R/powerRM.R

In tcl: Testing in Conditional Likelihood Context

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# UMIT - Private University for Health Sciences,
#        Medical Informatics and Technology
#        Institute of Psychology
#        Statistics and Psychometrics Working Group
#
# powerRM
#
# Part of R/tlc - Testing in Conditional Likelihood Context package
#
# This file contains a routine that returns power of W, LRT, RS, GR
# given probabilitiy of error of first kind alpha, sample size,
# and a deviation from the hypothesis to be tested,
# i.e. that the difference of two group parameters equals zero,
# where one assumes all items presented to all persons.
#
# Licensed under the GNU General Public License Version 3 (June 2007)
# copyright (c) 2021, Last Modified 25/10/2021
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#' Power analysis of tests of invariance of item parameters between two groups
#' of persons in binary Rasch model
#'
#' Returns power of Wald (W), likelihood ratio (LR), Rao score (RS)
#' and gradient (GR) test given probability of error of first kind
#' \eqn{\alpha}, sample size, and a deviation from the hypothesis to be tested.
#' The latter assumes equality of the item parameters in the Rasch model
#' between two predetermined groups of persons. The alternative states that at least
#' one of the parameters differs between the two groups.
#'
#' In general, the power of the tests is determined from the assumption that the
#' approximate distributions of the four test statistics are from the family of
#' noncentral \eqn{\chi^2} distributions with \eqn{df} equal to the number of items
#' minus 1 and noncentrality parameter \eqn{\lambda}.
#' The latter depends on a scenario of deviation from the hypothesis to be tested
#' and a specified sample size. Given the probability of the error of the first
#' kind \eqn{\alpha} the power of the tests can be determined from \eqn{\lambda}.
#' More details about the distributions of the test statistics and the relationship
#' between \eqn{\lambda}, power, and sample size can be found in Draxler and
#' Alexandrowicz (2015).
#'
#'As regards the concept of sample size a distinction between informative and total
#'sample size has to be made since the power of the tests depends only on the informative
#'sample size. In the conditional maximum likelihood context, the responses of persons
#'with minimum or maximum person score are completely uninformative. They do not contribute
#'to the value of the test statistic. Thus, the informative sample size does not include
#'these persons. The total sample size is composed of all persons.
#'
#'In particular, the determination of \eqn{\lambda} and the power of the tests, respectively,
#'is based on a simple Monte Carlo approach. Data (responses of a large number of persons
#'to a number of items) are generated given a user-specified scenario of a deviation from
#'the hypothesis to be tested. A scenario of a deviation is given by a choice of the
#'item parameters and the person parameters (to be drawn randomly from a specified
#'distribution) for each of the two groups. Such a scenario may be called local deviation
#'since deviations can be specified locally for each item. The relative group
#'sizes are determined by the choice of the number of person parameters for each of the
#'two groups. For instance, by default \eqn{10^6} person parameters are selected randomly for
#'each group. In this case, it is implicitly assumed that the two groups of persons are
#'of equal size. The user can specify the relative group sizes by choosing the length of
#'the arguments persons1 and persons2 appropriately. Note that the relative group sizes
#'do have an impact on power and sample size of the tests. The next step is to compute a
#'test statistic \eqn{T} (Wald, LR, score, or gradient) from the simulated data. The observed
#'value \eqn{t} of the test statistic is then divided by the informative sample size
#'\eqn{n_{infsim}} observed in the simulated data. This yields the so-called global deviation
#'\eqn{e = t / n_{infsim}}, i.e., the chosen scenario of a deviation from the hypothesis to
#'be tested being represented by a single number. The power of the tests can be determined
#'given a user-specified total sample size denoted by \code{n_total}. The noncentrality
#'parameter \eqn{\lambda} can then be expressed by
#'\eqn{\lambda = n_{total}* (n_{infsim} / n_{totalsim}) * e}, where \eqn{n_{totalsim}} denotes
#'the total number of persons in the simulated data and \eqn{n_{infsim} / n_{totalsim}} is
#'the proportion of informative persons in the sim. data. Let \eqn{q_{\alpha}} be the
#'\eqn{1 - \alpha} quantile of the central \eqn{\chi^2} distribution with df equal to the
#'number items minus 1. Then,
#'
#'\deqn{power = 1 - F_{df, \lambda} (q_{\alpha}),}
#'
#'where \eqn{F_{df, \lambda}} is the cumulative distribution function of the noncentral
#'\eqn{\chi^2} distribution with \eqn{df} equal to the number of items minus 1
#'and \eqn{\lambda = n_{total}  (n_{infsim} / n_{totalsim}) * e}. Thereby, it is assumed that
#'\eqn{n_{total}} is composed of a frequency distribution of person scores that is proportional
#'to the observed distribution of person scores in the simulated data. The same holds
#'true in respect of the relative group sizes, i.e., the relative frequencies of the two
#'person groups in a sample of size \eqn{n_{total}} are assumed to be equal to the relative
#'frequencies of the two groups in the simulated data.
#'
#'Note that in this approach the data have to be generated only once. There are no
#'replications needed. Thus, the procedure is computationally not very time-consuming.
#'
#'Since \eqn{e} is determined from the value of the test statistic observed in the simulated
#'data it has to be treated as a realized value of a random variable \eqn{E}. The same holds
#'true for \eqn{\lambda} as well as the power of the tests. Thus, the power is a realized
#'value of a random variable that shall be denoted by \eqn{P}. Consequently, the (realized)
#'value of the power of the tests need not be equal to the exact power that follows from the
#'user-specified \eqn{n_{total}}, \eqn{\alpha}, and the chosen item parameters used
#'for the simulation of the data. If the CML estimates of these parameters computed from the
#'simulated data are close to the predetermined parameters the power of the tests will be
