[R] stats::power.t.test error

[Martin Maechler]

>>>>> Bert Gunter 
>>>>>     on Tue, 15 Oct 2019 07:41:35 -0700 writes:

    > "...plausible sample sizes i.e. integers."
    > ??
    > f(...) = function that returns a real.

    > ceiling(f(...)) = function that returns an integer.

    > The problem is the "plausible" part.

Actually,  power.t.test() does not return an integer for 'n'
typically in any case.

I found that it's actually quite easy to power.t.test() do the
diddling for us and return a number between 1 and 2.

What you do with that number is your decision, but formally it
solves the root finding problem :

> (ptt1 <- power.t.test(delta = 0.6, sd=0.00001, power=0.9 , sig.level=0.05))

     Two-sample t test power calculation 

              n = 1.004283
          delta = 0.6
             sd = 1e-05
      sig.level = 0.05
          power = 0.9
    alternative = two.sided

NOTE: n is number in *each* group

--------------------

As the change is small, and I see that Witold has good reasons
to prefer this to wrapping everything in try(.) or (better) tryCatch(.),
I propose to commit the change after a bit more testing.

Martin


    > Cheers,
    > Bert


    > Bert Gunter

    > "The trouble with having an open mind is that people keep coming along and
    > sticking things into it."
    > -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


    > On Tue, Oct 15, 2019 at 3:11 AM Witold E Wolski <wewolski using gmail.com> wrote:

    >> Dear Peter,
    >> 
    >> Yes, It is a technical issue and a matter of diddling around. And I
    >> agree with your comment regarding the 2 observations.
    >> I have several thousands variance estimates for which I need to
    >> compute the sample sizes automatically. Using try statements is
    >> typically the last thing I would like to resort too.
    >> Is there an alternative implementation of power.t.test on CRAN which
    >> could the diddling for me and return plausible sample sizes i.e.
    >> integers.
    >> 
    >> best regards
    >> Witek
    >> 
    >> On Fri, 4 Oct 2019 at 16:28, peter dalgaard <pdalgd using gmail.com> wrote:
    >> >
    >> > This is mainly a technical issue with uniroot trying to go outside of
    >> its interval: (2, 1e7)
    >> >
    >> > It is fairly easy to find an approximate solution by diddling a little
    >> by hand:
    >> >
    >> > > power.t.test(delta = 0.5849625, sd=0.01, n=1.04, sig.level=0.05)$power
    >> > [1] 0.8023375
    >> >
    >> > Notice, however, that 1.04 observations in each group makes no sense at
    >> all. In order to actually do a t-test you need at least 2 observations per
    >> group (since we assume equal group sizes) or you have no variance estimate.
    >> Already at sd=0.1, you are crossing the n=2 border, so for any smaller sd,
    >> you will just get higher power with n=2. (Also, anything with single-digit
    >> degrees of freedom for variance is probably expecting rather much regarding
    >> to Gaussian distribution of your data.)
    >> >
    >> > -pd
    >> >
    >> > > On 4 Oct 2019, at 14:30 , Witold E Wolski <wewolski using gmail.com> wrote:
    >> > >
    >> > > Hi,
    >> > >
    >> > > power.t.test works for some range of input parameters but fails
    >> otherwise.
    >> > >
    >> > >> power.t.test(delta = 0.5849625, sd=0.1, power=0.8, sig.level=0.05)$n
    >> > > [1] 1.971668
    >> > >> power.t.test(delta = 0.5849625, sd=0.05, power=0.8, sig.level=0.05)$n
    >> > > [1] 1.620328
    >> > >> power.t.test(delta = 0.5849625, sd=0.01, power=0.8, sig.level=0.05)$n
    >> > > Error in uniroot(function(n) eval(p.body) - power, c(2, 1e+07), tol =
    >> tol,  :
    >> > >  did not succeed extending the interval endpoints for f(lower) *
    >> f(upper) <= 0
    >> > > In addition: Warning message:
    >> > > In qt(sig.level/tside, nu, lower.tail = FALSE) : NaNs produced
    >> > >
    >> > > I guessing that sd is very small compared with delta, hence the
    >> > > problem. But what are allowed values (ratios) of delta and sd?
    >> > >
    >> > > Best
    >> > > Witek
    >> > >
    >> > > --
    >> > > Witold Eryk Wolski
    >> > >

    >> >
    >> > --
    >> > Peter Dalgaard, Professor,
    >> > Center for Statistics, Copenhagen Business School
    >> > Solbjerg Plads 3, 2000 Frederiksberg, Denmark
    >> > Phone: (+45)38153501
    >> > Office: A 4.23
    >> > Email: pd.mes using cbs.dk  Priv: PDalgd using gmail.com
    >> 
    >> --
    >> Witold Eryk Wolski