Sample size planning for the standardized mean difference: accuracy in parameter estimation via narrow confidence intervals

Methods for planning sample size (SS) for the standardized mean difference so that a narrow confidence interval (CI) can be obtained via the accuracy in parameter estimation (AIPE) approach are developed. One method plans SS so that the expected width of the CI is sufficiently narrow. A modification adjusts the SS so that the obtained CI is no wider than desired with some specified degree of certainty (e.g., 99% certain the 95% CI will be no wider than omega). The rationale of the AIPE approach to SS planning is given, as is a discussion of the analytic approach to CI formation for the population standardized mean difference. Tables with values of necessary SS are provided. The freely available Methods for the Behavioral, Educational, and Social Sciences (K. Kelley, 2006a) R (R Development Core Team, 2006) software package easily implements the methods discussed.     

Sample size planning for the coefficient of variation from the accuracy in parameter estimation approach

The accuracy in parameter estimation approach to sample size planning is developed for the coefficient of variation, where the goal of the method is to obtain an accurate parameter estimate by achieving a sufficiently narrow confidence interval. The first method allows researchers to plan sample size so that the expected width of the confidence interval for the population coefficient of variation is sufficiently narrow. A modification allows a desired degree of assurance to be incorporated into the method, so that the obtained confidence interval will be sufficiently narrow with some specified probability (e.g., 85% assurance that the 95 confidence interval width will be no wider than to units). Tables of necessary sample size are provided for a variety of scenarios that may help researchers planning a study where the coefficient of variation is of interest plan an appropriate sample size in order to have a sufficiently narrow confidence interval, optionally with somespecified assurance of the confidence interval being sufficiently narrow. Freely available computer routines have been developed that allow researchers to easily implement all of the methods discussed in the article.     

Accuracy in parameter estimation for targeted effects in structural equation modeling: sample size planning for narrow confidence intervals

In addition to evaluating a structural equation model (SEM) as a whole, often the model parameters are of interest and confidence intervals for those parameters are formed. Given a model with a good overall fit, it is entirely possible for the targeted effects of interest to have very wide confidence intervals, thus giving little information about the magnitude of the population targeted effects. With the goal of obtaining sufficiently narrow confidence intervals for the model parameters of interest, sample size planning methods for SEM are developed from the accuracy in parameter estimation approach. One method plans for the sample size so that the expected confidence interval width is sufficiently narrow. An extended procedure ensures that the obtained confidence interval will be no wider than desired, with some specified degree of assurance. A Monte Carlo simulation study was conducted that verified the effectiveness of the procedures in realistic situations. The methods developed have been implemented in the MBESS package in R so that they can be easily applied by researchers.     

Sample Size Planning for the Squared Multiple Correlation Coefficient: Accuracy in Parameter Estimation via Narrow Confidence Intervals

Methods of sample size planning are developed from the accuracy in parameter approach in the multiple regression context in order to obtain a sufficiently narrow confidence interval for the population squared multiple correlation coefficient when regressors are random. Approximate and exact methods are developed that provide necessary sample size so that the expected width of the confidence interval will be sufficiently narrow. Modifications of these methods are then developed so that necessary sample size will lead to sufficiently narrow confidence intervals with no less than some desired degree of assurance. Computer routines have been developed and are included within the MBESS R package so that the methods discussed in the article can be implemented. The methods and computer routines are demonstrated using an empirical example linking innovation in the health services industry with previous innovation, personality factors, and group climate characteristics.     

Sample size determination for confidence intervals of interaction effects in moderated multiple regression with continuous predictor and moderator variables

Moderated multiple regression (MMR) has been widely employed to analyze the interaction or moderating effects in behavior and related disciplines of social science. Much of the methodological literature in the context of MMR concerns statistical power and sample size calculations of hypothesis tests for detecting moderator variables. Notably, interval estimation is a distinct and more informative alternative to significance testing for inference purposes. To facilitate the practice of reporting confidence intervals in MMR analyses, the present article presents two approaches to sample size determinations for precise interval estimation of interaction effects between continuous moderator and predictor variables. One approach provides the necessary sample size so that the designated interval for the least squares estimator of moderating effects attains the specified coverage probability. The other gives the sample size required to ensure, with a given tolerance probability, that a confidence interval of moderating effects with a desired confidence coefficient will be within a specified range. Numerical examples and simulation results are presented to illustrate the usefulness and advantages of the proposed methods that account for the embedded randomness and distributional characteristic of the moderator and predictor variables.     

