Liang Qihong, Yu Xiaolin, An Shengli
Department of Biostatistics, School of Public Health, Southern Medical University, Guangzhou 510515, China.
Nan Fang Yi Ke Da Xue Xue Bao. 2020 May 30;40(5):713-717. doi: 10.12122/j.issn.1673-4254.2020.05.16.
To explore the relationship between sample size in the groups and statistical power of ANOVA and Kruskal-Wallis test with an imbalanced design.
The sample sizes of the two tests were estimated by SAS program with given parameter settings, and Monte Carlo simulation was used to examine the changes in power when the total sample size varied or remained fixed.
In ANOVA, when the total sample size was fixed, increasing the sample size in the group with a larger mean square error improved the statistical power, but an excessively large difference in the sample sizes between groups led to reduced power. When the total sample size was not fixed, a larger mean square error in the group with increased sample size was associated with a greater increase of the statistical power. In Kruskal-wallis test, when the total sample size was fixed, increasing the sample size in groups with large mean square errors increased the statistical power irrespective of the sample size difference between the groups; when total sample size was not fixed, a larger mean square error in the group with increased sample size resulted in an increased statistical power, and the increment was similar to that for a fixed total sample size.
The relationship between statistical power and sample size in groups is affected by the mean square error, and increasing the sample size in a group with a large mean square error increases the statistical power. In Kruskal-Wallis test, increasing the sample size in a group with a large mean square error is more cost- effective than increasing the total sample size to improve the statistical power.
探讨不平衡设计中各组样本量与方差分析(ANOVA)及克鲁斯卡尔 - 沃利斯(Kruskal - Wallis)检验效能之间的关系。
利用SAS程序在给定参数设置下估计两种检验的样本量,并采用蒙特卡罗模拟来检验当总样本量变化或保持固定时效能的变化情况。
在方差分析中,当总样本量固定时,增大均方误差较大组的样本量可提高检验效能,但组间样本量差异过大则会导致效能降低。当总样本量不固定时,样本量增加组中较大的均方误差与检验效能的更大提升相关。在克鲁斯卡尔 - 沃利斯检验中,当总样本量固定时,增大均方误差较大组的样本量可提高检验效能,而与组间样本量差异无关;当总样本量不固定时,样本量增加组中较大的均方误差会导致检验效能增加,且增加幅度与总样本量固定时相似。
检验效能与各组样本量之间的关系受均方误差影响,增大均方误差较大组的样本量可提高检验效能。在克鲁斯卡尔 - 沃利斯检验中,增大均方误差较大组的样本量比增加总样本量以提高检验效能更具成本效益。