#'close to the exact value. This will generally be the case if the number of person parameters
#'used for simulating the data is large, e.g., \eqn{10^5} or even \eqn{10^6} persons. In such cases,
#'the possible random error of the computation procedure based on the sim. data may not be of
#'practical relevance any more. That is why a large number (of persons for the simulation process)
#'is generally recommended.
#'
#'For theoretical reasons, the random error involved in computing the power of the tests can
#'be pretty well approximated. A suitable approach is the well-known delta method. Basically,
#'it is a Taylor polynomial of first order, i.e., a linear approximation of a function.
#'According to it the variance of a function of a random variable can be linearly approximated
#'by multiplying the variance of this random variable with the square of the first derivative
#'of the respective function. In the present problem, the variance of the test statistic \eqn{T}
#'is (approximately) given by the variance of a noncentral \eqn{\chi^2} distribution with \eqn{df}
#'equal to the number of free item parameters and noncentrality parameter \eqn{\lambda}.
#'Thus,  \eqn{Var(T) = 2 (df + 2 \lambda)}, with \eqn{\lambda = t}. Since the global
#'deviation \eqn{e = (1 / n_{infsim}) * t} it follows for the variance of the corresponding random
#'variable \eqn{E} that \eqn{Var(E) = (1 / n_{infsim})^2 * Var(T)}.
#'The power of the tests is a function of \eqn{e} which is given by \eqn{F_{df, \lambda} (q_{\alpha})},
#'where \eqn{\lambda = n_{total} * (n_{infsim} / n_{totalsim}) * e} and \eqn{df} equal to the
#'number of free item parameters. Then, by the delta method one obtains (for the variance of P).
#'
#'\deqn{Var(P) = Var(E) * (F'_{df, \lambda} (q_{\alpha}))^2,}
#'
#'where \eqn{F'_{df, \lambda}} is the derivative of \eqn{F_{df, \lambda}} with respect to \eqn{e}.
#'This derivative is determined numerically and evaluated at \eqn{e} using the package numDeriv.
#'The square root of \eqn{Var(P)} is then used to quantify the random error of the suggested
#'Monte Carlo computation procedure. It is called Monte Carlo error of power.
#'
#' @param alpha Probability of error of first kind.
#' @param n_total Total sample size for which power shall be determined.
#' @param persons1 A vector of person parameters in group 1 (drawn from a specified distribution).
#' By default \eqn{10^6} parameters are drawn at random from the standard normal distribution. The larger
#' this number the more accurate are the computations. See Details.
#' @param persons2 A vector of person parameters in group 2 (drawn from a specified distribution).
#' By default \eqn{10^6} parameters are drawn at random from the standard normal distribution. The larger
#' this number the more accurate are the computations. See Details.
#' @param local_dev A list of two vectors containing item parameters for the two person groups representing
#' a deviation from the hypothesis to be tested locally per item.
#'
#'@return A list of results.
#'  \item{power}{Power value for each test.}
#'  \item{MC error of power}{Monte Carlo error of power computation for each test.}
#'  \item{global deviation}{Global deviation computed from simulated data for each test. See Details.}
#'  \item{local deviation}{CML estimates of item parameters in both groups of persons
#'  obtained from the simulated data expressing a deviation from the hypothesis to be tested locally per item.}
#'  \item{person score distribution in group 1}{Relative frequencies of person scores in group 1 observed in
#'  simulated data. Uninformative scores, i.e., minimum and maximum score, are omitted.
#'  Note that the person score distribution does also have an influence on the power of the tests.}
#'  \item{person score distribution in group 2}{Relative frequencies of person scores in group 2 observed in
#'  simulated data. Uninformative scores, i.e., minimum and maximum score, are omitted.
#'  Note that the person score distribution does also have an influence on the power of the tests.}
#'  \item{degrees of freedom}{Degrees of freedom \eqn{df}.}
#'  \item{noncentrality parameter}{Noncentrality parameter \eqn{\lambda} of \eqn{\chi^2} distribution from which power is determined.}
#'  \item{call}{The matched call.}
#'
#' @references{
#' Draxler, C. (2010). Sample Size Determination for Rasch Model Tests. Psychometrika, 75(4), 708–724.
#'
#' Draxler, C., & Alexandrowicz, R. W. (2015). Sample Size Determination Within the Scope of Conditional Maximum Likelihood Estimation
#' with Special Focus on Testing the Rasch Model. Psychometrika, 80(4), 897–919.
#'
#' Draxler, C., Kurz, A., & Lemonte, A. J. (2020). The Gradient Test and its Finite Sample Size Properties in a Conditional Maximum Likelihood
#' and Psychometric Modeling Context. Communications in Statistics-Simulation and Computation, 1-19.
#'
#' Glas, C. A. W., & Verhelst, N. D. (1995a). Testing the Rasch Model. In G. H. Fischer & I. W. Molenaar (Eds.),
#' Rasch Models: Foundations, Recent Developments, and Applications (pp. 69–95). New York: Springer.
#'
#' Glas, C. A. W., & Verhelst, N. D. (1995b). Tests of Fit for Polytomous Rasch Models. In G. H. Fischer & I. W. Molenaar (Eds.),
#' Rasch Models: Foundations, Recent Developments, and Applications (pp. 325-352). New York: Springer.
#'
#'
#'  }
#' @keywords sample_size_planning
#' @export
#' @seealso \code{\link{sa_sizeRM}}, and \code{\link{post_hocRM}}.
#' @examples
#' \dontrun{
#' # Numerical example
#'
#'res <-  powerRM(n_total = 130, local_dev = list( c(0, -0.5, 0, 0.5, 1) , c(0, 0.5, 0, -0.5, 1)))
#'
#'# > res
#'# $power
#'#     W    LR    RS    GR
#'# 0.824 0.840 0.835 0.845
#'#
#'# $`MC error of power`
#'#     W    LR    RS    GR
#'# 0.002 0.002 0.002 0.002
#'#
#'# $`global deviation`
#'#     W    LR    RS    GR
#'# 0.118 0.122 0.121 0.124
#'#
#'# $`local deviation`
#'#         Item2 Item3  Item4 Item5
#'# group1 -0.499 0.005  0.500 1.001
#'# group2  0.501 0.003 -0.499 1.003
#'#
#'# $`person score distribution in group 1`
#'#
#'#     1     2     3     4
#'# 0.249 0.295 0.269 0.187
#'#
#'# $`person score distribution in group 2`
#'#
#'#     1     2     3     4
#'# 0.249 0.295 0.270 0.186
#'#
#'# $`degrees of freedom`
#'# [1] 4
#'#
#'# $`noncentrality parameter`
#'#      W     LR     RS     GR
#'# 12.619 13.098 12.937 13.264
#'#
#'# $call
#'# powerRM(n_total = 130, local_dev = list(c(0, -0.5, 0, 0.5, 1),
#'#                                         c(0, 0.5, 0, -0.5, 1)))
#'
#' }


