rPowerlib
rPowerlib computes statistical power for general linear multivariate models with fixed predictors and one or more Gaussian covariates.
Key Features:
- Noncentral F power approximation: Implements a noncentral F power approximation for fixed predictors in general linear multivariate models accommodating one or more Gaussian covariates.
- Taylor series expansion: Uses a Taylor series expansion of the matrix-variate beta distribution of type I to approximate the noncentrality parameter under alternative hypotheses.
- Monte Carlo simulation validation: Validates approximation methods via Monte Carlo simulations that model randomness in predictors and errors and that vary number of outcomes, hypothesis parameters, per-treatment sample size, and correlations between random predictors and outcomes.
- Computational efficiency: Produces single power calculations in milliseconds, substantially faster than empirical simulation methods (~3 minutes per calculation).
Scientific Applications:
- Power and sample size calculation: Calculation of statistical power and sample size for studies using general linear multivariate models with Gaussian covariates.
- Design of multivariate studies: Design and planning of experiments and studies involving multiple outcomes and fixed predictors.
- Hypothesis evaluation: Evaluation of complex multivariate hypotheses about fixed predictors in the presence of Gaussian covariates, including assessment across multiple outcomes.
Methodology:
Implements a noncentral F power approximation using a Taylor series expansion of the matrix-variate beta distribution of type I to approximate the noncentrality parameter, with validation by Monte Carlo simulations that model randomness in predictors and errors and vary outcomes, hypothesis parameters, per-treatment sample size, and correlations.
Topics
Details
- License:
- GPL-3.0
- Programming Languages:
- R, Java
- Added:
- 11/14/2019
- Last Updated:
- 12/14/2020
Operations
Publications
Kreidler SM, Ringham BM, Muller KE, Glueck DH. Calculating power for the general linear multivariate model with one or more Gaussian covariates. Communications in Statistics - Theory and Methods. 2018;48(6):1435-1448. doi:10.1080/03610926.2018.1433849. PMID:31467462. PMCID:PMC6715143.