Generalized power calculations for generalized linear models and more
File(s)Newson_Generalized power calculations_StataJ.pdf (691.77 KB)
Published version
Author(s)
Newson, R
Type
Journal Article
Abstract
The powercal command can compute any one of the five quantities involved in power calculations from the other four. These quantities are power, significance level, detectable difference, sample number, and the standard deviation (SD) of the influence function, which is equal to the standard error multiplied by the square root of the sample number. powercal can take arbitrary expressions (involving constants, scalars, or variables) as input and calculate the output as a new variable. The user can therefore plot input variables against output variables, and this often communicates the tradeoffs involved better than a point calculation as output by the sampsi command. General formulas are given for calculating the SD of the influence function when the detectable difference is a linear combination of link functions of subpopulation means for an outcome variable distributed according to a generalized linear model (GLM). This general case includes a very broad range of special cases, where the parameters to be estimated are differences between subpopulation proportions, arithmetic means and algebraic means, or ratios between subpopulation proportions, arithmetic means, geometric means, and odds. However, powercal is not limited to GLMsand can even be used with rank methods. Copyright 2004 by StataCorp LP.
Start Page
379
End Page
401
Journal / Book Title
Stata Journal
Volume
4
Issue
4
Copyright Statement
© 2004 Stata Corporation. The Stata Journal and the contents of the supporting files (programs, datasets, and help files) are copyright by StataCorp LP. The contents of the supporting files (programs, datasets, and
help files) may be copied or reproduced by any means whatsoever, in whole or in part, as long as any copy
or reproduction includes attribution to both (1) the author and (2) the Stata Journal.
This paper is made available by permission of Stata Corporation
help files) may be copied or reproduced by any means whatsoever, in whole or in part, as long as any copy
or reproduction includes attribution to both (1) the author and (2) the Stata Journal.
This paper is made available by permission of Stata Corporation
Subjects
Powercal
Power
Alpha
Significance level
Detectable difference
Detectable ratio
Sample number
Standard deviation
Influence function
Sample design
Generalized linear model
Proportion
Arithmetic mean
Algebraic mean
Geometric mean
Odds