power_linear: Power and sample size estimation for linear models

Description

variance_ancova provides a convenient function for estimating a variance to use for power and sample size approximation.

The power_gs and samplesize_gs functions calculate the Guenther-Schouten power approximation for ANOVA or ANCOVA. The approximation is based in (Guenther WC. Sample Size Formulas for Normal Theory T Tests. The American Statistician. 1981;35(4):243–244) and (Schouten HJA. Sample size formula with a continuous outcome for unequal group sizes and unequal variances. Statistics in Medicine. 1999;18(1):87–91).

The function power_nc calculates the power for ANOVA or ANCOVA based on the non-centrality parameter and the exact t-distributions.

See more details about each function in Details and in sections after Value.

Usage

variance_ancova(formula, data, inflation = 1, deflation = 1, ...)
power_gs(variance, ate, n, r = 1, margin = 0, alpha = 0.05, ...)
samplesize_gs(variance, ate, r = 1, margin = 0, power = 0.9, alpha = 0.05, ...)
power_nc(variance, df, ate, n, r = 1, margin = 0, alpha = 0.05, ...)

Value

All functions return a numeric. variance_ancova returns a numeric with a variance estimated from data to used for power estimation and sample size estimation. power_xx and samplesize_xx functions return a numeric with the power or sample size approximation.

Arguments

formula: an object of class "formula" (or one that can be coerced to that class): a symbolic description used in stats::model.frame() to create a data.frame with response and covariates. This data.frame is used to estimate the $R^2$, which is then used to find the variance. See more in details.
data: a data frame, list or environment (or object coercible by as.data.frame to a data frame), containing the variables in formula. Neither a matrix nor an array will be accepted.
inflation: a numeric to multiply the marginal variance of the response by. Default is 1 which estimates the variance directly from data. Use values above 1 to obtain a more conservative estimate of the marginal response variance.
deflation: a numeric to multiply the $R^2$ by. Default is 1 which means the estimate of $R^2$ is unchanged. Use values below 1 to obtain a more conservative estimate of the coefficient of determination. See details about how $R^2$ related to the estimation.
...: Not currently used. Here to accomodate implementation of ... for the repeat_power_linear() function.
variance: a numeric variance to use for the approximation. See more details in documentation sections of each power approximating function.
ate: a numeric minimum effect size that we should be able to detect.
n: a numeric with number of participants in total. From this number of participants in the treatment group is $n1=(r/(1+r))n$ and the control group is $n0=(1/(1+r))n$.
r: a numeric allocation ratio $r=n1/n0$. For one-to-one randomisation r=1.
margin: a numeric superiority margin (for non-inferiority margin, a negative value can be provided).
alpha: a numeric significance level. The critical value used for testing corresponds to using the significance level for a two-sided test. I.e. we use the quantile $1-\alpha/2$ of the null distribution as the critical value.
power: a numeric giving the desired power when calculating the sample size
df: a numeric degrees of freedom to use in the t-distribution.

Guenther-Schouten power approximation

The estimation formula in the case of an ANCOVA model with multiple covariate adjustment is (see description for reference):

$$ n=\frac{(1+r)^2}{r}\frac{(z_{1-\alpha/2}+z_{1-\beta})^2\widehat{\sigma}^2(1-\widehat{R}^2)}{(\beta_1-\beta_0-\Delta_s)^2}+\frac{(z_{1-\alpha/2})^2}{2} $$

where $\widehat{R}^2= \frac{\widehat{\sigma}_{XY}^\top \widehat{\Sigma}_X^{-1}\widehat{\sigma}_{XY}}{\widehat{\sigma}^2}$, we denote by $\widehat{\sigma^2}$ an estimate of the variance of the outcome, $\widehat{\Sigma_X}$ and estimate of the covariance matrix of the covariates, and $\widehat{\sigma_{XY}}$ a $p$-dimensional column vector consisting of an estimate of the covariance between the outcome variable and each covariate. In the univariate case $R^2$ is replaced by $\rho^2$

