
This material is a more direct approach to power than I took in the class dated 2/5/02. I suggest looking at this material and then going back to the approach taken in that class.
There are several things about power that should be obvious to anyone who has the faintest idea what power is.
1. More is better
Experiments with more power are generally better than experiments with less power. We want to maximize power (within reason) because that means that we have a better chance of finding a difference if one actually exists.
2. Bigger differences are easier to see (and thus have more power).
It should be obvious that if the true effect that we are looking for is large, it will be easier to detect than if it is small.
3. Bigger is better
The more observations we have, all other things equal, the more power we have. In other words, power varies as a function of sample size.
The 2nd and 3rd points above are important, because they tell us something about how to calculate power. The second is particularly important, because it suggests that if we are trying to calculate power, we have to find a way to take the size of the difference(s) into account.
For the calculations we will carry out here, we will blur the distinction between a statistic and a parameter. Our formulae will be written in terms of parameters (e.g. m). But we will take the statistics that some study (in our case, Spilich's) actually found because we want to calculate the power of finding a significant difference if the means that Spilich actually found represent the true parameters in the population(s). This can get confusing when you see me insert a sample mean when the formula calls for a parameter.
Calculation of Power for Spilich Data Given Sample Means as Parameters
I will use the example of Spilich's study of smoking and task as they influence performance. This is a standard 2-way, with independent cells and equal sample sizes.
The following table gives the cell means, the row and column means, and the treatment effects. (The treatment effects for each cell are in parentheses, and these are defined below.)
Nonsmoker
Delayed
SmokerActive
SmokerMean
Pattern Rec 9.40
(1.948)9.60
(-0.563)9.93
(-1.385)9.64
-8.615
Recall 28.87
(-7.718)39.93
(0.637)47.53
(7.081)38.78
20.518
Driving 9.93
(5.770)6.80
(-0.074)2.33
(-5.696)6.36 -11.904 Mean 16.07
18.78
19.93
18.26
-2.193
0.519
1.674 The summary table for this factorial design follows. We will want to have it available later, so I stuck it in here.
Because power is going to depend on how large a difference exists between groups, we have to calculate those "effect sizes." Here we define an effect as the difference between the row (or column) mean and the grand mean. So the effect of being in the pattern recognition task is 9.64 - 18.26 = -8.62. (Carrying it to 3 decimals, it is -8.615.) In other words, people in the pattern recognition group will have a mean that is 8.615 points below the overall average.
For the individual interaction effects, the effect for a given cell is the difference between what that cell mean is, and what that cell mean would be predicted to be if we took row and column means, but not interaction, into account. We would predict that the mean of cell11 for example, would be the grand mean plus the effect of being in row1 plus the effect of being in column1. That means that we would predict that the mean of cell11 would be
. Because the mean for that cell is actually mij the interaction effect is the difference between the actual and predicted mean, which is
. That is where all of the numbers in parentheses come from in the above table. They are measures of the degree to which the interaction of row and column variables influences the cell means.
Power in a factorial is a direct extension of the way we calculated power with a one-way. In the one-way we calculated
Here we will simply extend that to rows, columns, and interactions.
In what follows mi. refers to the mean of rowi, averaged across columns. Similarly, m.j refers to the mean of columnj, averaged across rows.
Cohen uses the letter f where I use F', but that is just a difference in terminology. I have history on my side, whereas Cohen has Cohen's prestige his side.
We could now incorporate the sample sizes and then look that up in tables of the non-central F distrtibution. I cover this in the book.
We would go to the tables of the non-central f distribution with these values of F.
Instead, I am doing things differently, using Cohen's tables. I will work directly with the F' values.
There is a problem when we come to specifying the sample size for Cohen's tables. We are going to have to enter the table with the relevant F' and the sample sizes. We have already calculated F'. For reasons I won't go into, Cohen defines the adjusted sample size as
n' = dferror/(dfeffect +1) + 1
For our main effects this becomes 126/3 + 1 = 43
and for the interaction this is 126/5 + 1 = 26.2
Using the tables From Cohen , with dfe = 30 and phi-prime rounded, or a program called G*Power, I calculate power as
Effect n' Phi-prime (f)
Power Task 43 1.42 .99 SmkGrp 43 0.16 .32 Interaction 26 0.43 .98 Notice: I have shown both phi-prime and f. The symbols are used interchangeably, depending on what book you are reading at the time. Cohen was the one who popularized f.
Cohen's Tables
Cohen (1988) Statistical Power Analysis for the Behavioral Sciences (2nd ed.) calculates a statistic called f. This is equivalent to f.
Cohen's tables are very extensive, and I can not present all of them here. As an example, I have scanned in the one for a test at the .05 level with 2 df for treatments. That appears below. (In this table n is the sample size, or, in the case of factorials, it is the n' that we calculated above. ) These tables have been scanned directly from Cohen's book.
