value
#'
#'
#' @examples
#' ci.var.upper(.25, 15, 60)
#'
#' # Should return:
#' # UL
#' # 17.23264
#'
#'
#' @importFrom stats qchisq
#' @export
ci.var.upper <- function(alpha, var, n) {
chi <- qchisq(alpha, (n - 1))
ul <- (n - 1)*var/chi
out <- matrix(ul, nrow = 1, ncol = 1)
colnames(out) <- "UL"
rownames(out) <- ""
return(out)
}
# pi.var.upper ===============================================================
#' Upper prediction limit for an estimated variance
#'
#'
#' @description
#' Computes an upper prediction limit for the estimated variance in a
#' future study for a planned sample size. The prediction limit uses a
#' variance estimate from a prior study. Several confidence interval
#' sample size functions in this package require a planning value of the
#' estimated variance that is expected in the planned study. The upper variance
#' prediction limit is useful as a variance planning value for the sample size
#' required to obtain a confidence interval with desired width. This strategy
#' for specifying a variance planning value is useful in applications where the
#' population variance in the prior study is assumed to be very similar to the
#' population variance in the planned study.
#'
#'
#' @param alpha alpha value for upper 1-alpha confidence
#' @param var estimated variance from prior study
#' @param n0 sample size used to estimate variance
#' @param n planned sample size of future study
#'
#'
#' @return
#' Returns an upper prediction estimate (UL) of an estimated variance in a future study
#'
#'
#' @references
#' \insertRef{Hahn1972}{statpsych}
#'
#'
#' @examples
#' pi.var.upper(.05, 15, 40, 100)
#'
#' # Should return:
#' # UL
#' # 23.9724
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats qf
#' @export
pi.var.upper <- function(alpha, var, n0, n) {
z <- qnorm(1 - alpha)
ul <- var*qf(1 - alpha, n - 1, n0 - 1)
out <- matrix(ul, nrow = 1, ncol = 1)
colnames(out) <- "UL"
rownames(out) <- ""
return(out)
}
# etasqr.adj =================================================================
#' Bias adjustments for an eta-squared estimate
#'
#'
#' @description
#' Computes an approximate bias adjustment for eta-squared. This adjustment
#' can be applied to eta-squared, partial-eta squared, and generalized
#' eta-squared estimates.
#'
#'
#' @param etasqr unadjusted eta-square estimate
#' @param dfeffect degrees of freedom for the effect
#' @param dferror error degrees of freedom
#'
#'
#' @return
#' Returns a bias adjusted eta-squared estimate
#'
#'
#' @examples
#' etasqr.adj(.315, 2, 42)
#'
#' # Should return:
#' # adj Eta-squared
#' # 0.282381
#'
#'
#' @export
etasqr.adj <- function(etasqr, dfeffect, dferror) {
if (etasqr > .999 || etasqr < .001) {stop("etasqr must be between .001 and .999")}
adj <- 1 - (dferror + dfeffect)*(1 - etasqr)/dferror
if (adj < 0) {adj = 0}
out <- matrix(adj, nrow = 1, ncol = 1)
colnames(out) <- "adj Eta-squared"
rownames(out) <- ""
return(out)
}
# test.anova.bs =============================================================
#' Between-subjects F statistic and eta-squared from summary information
#'
#'
#' @description
#' Computes the F statistic, p-value, eta-squared, and adjusted eta-squared
#' for the main effect in a one-way between-subjects ANOVA using the estimated
#' group means, estimated group standard deviations, and group sample sizes.
#'
#'
#' @param m vector of estimated group means
#' @param sd vector of estimated group standard deviations
#' @param n vector of group sample sizes
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * F - F statistic for test of null hypothesis
#' * dfA - degrees of freedom for between-subjects factor
#' * dfE - error degrees of freedom
#' * p - p-value for F-test
#' * Eta-squared - estimate of eta-squared
#' * adj Eta-squared - a bias adjusted estimate of eta-squared
#'
#'
#' @examples
#' m <- c(12.4, 8.6, 10.5)
#' sd <- c(3.84, 3.12, 3.48)
#' n <- c(20, 20, 20)
#' test.anova.bs(m, sd, n)
#'
#' # Should return:
#' # F dfA dfE p Eta-squared adj Eta-squared
#' # 5.919585 2 57 0.004614428 0.1719831 0.1429298
#'
#'
#' @importFrom stats pf
#' @export
test.anova.bs <- function(m, sd, n) {
a <- length(m)
nt <- sum(n)
dfe <- nt - a
dfa <- a - 1
v <- sd^2
grandmean <- sum(n*m)/nt
SSe <- sum((n - 1)*v)
MSe <- SSe/dfe
SSa <- sum(n*(m - grandmean)^2)
MSa <- SSa/dfa
F <- MSa/MSe
p <- 1 - pf(F, dfa, dfe)
etasqr <- SSa/(SSa + SSe)
adjetasqr <- 1 - (dfa + dfe)*(1 - etasqr)/dfe
out <- t(c(F, dfa, dfe, p, etasqr, adjetasqr))
colnames(out) <- c("F", "dfA", "dfE", "p", "Eta-squared", "adj Eta-squared")
rownames(out) <- ""
return(out)
}
# etasqr.gen.2way ===============================================================
#' Generalized eta-squared estimates in a two-factor design
#'
#'
#' @description
#' Computes generalized eta-square estimates in a two-factor design where one
#' or both factors are classification factors. If both factors are treatment
#' factors, then partial eta-square estimates are typically recommended.
#' The eta-squared estimates from this function can be used in the
#' \link[statpsych]{etasqr.adj}) function to obtain bias adjusted estimates.