Accuracy in parameter estimation for ANCOVA and ANOVA contrasts: sample size planning via narrow confidence intervals

Contrasts of means are often of interest because they describe the effect size among multiple treatments. High-quality inference of population effect sizes can be achieved through narrow confidence intervals (CIs). Given the close relation between CI width and sample size, we propose two methods to plan the sample size for an ANCOVA or ANOVA study, so that a sufficiently narrow CI for the population (standardized or unstandardized) contrast of interest will be obtained. The standard method plans the sample size so that the expected CI width is sufficiently small. Since CI width is a random variable, the expected width being sufficiently small does not guarantee that the width obtained in a particular study will be sufficiently small. An extended procedure ensures with some specified, high degree of assurance (e.g., 90% of the time) that the CI observed in a particular study will be sufficiently narrow. We also discuss the rationale and usefulness of two different ways to standardize an ANCOVA contrast, and compare three types of standardized contrast in the ANCOVA/ANOVA context. All of the methods we propose have been implemented in the freely available MBESS package in R so that they can be easily applied by researchers.     

Sample size planning for longitudinal models: accuracy in parameter estimation for polynomial change parameters

Longitudinal studies are necessary to examine individual change over time, with group status often being an important variable in explaining some individual differences in change. Although sample size planning for longitudinal studies has focused on statistical power, recent calls for effect sizes and their corresponding confidence intervals underscore the importance of obtaining sufficiently accurate estimates of group differences in change. We derived expressions that allow researchers to plan sample size to achieve the desired confidence interval width for group differences in change for orthogonal polynomial change parameters. The approaches developed provide the expected confidence interval width to be sufficiently narrow, with an extension that allows some specified degree of assurance (e.g., 99%) that the confidence interval will be sufficiently narrow. We make computer routines freely available, so that the methods developed can be used by researchers immediately.     

Sample size planning for composite reliability coefficients: accuracy in parameter estimation via narrow confidence intervals

Composite measures play an important role in psychology and related disciplines. Composite measures almost always have error. Correspondingly, it is important to understand the reliability of the scores from any particular composite measure. However, the point estimates of the reliability of composite measures are fallible and thus all such point estimates should be accompanied by a confidence interval. When confidence intervals are wide, there is much uncertainty in the population value of the reliability coefficient. Given the importance of reporting confidence intervals for estimates of reliability, coupled with the undesirability of wide confidence intervals, we develop methods that allow researchers to plan sample size in order to obtain narrow confidence intervals for population reliability coefficients. We first discuss composite reliability coefficients and then provide a discussion on confidence interval formation for the corresponding population value. Using the accuracy in parameter estimation approach, we develop two methods to obtain accurate estimates of reliability by planning sample size. The first method provides a way to plan sample size so that the expected confidence interval width for the population reliability coefficient is sufficiently narrow. The second method ensures that the confidence interval width will be sufficiently narrow with some desired degree of assurance (e.g., 99% assurance that the 95% confidence interval for the population reliability coefficient will be less than W units wide). The effectiveness of our methods was verified with Monte Carlo simulation studies. We demonstrate how to easily implement the methods with easy-to-use and freely available software.     

Confidence intervals and sample size calculations for the weighted eta-squared effect sizes in one-way heteroscedastic ANOVA

Effect size reporting and interpreting practices have been extensively recommended in academic journals when primary outcomes of all empirical studies have been analyzed. This article presents an alternative approach to constructing confidence intervals of the weighted eta-squared effect size within the context of one-way heteroscedastic ANOVA models. It is shown that the proposed interval procedure has advantages over an existing method in its theoretical justification, computational simplicity, and numerical performance. For design planning, the corresponding sample size procedures for precise interval estimation of the weighted eta-squared association measure are also delineated. Specifically, the developed formulas compute the necessary sample sizes with respect to the considerations of expected confidence interval width and tolerance probability of interval width within a designated value. Supplementary computer programs are provided to aid the implementation of the suggested techniques in practical applications of ANOVA designs when the assumption of homogeneous variances is not tenable.     

Confidence intervals for standardized linear contrasts of means

Most psychology journals now require authors to report a sample value of effect size along with hypothesis testing results. The sample effect size value can be misleading because it contains sampling error. Authors often incorrectly interpret the sample effect size as if it were the population effect size. A simple solution to this problem is to report a confidence interval for the population value of the effect size. Standardized linear contrasts of means are useful measures of effect size in a wide variety of research applications. New confidence intervals for standardized linear contrasts of means are developed and may be applied to between-subjects designs, within-subjects designs, or mixed designs. The proposed confidence interval methods are easy to compute, do not require equal population variances, and perform better than the currently available methods when the population variances are not equal.     