Table 8.3.13
Power of F test at a = .05, u = 2
f
n F c .05 .10 .15 .20 .25 .30 .35 .40 .50 .60 .70 .80 2 9.552 05 05 06 06 07 07 08 08 10 12 15 18 3 5.143 05 05 06 07 08 09 10 12 17 22 29 37 4 4.256 05 06 06 08 09 11 14 17 24 33 44 54 5 3.885 05 06 07 09 11 14 17 22 32 44 56 69 6 3.682 05 06 07 10 13 16 21 26 39 53 67 79 7 3.555 05 06 08 11 14 19 25 31 46 62 76 87 8 3.467 05 06 08 12 16 22 28 36 53 69 83 92 9 3.403 05 07 09 13 18 24 32 40 59 75 88 95 10 3.354 05 07 10 14 20 27 35 45 64 81 91 97 11 3.316 05 07 10 15 21 30 39 49 69 85 94 98 12 3.285 06 07 11 16 23 32 42 53 74 88 96 99 13 3.260 06 08 11 17 25 35 46 57 77 91 97 99 14 3.238 06 08 12 18 27 38 49 61 81 93 98 15 3.220 06 08 13 20 29 40 52 64 84 95 99 16 3.205 06 08 13 21 31 43 55 67 86 96 99 17 3.191 06 09 14 22 33 45 58 70 89 97 99 18 3.179 06 09 14 23 34 48 61 73 90 98 19 3.168 06 09 15 24 36 50 64 76 92 99 20 3.159 06 09 16 26 38 52 66 78 93 99 21 3.150 06 09 16 27 40 54 69 80 95 99 22 3.143 06 10 17 28 42 57 71 82 96 99 23 3.136 06 10 18 29 43 59 73 84 96 24 3.130 06 10 18 30 45 61 75 86 97 25 3.124 06 10 19 32 47 63 77 87 98 26 3.119 06 11 20 33 48 65 79 89 98 27 3.114 06 11 20 34 50 66 Bo go 98 28 3.110 06 11 21 35 52 68 82 91 99 29 3.105 06 12 22 36 53 70 83 92 99 30 3.102 06 12 22 37 55 71 85 93 99 31 3.098 07 12 23 39 56 73 86 94 99 32 3.095 07 12 24 40 58 75 87 94 99 33 3.091 07 13 24 41 59 76 88 95 34 3.088 07 13 25 42 61 77 89 96 35 3.086 07 13 26 43 62 79 go 96 36 3.083 07 '13 26 44 63 so 91 97 37 3.081 07 14 27 45 65 81 92 97 38 3.078 07 14 28 46 66 82 92 97 39 3.076 07 14 28 47 67 83 93 98
Table 8.3.13 (continued)
f
n FC .05 .10 .15 .20 .25 .30 .35 .40 .50 .60 .70 40 3.074 07 15 29 48 68 84 94 98 42 3.070 07 15 30 51 71 86 95 98 44 3.066 07 16 32 53 73 88 96 99 46 3.063 07 16 33 55 75 89 96 99 48 3.060 08 17 34 57 77 90 97 99 50 3.058 08 18 36 58 79 92 98 99 52 3.055 08 18 37 60 80 93 98 54 3.053 08 19 38 62 82 94 98 56 3.051 08 19 40 64 83 94 99 58 3.049 08 20 41 65 85 95 99 60 3.047 08 21 42 67 86 96 99 64 3.044 08 22 45 70 88 97 99 68 3.041 09 23 47 73 90 98 72 3.039 09 24 49 75 92 98 76 3.036 09 25 52 78 93 99 80 3.034 09 27 54 80 94 99 84 3.032 10 28 56 82 95 99 88 3.031 10 29 58 84 96 99 92 3.029 10 30 60 85 97 96 3.028 10 31 62 87 97 100 3.026 11 32 64 88 98 120 3.021 12 38 73 94 140 3.018 14 44 79 97 160 3.015 15 49 85 98 180 3.013 16 54 89 99 200 3.011 18 59 92 250 3.008 22 69 97 300 3.006 25 78 99 350 3.004 29 84 400 3.003 33 89 450 3.002 36 92 500 3.002 40 95 600 3.001 47 98 700 3.000 53 99 800 3.000 59 900 2.999 65 1000 2.999 70
For our example we would look up the 2 main effects with F' = 1.42 and 0.16, respectively, and sample sizes of 45. For the interaction we would enter with F' = .43, but with the sample size only equal to 26.2 (see calculations above). We can't use this specific table for power of the interaction, because that is on 4 df, not 2 df. I will give that answer in a minute.
The yellow sections in the table show the cells that are involved in the interpolation of power for SmokeGrp. For the interaction, Cohen's table would have us interpolate between .96 (for f = .40) and 1.00 for f = .50). The resulting answer is .98 (approx).
Cohen has argued that if you really dont have any idea what values of µ to expect, or cannot calculate f for some other reason, then you can define
small effect f = .10
medium effect f = .25
large effect f = .50
These correspond to h 2 = .01, .06. And .14, respectively.
G*Power
A great source for power is a program called G*Power. It is available at
http://www.psycho.uni-duesseldorf.de/aap/projects/gpower/how_to_use_gpower.html
Even if you don't want the program itself, they have an excellent manual that covers lots of stuff about power.
Mark Gorman gave me another link that may be of interest. It is http://www.math.yorku.ca/SCS/Demos/power/ The only problem is that it is not super user-friendly.
I used G*Power in Tuesday's class, and you can see it in those notes. I will leave it out here, because I am trying to shorten the coverage.
Last revised: 02/06/02