#'
#'
#' @param SSa sum of squares for factor A
#' @param SSb sum of squares for factor B
#' @param SSab sum of squares for A x B interaction
#' @param SSe error (within) sum of squares
#'
#'
#' @return
#' Returns a 3-row matrix. The columns are:
#' * A - estimate of eta-squared for factor A
#' * B - estimate of eta-squared for factor B
#' * AB - estimate of eta-squared for A x B interaction
#'
#'
#' @examples
#' etasqr.gen.2way(12.3, 15.6, 5.2, 7.9)
#'
#' # Should return:
#' # A B AB
#' # A treatment, B classification: 0.300000 0.5435540 0.1811847
#' # A classification, B treatment: 0.484252 0.3804878 0.2047244
#' # A classification, B classification: 0.300000 0.3804878 0.1268293
#'
#'
#' @export
etasqr.gen.2way <- function(SSa, SSb, SSab, SSe) {
etaA1 <- SSa/(SSa + SSb + SSab + SSe)
etaB1 <- SSb/(SSb + SSab + SSe)
etaAB1 <- SSab/(SSb + SSab + SSe)
etaA2 <- SSa/(SSa + SSab + SSe)
etaB2 <- SSb/(SSa + SSb + SSab + SSe)
etaAB2 <- SSab/(SSa + SSab + SSe)
etaA3 <- SSa/(SSa + SSb + SSab + SSe)
etaB3 <- SSb/(SSa + SSb + SSab + SSe)
etaAB3 <- SSab/(SSa + SSb + SSab + SSe)
out1 <- t(c(etaA1, etaB1, etaAB1))
out2 <- t(c(etaA2, etaB2, etaAB2))
out3 <- t(c(etaA3, etaB3, etaAB3))
out<- rbind(out1, out2, out3)
colnames(out) <- c("A", "B", "AB")
rownames1 <- c("A treatment, B classification:")
rownames2 <- c("A classification, B treatment:")
rownames3 <- c("A classification, B classification:")
rownames(out) <- c(rownames1, rownames2, rownames3)
return(out)
}
# sim.ci.mean ===============================================================
#' Simulates confidence interval coverage probability for a mean
#'
#'
#' @description
#' Performs a computer simulation of the confidence interval performance for a
#' population mean. Sample data can be generated from five different population
#' distributions. All distributions are scaled to have standard deviations
#' of 1.0.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param n sample size
#' @param dist type of distribution (1, 2, 3, 4,or 5)
#' * 1 = Gaussian (skewness = 0 and excess kurtosis = 0)
#' * 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)
#' * 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)
#' * 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)
#' * 5 = large skew (skewness = 2 and excess kurtosis = 6)
#' @param rep number of Monte Carlo samples
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Coverage - probability of confidence interval including population mean
#' * Lower Error - probability of lower limit greater than population mean
#' * Upper Error - probability of upper limit less than population mean
#' * Ave CI Width - average confidence interval width
#'
#'
#' @examples
#' sim.ci.mean(.05, 40, 4, 1000)
#'
#' # Should return (within sampling error):
#' # Coverage Lower Error Upper Error Ave CI Width
#' # 0.94722 0.01738 0.0354 0.6333067
#'
#'
#' @importFrom stats qt
#' @importFrom stats rnorm
#' @importFrom stats runif
#' @importFrom stats rt
#' @importFrom stats rgamma
#' @export
sim.ci.mean <- function(alpha, n, dist, rep) {
tcrit <- qt(1 - alpha/2, n - 1)
if (dist == 1) {
y <- matrix(rnorm(rep*n), nrow = rep)
popmean <- 0
} else if (dist == 2) {
y <- matrix(3.464*runif(rep*n), nrow = rep)
popmean <- 1.732
} else if (dist == 3) {
y <- matrix(.7745*rt(rep*n, 5), nrow = rep)
popmean <- 0
} else if (dist == 4) {
y <- matrix(.5*rgamma(rep*n, 4), nrow = rep)
popmean <- 2
} else {
y <- matrix(rgamma(rep*n, 1), nrow = rep)
popmean <- 1
}
m <- rowMeans(y)
var <- apply(y, 1, var)
se <- sqrt(var/n)
ll <- m - tcrit*se
ul <- m + tcrit*se
w <- ul - ll
c1 <- as.integer(ll > popmean)
c2 <- as.integer(ul < popmean)
e1 <- sum(c1)/rep
e2 <- sum(c2)/rep
width <- mean(w)
cov <- 1 - (e1 + e2)
out <- t(c(cov, e1, e2, width))
colnames(out) <- c("Coverage", "Lower Error", "Upper Error", "Ave CI Width")
rownames(out) <- ""
return(out)
}
# sim.ci.mean2 ===============================================================
#' Simulates confidence interval coverage probability for a 2-group mean
#' difference
#'
#'
#' @description
#' Performs a computer simulation of separate variance and pooled variance
#' confidence interval performance for a population mean difference in a
#' 2-group design. Sample data within each group can be generated from five
#' different population distributions. All distributions are scaled to have
#' a standard deviation of 1.0 in group 1.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param n1 sample size in group 1
#' @param n2 sample size in group 2
#' @param sd.ratio ratio of population standard deviations (sd2/sd1)
#' @param dist1 type of distribution for group 1 (1, 2, 3, 4, or 5)
#' @param dist2 type of distribution for group 2 (1, 2, 3, 4, or 5)
#' * 1 = Gaussian (skewness = 0 and excess kurtosis = 0)
#' * 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)
#' * 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)