Confidence intervals and sample size calculations for the standardized mean difference effect size between two normal populations under heteroscedasticity

The use of effect sizes and associated confidence intervals in all empirical research has been strongly emphasized by journal publication guidelines. To help advance theory and practice in the social sciences, this article describes an improved procedure for constructing confidence intervals of the standardized mean difference effect size between two independent normal populations with unknown and possibly unequal variances. The presented approach has advantages over the existing formula in both theoretical justification and computational simplicity. In addition, simulation results show that the suggested one- and two-sided confidence intervals are more accurate in achieving the nominal coverage probability. The proposed estimation method provides a feasible alternative to the most commonly used measure of Cohen’s d and the corresponding interval procedure when the assumption of homogeneous variances is not tenable. To further improve the potential applicability of the suggested methodology, the sample size procedures for precise interval estimation of the standardized mean difference are also delineated. The desired precision of a confidence interval is assessed with respect to the control of expected width and to the assurance probability of interval width within a designated value. Supplementary computer programs are developed to aid in the usefulness and implementation of the introduced techniques.     

Point-biserial correlation: Interval estimation,hypothesis testing,meta-analysis,and sample size determination

The point-biserial correlation is a commonly used measure of effect size in two-group designs. New estimators of point-biserial correlation are derived from different forms of a standardized mean difference. Point-biserial correlations are defined for designs with either fixed or random group sample sizes and can accommodate unequal variances. Confidence intervals and standard errors for the point-biserial correlation estimators are derived from the sampling distributions for pooled-variance and separate-variance versions of a standardized mean difference. The proposed point-biserial confidence intervals can be used to conduct directional two-sided tests, equivalence tests, directional non-equivalence tests, and non-inferiority tests. A confidence interval for an average point-biserial correlation in meta-analysis applications performs substantially better than the currently used methods. Sample size formulas for estimating a point-biserial correlation with desired precision and testing a point-biserial correlation with desired power are proposed. R functions are provided that can be used to compute the proposed confidence intervals and sample size formulas.     

Biases and Standard Errors of Standardized Regression Coefficients

The paper obtains consistent standard errors (SE) and biases of order O(1/n) for the sample standardized regression coefficients with both random and given predictors. Analytical results indicate that the formulas for SEs given in popular text books are consistent only when the population value of the regression coefficient is zero. The sample standardized regression coefficients are also biased in general, although it should not be a concern in practice when the sample size is not too small. Monte Carlo results imply that, for both standardized and unstandardized sample regression coefficients, SE estimates based on asymptotics tend to under-predict the empirical ones at smaller sample sizes.     

Abstract: Sample Size Planning for Latent Curve Models

When designing a study that uses structural equation modeling (SEM), an important task is to decide an appropriate sample size. Historically, this task is approached from the power analytic perspective, where the goal is to obtain sufficient power to reject a false null hypothesis. However, hypothesis testing only tells if a population effect is zero and fails to address the question about the population effect size. Moreover, significance tests in the SEM context often reject the null hypothesis too easily, and therefore the problem in practice is having too much power instead of not enough power.

An alternative means to infer the population effect is forming confidence intervals (CIs). A CI is more informative than hypothesis testing because a CI provides a range of plausible values for the population effect size of interest. Given the close relationship between CI and sample size, the sample size for an SEM study can be planned with the goal to obtain sufficiently narrow CIs for the population model parameters of interest.

Latent curve models (LCMs) is an application of SEM with mean structure to studying change over time. The sample size planning method for LCM from the CI perspective is based on maximum likelihood and expected information matrix. Given a sample, to form a CI for the model parameter of interest in LCM, it requires the sample covariance matrix S, sample mean vector , and sample size N. Therefore, the width (w) of the resulting CI can be considered a function of S, , and N. Inverting the CI formation process gives the sample size planning process. The inverted process requires a proxy for the population covariance matrix Σ, population mean vector μ, and the desired width ω as input, and it returns N as output. The specification of the input information for sample size planning needs to be performed based on a systematic literature review. In the context of covariance structure analysis, Lai and Kelley (2011) discussed several practical methods to facilitate specifying Σ and ω for the sample size planning procedure.     

