Dear All
I want to calculate power of test. I want to test H0: Rho = 0 VS H1: Rho
!= 0.
Assume, I have r=0.2 and sample size = 100.
How I can do this.
Many Thanks
Jumlong
--
Jumlong Vongprasert Assist, Prof.
Institute of Research and Development
Ubon Ratchathani Rajabhat University
Ubon Ratchathani
THAILAND
34000
[[alternative HTML version deleted]]
Hi:
One answer comes from the pwr.r.test() function in package pwr (read its
code to see how it calculates power):
pwr.r.test(n = 100, r = 0.2, sig.level = 0.05, alternative =
'two.sided')
approximate correlation power calculation (arctangh transformation)
n = 100
r = 0.2
sig.level = 0.05
power = 0.5142056
alternative = two.sided
If you're looking for the power function, that's another matter entirely
:)
HTH,
Dennis
On Mon, Oct 18, 2010 at 11:48 PM, Jumlong Vongprasert <
jumlong.ubru@gmail.com> wrote:
> Dear All
> I want to calculate power of test. I want to test H0: Rho = 0 VS H1: Rho
> != 0.
> Assume, I have r=0.2 and sample size = 100.
> How I can do this.
> Many Thanks
> Jumlong
>
> --
> Jumlong Vongprasert Assist, Prof.
> Institute of Research and Development
> Ubon Ratchathani Rajabhat University
> Ubon Ratchathani
> THAILAND
> 34000
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
[[alternative HTML version deleted]]
I generally use simulation to calculate power:
library(MASS)
out1 <- replicate(10000,
{tmp <- mvrnorm(100, mu=c(0,0), Sigma=matrix( c(1,.2,.2,1), 2 ) );
cor.test( tmp[,1], tmp[,2] )$p.value } )
mean( out1 <= 0.05 )
--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Jumlong Vongprasert
> Sent: Tuesday, October 19, 2010 12:49 AM
> To: r-help at r-project.org
> Subject: [R] calculate power of test
>
> Dear All
> I want to calculate power of test. I want to test H0: Rho = 0 VS
> H1: Rho
> != 0.
> Assume, I have r=0.2 and sample size = 100.
> How I can do this.
> Many Thanks
> Jumlong
>
> --
> Jumlong Vongprasert Assist, Prof.
> Institute of Research and Development
> Ubon Ratchathani Rajabhat University
> Ubon Ratchathani
> THAILAND
> 34000
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.