#' * 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)
#' * 5 = large skew (skewness = 2 and excess kurtosis = 6)
#' @param rep number of Monte Carlo samples
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Coverage - probability of confidence interval including population mean difference
#' * Lower Error - probability of lower limit greater than population mean difference
#' * Upper Error - probability of upper limit less than population mean difference
#' * Ave CI Width - average confidence interval width
#'
#'
#' @examples
#' sim.ci.mean2(.05, 30, 25, 1.5, 4, 5, 1000)
#'
#' # Should return (within sampling error):
#' # Coverage Lower Error Upper Error Ave CI Width
#' # Equal Variances Assumed: 0.93986 0.04022 0.01992 1.344437
#' # Equal Variances Not Assumed: 0.94762 0.03862 0.01376 1.401305
#'
#'
#' @importFrom stats qt
#' @importFrom stats rnorm
#' @importFrom stats runif
#' @importFrom stats rt
#' @importFrom stats rgamma
#' @export
sim.ci.mean2 <- function(alpha, n1, n2, sd.ratio, dist1, dist2, rep) {
df1 <- n1 + n2 - 2
tcrit1 <- qt(1 - alpha/2, df1)
if (dist1 == 1) {
y1 <- matrix(rnorm(rep*n1), nrow = rep)
popmean1 <- 0
} else if (dist1 == 2) {
y1 <- matrix(3.464*runif(rep*n1), nrow = rep)
popmean1 <- 1.732
} else if (dist1 == 3) {
y1 <- matrix(.7745*rt(rep*n1, 5), nrow = rep)
popmean1 <- 0
} else if (dist1 == 4) {
y1 <- matrix(.5*rgamma(rep*n1, 4), nrow = rep)
popmean1 <- 2
} else {
y1 <- matrix(rgamma(rep*n1, 1), nrow = rep)
popmean1 <- 1
}
if (dist2 == 1) {
y2 <- matrix(sd.ratio*rnorm(rep*n2), nrow = rep)
popmean2 <- 0
} else if (dist2 == 2) {
y2 <- matrix(sd.ratio*3.464*runif(rep*n2), nrow = rep)
popmean2 <- sd.ratio*1.732
} else if (dist2 == 3) {
y2 <- matrix(sd.ratio*.7745*rt(rep*n2, 5), nrow = rep)
popmean2 <- 0
} else if (dist2 == 4) {
y2 <- matrix(sd.ratio*.5*rgamma(rep*n2, 4), nrow = rep)
popmean2 <- sd.ratio*2
} else {
y2 <- matrix(sd.ratio*rgamma(rep*n2, 1), nrow = rep)
popmean2<- sd.ratio
}
popdiff <- popmean1 - popmean2
m1 <- rowMeans(y1)
m2 <- rowMeans(y2)
v1 <- apply(y1, 1, var)
v2 <- apply(y2, 1, var)
vp <- ((n1 - 1)*v1 + (n2 - 1)*v2)/df1
se1 <- sqrt(vp/n1 + vp/n2)
se2 <- sqrt(v1/n1 + v2/n2)
df2 <- (se2^4)/(v1^2/(n1^3 - n1^2) + v2^2/(n2^3 - n2^2))
tcrit2 <- qt(1 - alpha/2, df2)
LL1 <- m1 - m2 - tcrit1*se1
UL1 <- m1 - m2 + tcrit1*se1
w1 <- UL1 - LL1
LL2 <- m1 - m2 - tcrit2*se2
UL2 <- m1 - m2 + tcrit2*se2
w2 <- UL2 - LL2
c11 <- as.integer(LL1 > popdiff)
c12 <- as.integer(UL1 < popdiff)
c21 <- as.integer(LL2 > popdiff)
c22 <- as.integer(UL2 < popdiff)
e11 <- sum(c11)/rep
e12 <- sum(c12)/rep
e21 <- sum(c21)/rep
e22 <- sum(c22)/rep
width1 <- mean(w1)
width2 <- mean(w2)
cov1 <- 1 - (e11 + e12)
cov2 <- 1 - (e21 + e22)
out1 <- t(c(cov1, e11, e12, width1))
out2 <- t(c(cov2, e21, e22, width2))
out <- rbind(out1, out2)
colnames(out) <- c("Coverage", "Lower Error", "Upper Error", "Ave CI Width")
rownames(out) <- c("Equal Variances Assumed:", "Equal Variances Not Assumed:")
return(out)
}
# sim.ci.mean.ps ===============================================================
#' Simulates confidence interval coverage probability for a paired-samples mean
#' difference
#'
#'
#' @description
#' Performs a computer simulation of confidence interval performance for a
#' population mean difference in a paired-samples design. Sample data for the two
#' levels of the within-subjects factor can be generated from bivariate population
#' distributions with five different marginal distributions. All distributions
#' are scaled to have standard deviations of 1.0 at level 1. Bivariate random
#' data with specified marginal skewness and kurtosis are generated using the
#' unonr function in the mnonr package.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param n sample size
#' @param sd.ratio ratio of population standard deviations
#' @param cor population correlation of paired observations
#' @param dist1 type of distribution at level 1 (1, 2, 3, 4, or 5)
#' @param dist2 type of distribution at level 2 (1, 2, 3, 4, or 5)
#' * 1 = Gaussian (skewness = 0 and excess kurtosis = 0)
#' * 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)
#' * 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)
#' * 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)
#' * 5 = large skew (skewness = 2 and excess kurtosis = 6)
#' @param rep number of Monte Carlo samples
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Coverage - probability of confidence interval including population mean difference
#' * Lower Error - probability of lower limit greater than population mean difference
#' * Upper Error - probability of upper limit less than population mean difference
#' * Ave CI Width - average confidence interval width
#'
#'
#' @examples
#' sim.ci.mean.ps(.05, 30, 1.5, .7, 4, 5, 1000)
#'
#' # Should return (within sampling error):
#' # Coverage Lower Error Upper Error Ave CI Width
