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August 25, 2020 18:52
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illustrate that tests with small P-values always have high observed power (Fig from Andrew D. Althouse, Post Hoc Power: Not Empowering, Just Misleading, Journal of Surgical Research, 2020)
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# https://www.sciencedirect.com/science/article/pii/S0022480420305023?via%3Dihub | |
# illustrates that tests with small P-values always have high observed power (on the left side, where the P-value is close to 0 and observed power close to 1). | |
x1 <- rnorm(30, mean = 2, sd = 2) | |
x2 <- rnorm(30, mean = 3, sd = 2) | |
tout <- t.test(x1, x2) | |
obs_eff <- diff(tout$estimate) | |
pout <- power.t.test(n = 30, delta = abs(obs_eff), sd = 2, sig.level = 0.05) | |
pout$power | |
obs_power <- function(n = 30){ | |
x1 <- rnorm(n, mean = 2, sd = 2) | |
x2 <- rnorm(n, mean = 3, sd = 2) | |
tout <- t.test(x1, x2) | |
obs_eff <- diff(tout$estimate) | |
pout <- power.t.test(n = n, delta = abs(obs_eff), | |
sd = sd(c(x1, x2)), | |
sig.level = 0.05) | |
c(pvalue = tout$p.value, power = pout$power) | |
} | |
rout <- replicate(n = 10000, obs_power(n=30)) | |
# rout[,1:5] | |
plot(rout['pvalue',], rout['power',], | |
xlab = 'P-Value', ylab = 'Observed Power') |
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