Sample size estimation and statistical power analyses

The concept of sample size and statistical power estimation is now something that Optometrists that want to perform research, whether it be in practice or in an academic institution, cannot simply hide away from. Ethics committees, journal editors and grant awarding bodies are now increasingly requesting that all research be backed up with sample size and statistical power estimation in order to justify any study and its findings. This article presents a step-by-step guide of the process for determining sample sizeand statistical power. It builds on statistical concepts presented in earlier articles in Optometry Today by Richard Armstrong and Frank Eperjesi.

Bayesian Prediction of Weibull Distribution Based on Fixed and Random Sample Size

2000 Mathematics Subject Classification: 62E16, 65C05, 65C20.

Estimation of Sample Size and Power For Quantile Regression

Quantile regression (QR) was first introduced by Roger Koenker and Gilbert Bassett in 1978. It is robust to outliers which affect least squares estimator on a large scale in linear regression. Instead of modeling mean of the response, QR provides an alternative way to model the relationship between quantiles of the response and covariates. Therefore, QR can be widely used to solve problems in econometrics, environmental sciences and health sciences. Sample size is an important factor in the planning stage of experimental design and observational studies. In ordinary linear regression, sample size may be determined based on either precision analysis or power analysis with closed form formulas. There are also methods that calculate sample size based on precision analysis for QR like C.Jennen-Steinmetz and S.Wellek (2005). A method to estimate sample size for QR based on power analysis was proposed by Shao and Wang (2009). In this paper, a new method is proposed to calculate sample size based on power analysis under hypothesis test of covariate effects. Even though error distribution assumption is not necessary for QR analysis itself, researchers have to make assumptions of error distribution and covariate structure in the planning stage of a study to obtain a reasonable estimate of sample size. In this project, both parametric and nonparametric methods are provided to estimate error distribution. Since the method proposed can be implemented in R, user is able to choose either parametric distribution or nonparametric kernel density estimation for error distribution. User also needs to specify the covariate structure and effect size to carry out sample size and power calculation. The performance of the method proposed is further evaluated using numerical simulation. The results suggest that the sample sizes obtained from our method provide empirical powers that are closed to the nominal power level, for example, 80%.

Calculation of sample size for stroke trials assessing functional outcome: comparison of binary and ordinal approaches

Background Many acute stroke trials have given neutral results. Sub-optimal statistical analyses may be failing to detect efficacy. Methods which take account of the ordinal nature of functional outcome data are more efficient. We compare sample size calculations for dichotomous and ordinal outcomes for use in stroke trials. Methods Data from stroke trials studying the effects of interventions known to positively or negatively alter functional outcome – Rankin Scale and Barthel Index – were assessed. Sample size was calculated using comparisons of proportions, means, medians (according to Payne), and ordinal data (according to Whitehead). The sample sizes gained from each method were compared using Friedman 2 way ANOVA. Results Fifty-five comparisons (54 173 patients) of active vs. control treatment were assessed. Estimated sample sizes differed significantly depending on the method of calculation (Po00001). The ordering of the methods showed that the ordinal method of Whitehead and comparison of means produced significantly lower sample sizes than the other methods. The ordinal data method on average reduced sample size by 28% (inter-quartile range 14–53%) compared with the comparison of proportions; however, a 22% increase in sample size was seen with the ordinal method for trials assessing thrombolysis. The comparison of medians method of Payne gave the largest sample sizes. Conclusions Choosing an ordinal rather than binary method of analysis allows most trials to be, on average, smaller by approximately 28% for a given statistical power. Smaller trial sample sizes may help by reducing time to completion, complexity, and financial expense. However, ordinal methods may not be optimal for interventions which both improve functional outcome

Treatment trials for neonatal seizures: the effect of design on sample size

Neonatal seizures are common in the neonatal intensive care unit. Clinicians treat these seizures with several anti-epileptic drugs (AEDs) to reduce seizures in a neonate. Current AEDs exhibit sub-optimal efficacy and several randomized control trials (RCT) of novel AEDs are planned. The aim of this study was to measure the influence of trial design on the required sample size of a RCT. We used seizure time courses from 41 term neonates with hypoxic ischaemic encephalopathy to build seizure treatment trial simulations. We used five outcome measures, three AED protocols, eight treatment delays from seizure onset (Td) and four levels of trial AED efficacy to simulate different RCTs. We performed power calculations for each RCT design and analysed the resultant sample size. We also assessed the rate of false positives, or placebo effect, in typical uncontrolled studies. We found that the false positive rate ranged from 5 to 85% of patients depending on RCT design. For controlled trials, the choice of outcome measure had the largest effect on sample size with median differences of 30.7 fold (IQR: 13.7–40.0) across a range of AED protocols, Td and trial AED efficacy (p<0.001). RCTs that compared the trial AED with positive controls required sample sizes with a median fold increase of 3.2 (IQR: 1.9–11.9; p<0.001). Delays in AED administration from seizure onset also increased the required sample size 2.1 fold (IQR: 1.7–2.9; p<0.001). Subgroup analysis showed that RCTs in neonates treated with hypothermia required a median fold increase in sample size of 2.6 (IQR: 2.4–3.0) compared to trials in normothermic neonates (p<0.001). These results show that RCT design has a profound influence on the required sample size. Trials that use a control group, appropriate outcome measure, and control for differences in Td between groups in analysis will be valid and minimise sample size.