#' # 0.93815 0.05125 0.0106 0.7778518
#'
#'
#' @importFrom stats qt
#' @importFrom mnonr unonr
#' @export
sim.ci.mean.ps <- function(alpha, n, sd.ratio, cor, dist1, dist2, rep) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
tcrit <- qt(1 - alpha/2, n - 1)
if (dist1 == 1) {
skw1 <- 0; kur1 <- 0
} else if (dist1 == 2) {
skw1 <- 0; kur1 <- -1.2
} else if (dist1 == 3) {
skw1 <- 0; kur1 <- 6
} else if (dist1 == 4) {
skw1 <- .75; kur1 <- .86
} else {
skw1 <- 1.41; kur1 <- 3
}
if (dist2 == 1) {
skw2 <- 0; kur2 <- 0
} else if (dist2 == 2) {
skw2 <- 0; kur2 <- -1.2
} else if (dist2 == 3) {
skw2 <- 0; kur2 <- 6
} else if (dist2 == 4) {
skw2 <- 1; kur2 <- 1.5
} else {
skw2 <- 2; kur2 <- 6
}
V <- matrix(c(1, cor*sd.ratio, cor*sd.ratio, sd.ratio^2), 2, 2)
w <- 0; k <- 0; e1 <-0; e2 <- 0
repeat {
k <- k + 1
y <- unonr(n, c(0, 0), V, skewness = c(skw1, skw2), kurtosis = c(kur1, kur2))
q <- c(1, -1)
d <- y%*%q
m <- mean(d)
se <- sqrt(var(d)/n)
ll <- m - tcrit*se
ul <- m + tcrit*se
w0 <- ul - ll
c1 <- as.integer(ll > 0)
c2 <- as.integer(ul < 0)
e1 <- e1 + c1
e2 <- e2 + c2
w <- w + w0
if (k == rep) {break}
}
width <- w/rep
cov <- 1 - (e1 + e2)/rep
out <- t(c(cov, e1/rep, e2/rep, width))
colnames(out) <- c("Coverage", "Lower Error", "Upper Error", "Ave CI Width")
rownames(out) <- ""
return(out)
}
# sim.ci.median =============================================================
#' Simulates confidence interval coverage probability for a median
#'
#'
#' @description
#' Performs a computer simulation of the confidence interval performance for
#' a population median. Sample data can be generated from five different
#' population distributions. All distributions are scaled to have standard
#' deviations of 1.0.
#'
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param n sample size
#' @param dist type of distribution (1, 2, 3, 4, or 5)
#' * 1 = Gaussian (skewness = 0 and excess kurtosis = 0)
#' * 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)
#' * 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)
#' * 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)
#' * 5 = large skew (skewness = 2 and excess kurtosis = 6)
#' @param rep number of Monte Carlo samples
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Coverage - probability of confidence interval including population median
#' * Lower Error - probability of lower limit greater than population median
#' * Upper Error - probability of upper limit less than population median
#' * Ave CI Width - average confidence interval width
#'
#'
#' @examples
#' sim.ci.median(.05, 20, 5, 1000)
#'
#' # Should return (within sampling error):
#' # Coverage Lower Error Upper Error Ave CI Width
#' # 0.9589 0.0216 0.0195 0.9735528
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats rnorm
#' @importFrom stats runif
#' @importFrom stats rt
#' @importFrom stats rgamma
#' @export
sim.ci.median <- function(alpha, n, dist, rep) {
zcrit <- qnorm(1 - alpha/2)
o <- round((n - zcrit*sqrt(n))/2)
if (o < 1) {o = 1}
k <- 0; w <- 0; e1 <- 0; e2 <- 0
repeat {
k <- k + 1
if (dist == 1) {
y <- rnorm(n)
popmedian <- 0
y <- sort(y)
ll <- y[o]
ul <- y[n - o + 1]
w0 <- ul - ll
c1 <- as.integer(ll > popmedian)
c2 <- as.integer(ul < popmedian)
e1 <- e1 + c1
e2 <- e2 + c2
w <- w + w0
} else if (dist == 2) {
y <- 3.464*runif(n)
popmedian <- 1.732
y <- sort(y)
ll <- y[o]
ul <- y[n - o + 1]
w0 <- ul - ll
c1 <- as.integer(ll > popmedian)
c2 <- as.integer(ul < popmedian)
e1 <- e1 + c1
e2 <- e2 + c2
w <- w + w0
} else if (dist == 3) {
y <- .7745*rt(n, 5)
popmedian <- 0
y <- sort(y)
ll <- y[o]
ul <- y[n - o + 1]
w0 <- ul - ll
c1 <- as.integer(ll > popmedian)
c2 <- as.integer(ul < popmedian)
e1 <- e1 + c1
e2 <- e2 + c2
w <- w + w0
} else if (dist == 4) {
y <- .5*rgamma(n, 4)
popmedian <- 1.837
y <- sort(y)
ll <- y[o]
ul <- y[n - o + 1]
w0 <- ul - ll
c1 <- as.integer(ll > popmedian)
c2 <- as.integer(ul < popmedian)
e1 <- e1 + c1
e2 <- e2 + c2
w <- w + w0
} else {
y <- rgamma(n, 1)
popmedian <- 0.690
y <- sort(y)
ll <- y[o]
ul <- y[n - o + 1]
w0 <- ul - ll
c1 <- as.integer(ll > popmedian)
c2 <- as.integer(ul < popmedian)
e1 <- e1 + c1
e2 <- e2 + c2
w <- w + w0
}
if (k == rep) {break}
}
width <- w/rep
cov <- 1 - (e1 + e2)/rep
out <- t(c(cov, e1/rep, e2/rep, width))
colnames(out) <- c("Coverage", "Lower Error", "Upper Error", "Ave CI Width")
rownames(out) <- ""
return(out)
}
# sim.ci.median2 =============================================================
#' Simulates confidence interval coverage probability for a median difference
#' in a 2-group design
#'
#'
#' @description
#' Performs a computer simulation of the confidence interval performance for a
#' difference of population medians in a 2-group design. Sample data for each
#' group can be generated from five different population distributions. All
#' distributions are scaled to have standard deviations of 1.0 in group 1.