powerRM <- function(alpha = 0.05, n_total, persons1 = rnorm(10^6), persons2 = rnorm(10^6), local_dev){

  subfunc <- function(stats) {
    e <- stats/(sum(t1)+sum(t2))
    nc <- e * n_total * ((sum(t1)+sum(t2)) / (nrow(y1)+nrow(y2)))
    f <- function(nc){pchisq(qchisq(1-alpha, ncol(y1)-1), ncol(y1)-1, nc)}
    beta <- f(nc)
    se <- sqrt((2*df + 4*stats) * (1/((sum(t1)+sum(t2))))^2 *
                 (numDeriv::grad(f, nc) * n_total * ((sum(t1)+sum(t2)) / (nrow(y1)+nrow(y2))))^2)
    power <- 1 - beta
    return(list('power' = round(power, digits = 3),
                'MC error of power' = round(se, digits = 3),
                'global deviation' = round(e, digits = 3),
                'noncentrality parameter' = round(nc, digits = 3) ))
  }

  call<-match.call()

  y1 <- eRm::sim.rasch(persons = persons1, items = local_dev[[1]])
  y2 <- eRm::sim.rasch(persons = persons2, items = local_dev[[2]])

  df <- ncol(y1) - 1

  r1 <- psychotools::raschmodel(y1)
  r2 <- psychotools::raschmodel(y2)
  r3 <- psychotools::raschmodel(rbind(y1,y2))

  t1 <- table(factor(rowSums(y1),levels=1:(ncol(y1)-1)))
  t2 <- table(factor(rowSums(y2),levels=1:(ncol(y2)-1)))

  vstats <- do.call(c, invar_test_obj(r1=r1, r2=r2, r3=r3, model = "RM"))

  res <- lapply(vstats, subfunc)

  results <- list(  'power' = unlist(do.call(cbind, res)[1,]),
                    'MC error of power' = unlist(do.call(cbind, res)[2,]),
                    'global deviation' = unlist(do.call(cbind, res)[3,]),
                    'local deviation' = round(rbind("group1"=r1$coefficients, "group2"= r2$coefficients), digits = 3),
                    'person score distribution in group 1' = round(t1/sum(t1), digits=3),
                    'person score distribution in group 2' = round(t2/sum(t2), digits=3),
                    'degrees of freedom' = df,
                    'noncentrality parameter' = unlist(do.call(cbind, res)[4,]),
                    "call" = call)
  return(results)
}