Sample size for monitoring sirex populations and their natural enemies.

A vespa-da-madeira, Sirex noctilio Fabricius (Hymenoptera: Siricidae) foi introduzida no Brasil em 1988 e tornou-se a principal praga dos plantios de pínus. Encontra-se distribuída em aproximadamente 1.000.000 de ha em diferentes níveis populacionais nos Estados do Rio Grande do Sul, Santa Catarina, Paraná, São Paulo e Minas Gerais. O controle da população da vespa-da-madeira é feito principalmente pela utilização do nematoide Deladenus siricidicola Bedding (Nematoda: Neothylenchidae). A avaliação da eficiência dos inimigos naturais é dificultada por não haver um sistema de amostragem apropriado. Este estudo testou o sistema de amostragem hierárquica para definir o tamanho da amostra para monitorar a população de S. noctilio e também a eficiência dos inimigos naturais, a qual mostrou-se adequada.

On the optimality of sample-based estimates of the expectation of the empirical minimizer

We study sample-based estimates of the expectation of the function produced by the empirical minimization algorithm. We investigate the extent to which one can estimate the rate of convergence of the empirical minimizer in a data dependent manner. We establish three main results. First, we provide an algorithm that upper bounds the expectation of the empirical minimizer in a completely data-dependent manner. This bound is based on a structural result due to Bartlett and Mendelson, which relates expectations to sample averages. Second, we show that these structural upper bounds can be loose, compared to previous bounds. In particular, we demonstrate a class for which the expectation of the empirical minimizer decreases as O(1/n) for sample size n, although the upper bound based on structural properties is Ω(1). Third, we show that this looseness of the bound is inevitable: we present an example that shows that a sharp bound cannot be universally recovered from empirical data.

Genetic analyses in a sample of individuals with high or low BMD shows association with multiple Wnt pathway genes

INTRODUCTION Although the high heritability of BMD variation has long been established, few genes have been conclusively shown to affect the variation of BMD in the general population. Extreme truncate selection has been proposed as a more powerful alternative to unselected cohort designs in quantitative trait association studies. We sought to test these theoretical predictions in studies of the bone densitometry measures BMD, BMC, and femoral neck area, by investigating their association with members of the Wnt pathway, some of which have previously been shown to be associated with BMD in much larger cohorts, in a moderate-sized extreme truncate selected cohort (absolute value BMD Z-scores = 1.5-4.0; n = 344). MATERIALS AND METHODS Ninety-six tag-single nucleotide polymorphism (SNPs) lying in 13 Wnt signaling pathway genes were selected to tag common genetic variation (minor allele frequency [MAF] > 5% with an r(2) > 0.8) within 5 kb of all exons of 13 Wnt signaling pathway genes. The genes studied included LRP1, LRP5, LRP6, Wnt3a, Wnt7b, Wnt10b, SFRP1, SFRP2, DKK1, DKK2, FZD7, WISP3, and SOST. Three hundred forty-four cases with either high or low BMD were genotyped by Illumina Goldengate microarray SNP genotyping methods. Association was tested either by Cochrane-Armitage test for dichotomous variables or by linear regression for quantitative traits. RESULTS Strong association was shown with LRP5, polymorphisms of which have previously been shown to influence total hip BMD (minimum p = 0.0006). In addition, polymorphisms of the Wnt antagonist, SFRP1, were significantly associated with BMD and BMC (minimum p = 0.00042). Previously reported associations of LRP1, LRP6, and SOST with BMD were confirmed. Two other Wnt pathway genes, Wnt3a and DKK2, also showed nominal association with BMD. CONCLUSIONS This study shows that polymorphisms of multiple members of the Wnt pathway are associated with BMD variation. Furthermore, this study shows in a practical trial that study designs involving extreme truncate selection and moderate sample sizes can robustly identify genes of relevant effect sizes involved in BMD variation in the general population. This has implications for the design of future genome-wide studies of quantitative bone phenotypes relevant to osteoporosis.

Increased time-dependent room temperature plasticity in metallic glass nanopillars and its size-dependency

Room temperature, uniaxial compression creep experiments were performed on micro-/nano-sized pillars (having diameters in the range of 250-2000 nm) of a Zr-based bulk metallic glass (BMG) to investigate the influence of sample size on the time-dependent plastic deformation behavior in amorphous alloys. Experimental results reveal that plastic deformation indeed occurs at ambient temperature and at stresses that are well below the nominal quasi-static yield stress. At a given stress, higher total strains accrue in the smaller specimens. In all cases, plastic deformation was found to be devoid of shear bands, i.e., it occurs in homogeneous manner. The stress exponent obtained from the slope of the linear relation between strain rate and applied stress also shows a strong size effect, which is rationalized in terms of the amount of free volume created during deformation and the surface-to-volume ratio of the pillar. (C) 2012 Elsevier Ltd. All rights reserved.