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param n1 sample size for group 1
#' @param n2 sample size for group 2
#' @param sd.ratio ratio of population standard deviations (sd2/sd1)
#' @param dist1 type of distribution for group 1 (1, 2, 3, 4, or 5)
#' @param dist2 type of distribution for group 2 (1, 2, 3, 4, or 5)
#' * 1 = Gaussian (skewness = 0 and excess kurtosis = 0)
#' * 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)
#' * 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)
#' * 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)
#' * 5 = large skew (skewness = 2 and excess kurtosis = 6)
#' @param rep number of Monte Carlo samples
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Coverage - Probability of confidence interval including population median difference
#' * Lower Error - Probability of lower limit greater than population median difference
#' * Upper Error - Probability of upper limit less than population median difference
#' * Ave CI Width - Average confidence interval width
#'
#'
#' @examples
#' sim.ci.median2(.05, 20, 20, 2, 5, 4, 5000)
#'
#' # Should return (within sampling error):
#' # Coverage Lower Error Upper Error Ave CI Width
#' # 0.952 0.027 0.021 2.368914
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats rnorm
#' @importFrom stats runif
#' @importFrom stats rt
#' @importFrom stats rgamma
#' @export
sim.ci.median2 <- function(alpha, n1, n2, sd.ratio, dist1, dist2, rep) {
zcrit <- qnorm(1 - alpha/2)
o1 <- round((n1/2 - sqrt(n1)))
if (o1 < 1) {o1 = 1}
o2 <- round((n2/2 - sqrt(n2)))
if (o2 < 1) {o2 = 1}
p1 <- pbinom(o1 - 1, size = n1, prob = .5)
z01 <- qnorm(1 - p1)
p2 <- pbinom(o2 - 1, size = n2, prob = .5)
z02 <- qnorm(1 - p2)
k <- 0; w <- 0; e1 <- 0; e2 <- 0
repeat {
k <- k + 1
if (dist1 == 1) {
y1 <- rnorm(n1)
popmedian1 <- 0
} else if (dist1 == 2) {
y1 <- 3.464*runif(n1)
popmedian1 <- 1.732
} else if (dist1 == 3) {
y1 <- .7745*rt(n1, 5)
popmedian1 <- 0
} else if (dist1 == 4) {
y1 <- .5*rgamma(n1, 4)
popmedian1 <- 1.837
} else {
y1 <- rgamma(n1, 1)
popmedian1 <- 0.690
}
if (dist2 == 1) {
y2 <- sd.ratio*rnorm(n2)
popmedian2 <- 0
} else if (dist2 == 2) {
y2 <- sd.ratio*3.464*runif(n2)
popmedian2 <- sd.ratio*1.732
} else if (dist2 == 3) {
y2 <- sd.ratio*.7745*rt(n2, 5)
popmedian2 <- 0
} else if (dist2 == 4) {
y2 <- sd.ratio*.5*rgamma(n2, 4)
popmedian2 <- sd.ratio*1.837
} else {
y2 <- sd.ratio*rgamma(n2, 1)
popmedian2 <- sd.ratio*0.690
}
popdiff <- popmedian1 - popmedian2
y1 <- sort(y1)
LL1 <- y1[o1]
UL1 <- y1[n1 - o1 + 1]
median1 <- median(y1)
se1 <- (UL1 - LL1)/(2*z01)
y2 <- sort(y2)
LL2 <- y2[o2]
UL2 <- y2[n2 - o2 + 1]
median2 <- median(y2)
se2 <- (UL2 - LL2)/(2*z02)
diff <- median1 - median2
se <- sqrt(se1^2 + se2^2)
ll <- diff - zcrit*se
ul <- diff + zcrit*se
w0 <- ul - ll
c1 <- as.integer(ll > popdiff)
c2 <- as.integer(ul < popdiff)
e1 <- e1 + c1
e2 <- e2 + c2
w <- w + w0
if (k == rep) {break}
}
width <- w/rep
cov <- 1 - (e1 + e2)/rep
out <- t(c(cov, e1/rep, e2/rep, width))
colnames(out) <- c("Coverage", "Lower Error", "Upper Error", "Ave CI Width")
rownames(out) <- ""
return(out)
}
# sim.ci.median.ps ===========================================================
#' Simulates confidence interval coverage probability for a median difference
#' in a paired-samples design
#'
#'
#' @description
#' Performs a computer simulation of confidence interval performance for a
#' population median difference in a paired-samples design. Sample data for the
#' two levels of the within-subjects factor can be generated from bivariate
#' population distributions with five different marginal distributions. All
#' distributions are scaled to have standard deviations of 1.0 at level 1.
#' Bivariate random data with specified marginal skewness and kurtosis are
#' generated using the unonr function in the mnonr package.
