Premium
A practical approach to computing power for generalized linear models with nominal, count, or ordinal responses
Author(s) -
Lyles Robert H.,
Lin HungMo,
Williamson John M.
Publication year - 2006
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.2617
Subject(s) - covariate , sample size determination , ordinal data , mathematics , linear model , count data , generalized linear model , statistics , wald test , design matrix , range (aeronautics) , generalized linear mixed model , statistic , test statistic , computer science , statistical hypothesis testing , materials science , composite material , poisson distribution
Data analysts facing study design questions on a regular basis could derive substantial benefit from a straightforward and unified approach to power calculations for generalized linear models. Many current proposals for dealing with binary, ordinal, or count outcomes are conceptually or computationally demanding, limited in terms of accommodating covariates, and/or have not been extensively assessed for accuracy assuming moderate sample sizes. Here, we present a simple method for estimating conditional power that requires only standard software for fitting the desired generalized linear model for a non‐continuous outcome. The model is fit to an appropriate expanded data set using easily calculated weights that represent response probabilities given the assumed values of the parameters. The variance–covariance matrix resulting from this fit is then used in conjunction with an established non‐central chi square approximation to the distribution of the Wald statistic. Alternatively, the model can be re‐fit under the null hypothesis to approximate power based on the likelihood ratio statistic. We provide guidelines for constructing a representative expanded data set to allow close approximation of unconditional power based on the assumed joint distribution of the covariates. Relative to prior proposals, the approach proves particularly flexible for handling one or more continuous covariates without any need for discretizing. We illustrate the method for a variety of outcome types and covariate patterns, using simulations to demonstrate its accuracy for realistic sample sizes. Copyright © 2006 John Wiley & Sons, Ltd.