Precision estimates and suggested sample sizes for length-frequency data

For most fisheries applications, the shape of a length-frequency distribution is much more important than its mean length or variance. This makes it difficult to evaluate at which point a sample size is adequate. By estimating the coefficient of variation of the counts in each length class and taking a weighted mean of these, a measure of precision was obtained that takes the precision in all length classes into account. The precision estimates were closely associated with the ratio of the sample size to the number of size classes in each sample. As a rule-of-thumb, a minimum sample size of 10 times the number of length classes in the sample is suggested because the precision deteriorates rapidly for smaller sample sizes. In absence of such a rule-of-thumb, samplers have previously under-estimated the required sample size for samples with large fish, while over-sampling small fish of the same species.

A simple variance formula for population size estimators by conditioning

This note considers the variance estimation for population size estimators based on capture–recapture experiments. Whereas a diversity of estimators of the population size has been suggested, the question of estimating the associated variances is less frequently addressed. This note points out that the technique of conditioning can be applied here successfully which also allows us to identify sources of variation: the variance due to estimation of the model parameters and the binomial variance due to sampling n units from a population of size N. It is applied to estimators typically used in capture–recapture experiments in continuous time including the estimators of Zelterman and Chao and improves upon previously used variance estimators. In addition, knowledge of the variances associated with the estimators by Zelterman and Chao allows the suggestion of a new estimator as the weighted sum of the two. The decomposition of the variance into the two sources allows also a new understanding of how resampling techniques like the Bootstrap could be used appropriately. Finally, the sample size question for capture–recapture experiments is addressed. Since the variance of population size estimators increases with the sample size, it is suggested to use relative measures such as the observed-to-hidden ratio or the completeness of identification proportion for approaching the question of sample size choice.

A simple variance formula for population size estimators by conditioning

This note considers the variance estimation for population size estimators based on capture–recapture experiments. Whereas a diversity of estimators of the population size has been suggested, the question of estimating the associated variances is less frequently addressed. This note points out that the technique of conditioning can be applied here successfully which also allows us to identify sources of variation: the variance due to estimation of the model parameters and the binomial variance due to sampling n units from a population of size N. It is applied to estimators typically used in capture–recapture experiments in continuous time including the estimators of Zelterman and Chao and improves upon previously used variance estimators. In addition, knowledge of the variances associated with the estimators by Zelterman and Chao allows the suggestion of a new estimator as the weighted sum of the two. The decomposition of the variance into the two sources allows also a new understanding of how resampling techniques like the Bootstrap could be used appropriately. Finally, the sample size question for capture–recapture experiments is addressed. Since the variance of population size estimators increases with the sample size, it is suggested to use relative measures such as the observed-to-hidden ratio or the completeness of identification proportion for approaching the question of sample size choice.

The sample autocorrelation function and the detection of long-memory processes

The detection of long-range dependence in time series analysis is an important task to which this paper contributes by showing that whilst the theoretical definition of a long-memory (or long-range dependent) process is based on the autocorrelation function, it is not possible for long memory to be identified using the sum of the sample autocorrelations, as usually defined. The reason for this is that the sample sum is a predetermined constant for any stationary time series; a result that is independent of the sample size. Diagnostic or estimation procedures, such as those in the frequency domain, that embed this sum are equally open to this criticism. We develop this result in the context of long memory, extending it to the implications for the spectral density function and the variance of partial sums of a stationary stochastic process. The results are further extended to higher order sample autocorrelations and the bispectral density. The corresponding result is that the sum of the third order sample (auto) bicorrelations at lags h,k≥1, is also a predetermined constant, different from that in the second order case, for any stationary time series of arbitrary length.

Minimum size for the occurrence of vortex matter in a square mesoscopic superconductor

The study of superconducting samples in mesoscopic scale presented a remarkable improvement during the last years. Certainly, such interest is based on the fact that when the size of the samples is close to the order of the temperature dependent coherence length xi(T), and/or the size of the penetration depth lambda(T), there are some significant modifications on the physical properties of the superconducting state. This contribution tests the square cross-section size limit for the occurrence (or not) of vortices in mesoscopic samples of area L-2, where L varies discretely from 1 xi(0) to 8 xi(0).The time dependent Ginzburg-Landau (TDGL) equations approach is used upon taking the order parameter and the local magnetic field invariant along the z-direction. The vortex configurations at the equilibrium can be obtained from the TDGL equations for superconductivity as the system relaxes to the stationary state.The obtained results show that the limit of vortex penetration is for the square sample of size 3 xi(0) x 3 xi(0) in which only a single vortex are allowed into the sample. For smaller specimens, no vortex can be formed and the field entrance into the sample is continuous and the total flux penetration occurs at higher values of H/H-c2(0), where H-c2(T) is the upper critical field. Otherwise, for larger samples different vortices patterns can be observed depending on the sample size. (c) 2007 Elsevier B.V. All rights reserved.

A control chart based on sample ranges for monitoring the covariance matrix of the multivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)