Power approximation using non-centrality parameter

The prospective power estimations are based on (Kieser M. Methods and Applications of Sample Size Calculation and Recalculation in Clinical Trials. Springer; 2020). The ANOVA power is calculated based on the non-centrality parameter given as

$$nc =\sqrt{\frac{r}{(1+r)^2}\cdot n}\cdot\frac{\beta_1-\beta_0-\Delta_s}{\sigma},$$

where we denote by $\sigma^2$ the variance of the outcome, such that the power can be estimated as

$$1-\beta = 1 - F_{t,n-2,nc}\left(F_{t, n-2, 0}^{-1}(1-\alpha/2)\right).$$

The power of ANCOVA with univariate covariate adjustment and no interaction is calculated based on the non-centrality parameter given as

$$nc =\sqrt{\frac{rn}{(1+r)^2}}\frac{\beta_1-\beta_0-\Delta_s}{\sigma\sqrt{1-\rho^2}},$$

such that the power can be estimated as

$$1-\beta = 1 - F_{t,n-3,nc}\left(F_{t, n-3, 0}^{-1}(1-\alpha/2)\right).$$

The power of ANCOVA with either univariate covariate adjustment and interaction or multiple covariate adjustement with or without interaction is calculated based on the non-centrality parameter given as

$$nc =\frac{\beta_1-\beta_0-\Delta_s}{\sqrt{\left(\frac{1}{n_1}+\frac{1}{n_0} + X_d^\top\left((n-2)\Sigma_X\right)^{-1}X_d \right)\sigma^2\left(1-\widehat{R}^2\right)}}.$$

where $X_d = \left(\overline{X}_1^1-\overline{X}_0^1, \ldots, \overline{X}_1^p-\overline{X}_0^p\right)^\top$, $\widehat{R}^2= \frac{\widehat{\sigma}_{XY}^\top \widehat{\Sigma}_X^{-1}\widehat{\sigma}_{XY}}{\widehat{\sigma}^2}$, we denote by $\widehat{\sigma^2}$ an estimate of the variance of the outcome, $\widehat{\Sigma_X}$ and estimate of the covariance matrix of the covariates, and $\widehat{\sigma_{XY}}$ a $p$-dimensional column vector consisting of an estimate of the covariance between the outcome variable and each covariate. Since we are in the case of randomized trials the expected difference between the covariate values between the to groups is 0. Furthermore, the elements of $\Sigma_X^{-1}$ will be small, unless the variances are close to 0, or the covariates exhibit strong linear dependencies, so that the correlations are close to 1. These scenarios are excluded since they could lead to potentially serious problems regarding inference either way. These arguments are used by Zimmermann et. al (Zimmermann G, Kieser M, Bathke AC. Sample Size Calculation and Blinded Recalculation for Analysis of Covariance Models with Multiple Random Covariates. Journal of Biopharmaceutical Statistics. 2020;30(1):143–159.) to approximate the non-centrality parameter as in the univariate case where $\rho^2$ is replaced by $R^2$.

Then the power for ANCOVA with d degrees of freedom can be estimated as

$$1-\beta = 1 - F_{t,d,nc}\left(F_{t, d,0), 0}^{-1}(1-\alpha/2)\right).$$

Details

This details section provides information about relation between arguments to functions and the formulas described in sections below for each power approximation formula.

Note that all entities that carry the same name as an argument and in the formula will not be mentioned below, as they are obviously linked (n, r, alpha)

ate: $\beta_1-\beta_0$
margin: $\Delta_s$
variance: $\widehat{\sigma}^2(1-\widehat{R}^2)$

Finding the `variance` to use for approximation

The variance_ancova function estimates $\sigma^2(1-R^2)$ in data and returns it as a numeric that can be passed directly as the variance in power_gs. Corresponds to estimating the power from using an lm with the same formula as specified in variance_ancova.

The user can estimate the variance any way they see fit.

Examples

Run this code

# Generate a data set to use as an example
n_train <- 1e3
n_test <- 100

dat_gaus <- glm_data(Y ~ 1+2*X1-X2+3*A,
                X1 = rnorm(n_train),
                X2 = rgamma(n_train, shape = 2),
                A = rbinom(n_train, size = 1, prob = 0.5),
                family = gaussian())

# Approximate the power using no adjustment covariates
va_nocov <- var(dat_gaus$Y)
power_gs(n = n_test, variance = va_nocov, ate = 1)

# Approximate the power with a model adjusting for both variables in the
# data generating process

## First estimate the variance sigma^2 * (1-R^2)
va_cov <- variance_ancova(Y ~ X1 + X2 + A, dat_gaus)
## Then estimate the power using this variance
power_gs(n = n_test, variance = va_cov, ate = 1.8, margin = 1, r = 2)

# Approximate the sample size needed to obtain 90% power with same model as
# above
samplesize_gs(
  variance = va_cov, ate = 1.8, power = 0.9, margin = 1, r = 2
)

# No adjustment covariates
power_nc(n = n_test, variance = va_nocov, df = 199, ate = 1)
# Adjusting for all covariates in data generating process
power_nc(n = n_test, variance = va_cov, df = 196, ate = 1.8, margin = 1, r = 2)

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