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param n sample size
#' @param sd.ratio ratio of population standard deviations
#' @param cor population correlation of paired observations
#' @param dist1 type of distribution at level 1 (1, 2, 3, 4, or 5)
#' @param dist2 type of distribution at level 2 (1, 2, 3, 4, or 5)
#' * 1 = Gaussian (skewness = 0 and excess kurtosis = 0)
#' * 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)
#' * 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)
#' * 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)
#' * 5 = large skew (skewness = 2 and excess kurtosis = 6)
#' @param rep number of Monte Carlo samples
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Coverage - probability of confidence interval including population median difference
#' * Lower Error - probability of lower limit greater than population median difference
#' * Upper Error - probability of upper limit less than population median difference
#' * Ave CI Width - average confidence interval width
#'
#'
#' @examples
#' sim.ci.median.ps(.05, 30, 1.5, .7, 4, 3, 1000)
#'
#' # Should return (within sampling error):
#' # Coverage Lower Error Upper Error Ave CI Width
#' # 0.961 0.026 0.013 0.9435462
#'
#'
#' @importFrom stats qnorm
#' @importFrom mnonr unonr
#' @export
sim.ci.median.ps <- function(alpha, n, sd.ratio, cor, dist1, dist2, rep) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
zcrit <- qnorm(1 - alpha/2)
o <- round(n/2 - sqrt(n))
if (o < 1) {o = 1}
p <- pbinom(o - 1, size = n, prob = .5)
z0 <- qnorm(1 - p)
if (dist1 == 1) {
skw1 <- 0; kur1 <- 0
popmedian1 <- 0
} else if (dist1 == 2) {
skw1 <- 0; kur1 <- -1.2
popmedian1 <- 0
} else if (dist1 == 3) {
skw1 <- 0; kur1 <- 6
popmedian1 <- 0
} else if (dist1 == 4) {
skw1 <- .75; kur1 <- .86
popmedian1 <- -.163
} else {
skw1 <- 1.41; kur1 <- 3
popmedian1 <- -.313
}
if (dist2 == 1) {
skw2 <- 0; kur2 <- 0
popmedian2 <- 0
} else if (dist2 == 2) {
skw2 <- 0; kur2 <- -1.2
popmedian2 <- 0
} else if (dist2 == 3) {
skw2 <- 0; kur2 <- 6
popmedian2 <- 0
} else if (dist2 == 4) {
skw2 <- 1; kur2 <- 1.5
popmedian2 <- -.163*sd.ratio
} else {
skw2 <- 2; kur2 <- 6
popmedian2 <- -.313*sd.ratio
}
popdiff <- popmedian1 - popmedian2
V <- matrix(c(1, cor*sd.ratio, cor*sd.ratio, sd.ratio^2), 2, 2)
w <- 0; k <- 0; e1 <- 0; e2 <- 0
repeat {
k <- k + 1
y <- unonr(n, c(0, 0), V, skewness = c(skw1, skw2), kurtosis = c(kur1, kur2))
y1 <- y[, 1]
y2 <- y[, 2]
median1 <- median(y1)
median2 <- median(y2)
diff <- median1 - median2
a1 <- (y1 < median1)
a2 <- (y2 < median2)
a3 <- a1 + a2
a4 <- sum(a3 == 2)
y1 <- sort(y1)
y2 <- sort(y2)
L1 <- y1[o]
U1 <- y1[n - o + 1]
se1 <- (U1 - L1)/(2*z0)
L2 <- y2[o]
U2 <- y2[n - o + 1]
se2 <- (U2 - L2)/(2*z0)
if (n/2 == trunc(n/2)) {
p00 <- (sum(a4) + .25)/(n + 1)
} else {
p00 <- (sum(a4) + .25)/n
}
cov <- (4*p00 - 1)*se1*se2
se <- sqrt(se1^2 + se2^2 - 2*cov)
ll <- diff - zcrit*se
ul <- diff + zcrit*se
w0 <- ul - ll
c1 <- as.integer(ll > popdiff)
c2 <- as.integer(ul < popdiff)
e1 <- e1 + c1
e2 <- e2 + c2
w <- w + w0
if (k == rep) {break}
}
width <- w/rep
cov <- 1 - (e1 + e2)/rep
out <- t(c(cov, e1/rep, e2/rep, width))
colnames(out) <- c("Coverage", "Lower Error", "Upper Error", "Ave CI Width")
rownames(out) <- ""
return(out)
}
# sim.ci.stdmean2 =============================================================
#' Simulates confidence interval coverage probability for a standardized mean
#' difference in a 2-group design
#'
#'
#' @description
#' Performs a computer simulation of confidence interval performance for
#' two types of standardized mean differences in a 2-group design (see
#' ci.stdmean2). Sample data for each group can be generated from five
#' different population distributions. All distributions are scaled to have
#' standard deviations of 1.0 in group 1.
