Daniel J. Denis

Applied Univariate, Bivariate, and Multivariate Statistics


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is quite large. For example, reading off the plot in Figure 2.14, to detect ρ = 0.10, at even a relatively low power level of 0.60, one requires upward of almost 500 participants. This might explain why many studies that yield relatively small effect sizes never get published. They often have insufficient power to reject their null hypotheses. As effect size increases, required sample size drops substantially. For example, to attain a modest level of power such as 0.68 for a correlation coefficient of 0.5, one requires only 21.5 participants, as can be more clearly observed from Table 2.6 which corresponds to the power curves in Figure 2.14 for power ranging from 0.60 to 0.69.

      Hence, one general observation from this simple power analysis for detecting ρ is that size of effect (in this case, ρ) plays a very important role in determining estimated sample size. As a general rule, across virtually all statistical tests, if the effect you are studying is large, a much smaller sample size is required than if the effect is weak. Drawing on our analogy of the billboard sign that reads “H0 is false,” all else equal, if the sign is in large print (i.e., strong effect), you require less “power” in your prescription glasses to detect such a large sign. If the sign is in small print (i.e., weak effect), you require much more “power” in your lenses to detect it.

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

      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).

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
equation

      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,