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2.22.1 Estimating Sample Size and Power for Independent Samples t‐Test

Оглавление

For an independent‐samples t‐test, required sample size can be estimated through R using pwr.t.test :

> pwr.t.test (n =, d =, sig.level =, power =, type = c(“two.sample”, “one.sample”, “paired”))

where, n = sample size per group, d = estimate of standardized statistical distance between means (Cohen's d), sig.level = desired significance level of the test, power = desired power level, and type = designation of the kind of t‐test you are performing (for our example, we are performing a two‐sample test).

Table 2.6 Power Estimates as a Function of Sample Size and Estimated Magnitude Under Alternative Hypothesis

Exact – Correlation: Bivariate Normal Model Tail(s) = Two, Correlation ρ H0 = 0, α err prob = 0.05
Correlation ρ H1 = 0.1 Correlation ρ H1 = 0.2 Correlation p HI = 0.3 Correlation ρ HI = 0.4 Correlation ρ HI = 0.5
# Power(1‐β err prob) Total Sample Size Total Sample Size Total Sample Size Total Sample Size Total Sample Size
1 0.600000 488.500 121.500 53.5000 29.5000 18.5000
2 0.610000 500.500 124.500 54.5000 30.5000 18.5000
3 0.620000 511.500 126.500 55.5000 30.5000 19.5000
4 0.630000 523.500 129.500 56.5000 31.5000 19.5000
5 0.640000 535.500 132.500 58.5000 32.5000 19.5000
6 0.650000 548.500 135.500 59.5000 32.5000 20.5000
7 0.660000 561.500 138.500 60.5000 33.5000 20.5000
8 0.670000 574.500 142.500 62.5000 34.5000 21.5000
9 0.680000 587.500 145.500 63.5000 34.5000 21.5000
10 0.690000 601.500 148500 64.5000 35.5000 22.5000

It would be helpful at this point to translate Cohen's d values into R2 values to learn how much variance is explained by differing d values. To convert the two, we apply the following transformation:


Table 2.7 contains conversions for r increments of 0.10, 0.20, 0.30, etc.

To get a better feel for the relationship between Cohen's d and r2, we obtain a plot of their values (Figure 2.15).

As can be gleamed from Figure 2.15, the relationship between the two effect size measures is not exactly linear and increases rather sharply for rather large values (the curve is somewhat exponential).

Suppose a researcher would like to estimate required sample size for a two‐sample t‐test, for a relatively small effect size, d = 0.41 (equal to r of 0.20), at a significance level of 0.05, with a desired power level of 0.90. We compute:

> pwr.t.test (n =, d =0.41, sig.level =.05, power =.90, type = c(“two.sample”)) Two-sample t test power calculation n = 125.9821 d = 0.41 sig.level = 0.05 power = 0.9 alternative = two.sided NOTE: n is number in *each* group

Thus, the researcher would require a sample size of approximately 126. As R emphasizes, this sample size is per group, so the total sample size required is 126(2) = 252.

Table 2.7 Conversions for r → r2→ d.11

r r 2 d
0.10 0.01 0.20
0.20 0.04 0.41
0.30 0.09 0.63
0.40 0.16 0.87
0.50 0.25 1.15
0.60 0.36 1.50
0.70 0.49 1.96
0.80 0.64 2.67
0.90 0.81 4.13
0.99 0.98 14.04

Figure 2.15 Relationship between Cohen's d and R‐squared.

Applied Univariate, Bivariate, and Multivariate Statistics

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