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param n1 sample size for group 1
#' @param n2 sample size for group 2
#' @param sd.ratio ratio of population standard deviations (sd2/sd1)
#' @param dist1 type of distribution for group 1 (1, 2, 3, 4, or 5)
#' @param dist2 type of distribution for group 2 (1, 2, 3, 4, or 5)
#' * 1 = Gaussian (skewness = 0 and excess kurtosis = 0)
#' * 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)
#' * 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)
#' * 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)
#' * 5 = large skew (skewness = 2 and excess kurtosis = 6)
#' @param d population standardized mean difference
#' @param rep number of Monte Carlo samples
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Coverage - Probability of confidence interval including population std mean difference
#' * Lower Error - Probability of lower limit greater than population std mean difference
#' * Upper Error - Probability of upper limit less than population std mean difference
#' * Ave CI Width - Average confidence interval width
#'
#'
#' @examples
#' sim.ci.stdmean2(.05, 20, 20, 1.5, 3, 4, .75, 5000)
#'
#' # Should return (within sampling error):
#' # Coverage Lower Error Upper Error Ave CI Width Ave Est
#' # Unweighted Standardizer 0.9058 0.0610 0.0332 1.342560 0.7838679
#' # Group 1 Standardizer 0.9450 0.0322 0.0228 1.827583 0.7862640
#'
#'
#' @importFrom stats qnorm
#' @importFrom stats rnorm
#' @importFrom stats runif
#' @importFrom stats rt
#' @importFrom stats rgamma
#' @export
sim.ci.stdmean2 <- function(alpha, n1, n2, sd.ratio, dist1, dist2, d, rep) {
zcrit <- qnorm(1 - alpha/2)
df1 <- n1 - 1
df2 <- n2 - 1
df3 <- n1 + n2 - 2
adj1 <- 1 - 3/(4*df3 - 1)
adj2 <- 1 - 3/(4*df1 - 1)
diff1 <- d*sqrt((1 + sd.ratio^2)/2)
diff2 <- d
k <- 0; w1 <- 0; w2 <- 0; e11 <- 0; e12 <- 0; e21 <- 0; e22 <- 0
est1 <- 0; est2 <- 0;
repeat {
k <- k + 1
if (dist1 == 1) {
y1 <- rnorm(n1)
} else if (dist1 == 2) {
y1 <- 3.464*runif(n1) - 1.732
} else if (dist1 == 3) {
y1 <- .7745*rt(n1, 5)
} else if (dist1 == 4) {
y1 <- .5*rgamma(n1, 4) - 2
} else {
y1 <- rgamma(n1, 1) - 1
}
if (dist2 == 1) {
y0 <- sd.ratio*rnorm(n2)
} else if (dist2 == 2) {
y0 <- sd.ratio*3.464*runif(n2) - sd.ratio*1.734
} else if (dist2 == 3) {
y0 <- sd.ratio*.7745*rt(n2, 5)
} else if (dist2 == 4) {
y0 <- sd.ratio*.5*rgamma(n2, 4) - sd.ratio*2
} else {
y0 <- sd.ratio*rgamma(n2, 1) - sd.ratio
}
m1 <- mean(y1) + diff1
m2 <- mean(y1) + diff2
m0 <- mean(y0)
v1 <- var(y1)
v2 <- var(y0)
s1 <- sqrt((v1 + v2)/2)
d1 <- (m1 - m0)/s1
se1 <- sqrt(d1^2*(v1^2/df1 + v2^2/df2)/(8*s1^4) + v1/(s1^2*df1) + v2/(s1^2*df2))
ll1 <- d1 - zcrit*se1
ul1 <- d1 + zcrit*se1
est1 <- est1 + adj1*d1
s2 <- sqrt(v1)
d2 <- (m2 - m0)/s2
se2 <- sqrt(d2^2/(2*df1) + 1/df1 + v2/(v1*df2))
ll2 <- d2 - zcrit*se2
ul2 <- d2 + zcrit*se2
est2 <- est2 + adj2*d2
w01 <- ul1 - ll1
w02 <- ul2 - ll2
w1 <- w1 + w01
w2 <- w2 + w02
c11 <- as.integer(ll1 > d)
c21 <- as.integer(ul1 < d)
c12 <- as.integer(ll2 > d)
c22 <- as.integer(ul2 < d)
e11 <- e11 + c11
e21 <- e21 + c21
e12 <- e12 + c12
e22 <- e22 + c22
if (k == rep) {break}
}
width1 <- w1/rep
width2 <- w2/rep
cov1 <- 1 - (e11 + e21)/rep
cov2 <- 1 - (e12 + e22)/rep
est1 <- est1/rep
est2 <- est2/rep
out1 <- t(c(cov1, e11/rep, e21/rep, width1, est1))
out2 <- t(c(cov2, e12/rep, e22/rep, width2, est2))
out <- rbind(out1, out2)
colnames(out) <- c("Coverage", "Lower Error", "Upper Error", "Ave CI Width", "Ave Est")
rownames(out) <- c("Unweighted Standardizer", "Group 1 Standardizer")
return(out)
}
# sim.ci.stdmean.ps ==========================================================
#' Simulates confidence interval coverage probability for a standardized mean
#' difference in a paired-samples design
#'
#'
#' @description
#' Performs a computer simulation of confidence interval performance for
#' two types of standardized mean differences in a paired-samples design (see
#' ci.stdmean.ps). Sample data for the two levels of the within-subjects factor
#' can be generated from five different population distributions. All
#' distributions are scaled to have standard deviations of 1.0 at level 1.