A Comparative Investigation of Confidence Intervals for IndependentVariables in Linear Regression

In linear regression, the most appropriate standardized effect size for individual independent variables having an arbitrary metric remains open to debate, despite researchers typically reporting a standardized regression coefficient. Alternative standardized measures include the semipartial correlation, the improvement in the squared multiple correlation, and the squared partial correlation. No arguments based on either theoretical or statistical grounds for preferring one of these standardized measures have been mounted in the literature. Using a Monte Carlo simulation, the performance of interval estimators for these effect-size measures was compared in a 5-way factorial design. Formal statistical design methods assessed both the accuracy and robustness of the four interval estimators. The coverage probability of a large-sample confidence interval for the semipartial correlation coefficient derived from Aloe and Becker was highly accurate and robust in 98% of instances. It was better in small samples than the Yuan-Chan large-sample confidence interval for a standardized regression coefficient. It was also consistently better than both a bootstrap confidence interval for the improvement in the squared multiple correlation and a noncentral interval for the squared partial correlation.     

Significance tests to determine the direction of effects in linear regression models

Previous studies have discussed asymmetric interpretations of the Pearson correlation coefficient and have shown that higher moments can be used to decide on the direction of dependence in the bivariate linear regression setting. The current study extends this approach by illustrating that the third moment of regression residuals may also be used to derive conclusions concerning the direction of effects. Assuming non‐normally distributed variables, it is shown that the distribution of residuals of the correctly specified regression model (e.g., Y is regressed on X) is more symmetric than the distribution of residuals of the competing model (i.e., X is regressed on Y). Based on this result, 4 one‐sample tests are discussed which can be used to decide which variable is more likely to be the response and which one is more likely to be the explanatory variable. A fifth significance test is proposed based on the differences of skewness estimates, which leads to a more direct test of a hypothesis that is compatible with direction of dependence. A Monte Carlo simulation study was performed to examine the behaviour of the procedures under various degrees of associations, sample sizes, and distributional properties of the underlying population. An empirical example is given which illustrates the application of the tests in practice.     

Methods for the Behavioral,Educational, and Social Sciences: An R package

Methods for the Behavioral, Educational, and Social Sciences (MBESS; Kelley, 2007b) is an open source package for R (R Development Core Team, 2007b), an open source statistical programming language and environment. MBESS implements methods that are not widely available elsewhere, yet are especially helpful for the idiosyncratic techniques used within the behavioral, educational, and social sciences. The major categories of functions are those that relate to confidence interval formation for noncentral t, F, and chi2 parameters, confidence intervals for standardized effect sizes (which require noncentral distributions), and sample size planning issues from the power analytic and accuracy in parameter estimation perspectives. In addition, MBESS contains collections of other functions that should be helpful to substantive researchers and methodologists. MBESS is a long-term project that will continue to be updated and expanded so that important methods can continue to be made available to researchers in the behavioral, educational, and social sciences.     

Implications of statistical power for confidence intervals

The statistical power of a hypothesis test is closely related to the precision of the accompanying confidence interval. In the case of a z-test, the width of the confidence interval is a function of statistical power for the planned study. If minimum effect size is used in power analysis, the width of the confidence interval is the minimum effect size times a multiplicative factor φ. The index φ, or the precision-to-effect ratio, is a function of the computed statistical power. In the case of a t-test, statistical power affects the probability of achieving a certain width of confidence interval, which is equivalent to the probability of obtaining a certain value of φ. To consider estimate precision in conjunction with statistical power, we can choose a sample size to obtain a desired probability of achieving a short width conditional on the rejection of the null hypothesis.     

Statistical inference for a linear function of medians: confidence intervals,hypothesis testing,and sample size requirements

When the distribution of the response variable is skewed, the population median may be a more meaningful measure of centrality than the population mean, and when the population distribution of the response variable has heavy tails, the sample median may be a more efficient estimator of centrality than the sample mean. The authors propose a confidence interval for a general linear function of population medians. Linear functions have many important special cases including pairwise comparisons, main effects, interaction effects, simple main effects, curvature, and slope. The confidence interval can be used to test 2-sided directional hypotheses and finite interval hypotheses. Sample size formulas are given for both interval estimation and hypothesis testing problems.     

Prediction in future samples studied in terms of the gain from selection

The gain from selection (GS) is defined as the standardized average performance of a group of subjects selected in a future sample using a regression equation derived on an earlier sample. Expressions for the expected value, density, and distribution function (DF) of GS are derived and studied in terms of sample size, number of predictors, and the prior distribution assigned to the population multiple correlation. The DF of GS is further used to determine how large sample sizes must be so that with probability .90 (.95), the expected GS will be within 90 percent of its maximum possible value. An approximately unbiased estimator of the expected GS is also derived.