#'
#' @param alpha alpha level for 1-alpha confidence
#' @param n sample size
#' @param sd.ratio ratio of population standard deviations (sd2/sd1)
#' @param cor correlation between paired measurements
#' @param dist1 type of distribution at level 1 (1, 2, 3, 4, or 5)
#' @param dist2 type of distribution at level 2 (1, 2, 3, 4, or 5)
#' * 1 = Gaussian (skewness = 0 and excess kurtosis = 0)
#' * 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)
#' * 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)
#' * 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)
#' * 5 = large skew (skewness = 2 and excess kurtosis = 6)
#' @param d population standardized mean difference
#' @param rep number of Monte Carlo samples
#'
#'
#' @return
#' Returns a 1-row matrix. The columns are:
#' * Coverage - Probability of confidence interval including population std mean difference
#' * Lower Error - Probability of lower limit greater than population std mean difference
#' * Upper Error - Probability of upper limit less than population std mean difference
#' * Ave CI Width - Average confidence interval width
#'
#'
#' @examples
#' sim.ci.stdmean.ps(.05, 20, 1.5, .8, 4, 4, .5, 2000)
#'
#' # Should return (within sampling error):
#' # Coverage Lower Error Upper Error Ave CI Width Ave Est
#' # Unweighted Standardizer 0.9095 0.0555 0.035 0.7354865 0.5186796
#' # Level 1 Standardizer 0.9525 0.0255 0.022 0.9330036 0.5058198
#'
#'
#' @importFrom stats qnorm
#' @importFrom mnonr unonr
#' @export
sim.ci.stdmean.ps <- function(alpha, n, sd.ratio, cor, dist1, dist2, d, rep) {
if (cor > .999 || cor < -.999) {stop("correlation must be between -.999 and .999")}
zcrit <- qnorm(1 - alpha/2)
df <- n - 1
adj1 <- sqrt((n - 2)/df)
adj2 <- 1 - 3/(4*df - 1)
diff1 <- d*sqrt((1 + sd.ratio^2)/2)
diff2 <- d
k <- 0; w1 <- 0; w2 <- 0; e11 <- 0; e12 <- 0; e21 <- 0; e22 <- 0
est1 <- 0; est2 <- 0
if (dist1 == 1) {
skw1 <- 0; kur1 <- 0
} else if (dist1 == 2) {
skw1 <- 0; kur1 <- -1.2
} else if (dist1 == 3) {
skw1 <- 0; kur1 <- 6
} else if (dist1 == 4) {
skw1 <- .75; kur1 <- .86
} else {
skw1 <- 1.41; kur1 <- 3
}
if (dist2 == 1) {
skw2 <- 0; kur2 <- 0
} else if (dist2 == 2) {
skw2 <- 0; kur2 <- -1.2
} else if (dist2 == 3) {
skw2 <- 0; kur2 <- 6
} else if (dist2 == 4) {
skw2 <- 1; kur2 <- 1.5
} else {
skw2 <- 2; kur2 <- 6
}
V <- matrix(c(1, cor*sd.ratio, cor*sd.ratio, sd.ratio^2), 2, 2)
repeat {
k <- k + 1
y <- unonr(n, c(0, 0), V, skewness = c(skw1, skw2), kurtosis = c(kur1, kur2))
y1 <- y[, 1]
y0 <- y[, 2]
m1 <- mean(y1) + diff1
m2 <- mean(y1) + diff2
m0 <- mean(y0)
v1 <- var(y1)
v2 <- var(y0)
s <- sqrt((v1 + v2)/2)
cor <- cor(y1, y0)
vd <- v1 + v2 - 2*cor*sqrt(v1*v2)
d1 <- (m1 - m0)/s
se1 <- sqrt(d1^2*(v1^2 + v2^2 + 2*cor^2*v1*v2)/(8*df*s^4) + vd/(df*s^2))
ll1 <- d1 - zcrit*se1
ul1 <- d1 + zcrit*se1
est1 <- est1 + adj1*d1
d2 <- (m2 - m0)/sqrt(v1)
se2 <- sqrt(d2^2/(2*df) + vd/(df*v1))
ll2 <- d2 - zcrit*se2
ul2 <- d2 + zcrit*se2
est2 <- est2 + adj2*d2
w01 <- ul1 - ll1
w02 <- ul2 - ll2
c11 <- as.integer(ll1 > d)
c21 <- as.integer(ul1 < d)
c12 <- as.integer(ll2 > d)
c22 <- as.integer(ul2 < d)
e11 <- e11 + c11
e21 <- e21 + c21
e12 <- e12 + c12
e22 <- e22 + c22
w1 <- w1 + w01
w2 <- w2 + w02
if (k == rep) {break}
}
est1 = est1/rep
est2 = est2/rep
width1 <- w1/rep
width2 <- w2/rep
cov1 <- 1 - (e11 + e21)/rep
cov2 <- 1 - (e12 + e22)/rep
out1 <- t(c(cov1, e11/rep, e21/rep, width1, est1))
out2 <- t(c(cov2, e12/rep, e22/rep, width2, est2))
out <- rbind(out1, out2)
colnames(out) <- c("Coverage", "Lower Error", "Upper Error", "Ave CI Width", "Ave Est")
rownames(out) <- c("Unweighted Standardizer", "Level 1 Standardizer")
return(out)
}
# spearmanbrown ===============================================================
#' Computes the reliability of a scale with r2 measurements given the
#' reliability of a scale with r1 measurements
#'
#'
#' @description
#' Computes the reliability of a scale that is the sum or average of r2
#' parallel measurements given the reliability of a scale that is the sum or
#' average of r1 parallel measurements. The "measurements" can be items,
#' trials, raters, or occasions.
#'
#'
#' @param rel reliability of the sum or average of r1 measurements
#' @param r1 number of measurements in the original scale
#' @param r2 number of measurements in the new scale
#'
#'
#' @return
#' Returns the reliability of the sum or average of r2 measurements
#'
#'
#' @examples
#' spearmanbrown(.6, 10, 20)
#'
#' # Should return:
#' # Reliability of r2 measurements
#' # .75
#'
#'
#' @export
spearmanbrown <- function(rel, r1, r2) {
rel.r2 <- (r2/r1)*rel/(1 + (r2/r1 - 1)*rel)
out <- matrix(rel.r2, nrow = 1, ncol = 1)
colnames(out) <- "Reliability of r2 measurements"
rownames(out) <- ""
return(out)
}
# - Deprecated functions --------------------------------------------------
#' @rdname ci.stdmean
#'
#' @description
#' ci.stdmean1 is deprecated and will soon be removed from statpsych; please switch to ci.stdmean
#'
#' @export
ci.stdmean1 <- ci.stdmean
#' @rdname ci.mean
#'
#' @description
#' ci.mean1 is deprecated and will soon be removed from statpsych; please switch to ci.mean
#'
#' @export
ci.mean1 <- ci.mean
#' @rdname ci.median
#'
#' @description
#' ci.median1 is deprecated and will soon be removed from statpsych; please switch to ci.median
#'
#' @export
ci.median1 <- ci.median
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