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方差的序贯分析:提高假设检验的效率

Sequential analysis of variance: Increasing efficiency of hypothesis testing.

作者信息

Steinhilber Meike, Schnuerch Martin, Schubert Anna-Lena

机构信息

Department of Psychology, Johannes Gutenberg University Mainz.

Department of Psychology, School of Social Sciences, University of Mannheim.

出版信息

Psychol Methods. 2024 Sep 9. doi: 10.1037/met0000677.

Abstract

Researchers commonly use analysis of variance (ANOVA) to statistically test results of factorial designs. Performing an a priori power analysis is crucial to ensure that the ANOVA is sufficiently powered, however, it often poses a challenge and can result in large sample sizes, especially if the expected effect size is small. Due to the high prevalence of small effect sizes in psychology, studies are frequently underpowered as it is often economically unfeasible to gather the necessary sample size for adequate Type-II error control. Here, we present a more efficient alternative to the fixed ANOVA, the so-called sequential ANOVA that we implemented in the R package "sprtt." The sequential ANOVA is based on the sequential probability ratio test (SPRT) that uses a likelihood ratio as a test statistic and controls for long-term error rates. SPRTs gather evidence for both the null and the alternative hypothesis and conclude this process when a sufficient amount of evidence has been gathered to accept one of the two hypotheses. Through simulations, we show that the sequential ANOVA is more efficient than the fixed ANOVA and reliably controls long-term error rates. Additionally, robustness analyses revealed that the sequential and fixed ANOVAs exhibit analogous properties when their underlying assumptions are violated. Taken together, our results demonstrate that the sequential ANOVA is an efficient alternative to fixed sample designs for hypothesis testing. (PsycInfo Database Record (c) 2024 APA, all rights reserved).

摘要

研究人员通常使用方差分析(ANOVA)对析因设计的结果进行统计检验。进行先验功效分析对于确保方差分析有足够的功效至关重要,然而,这通常具有挑战性,并且可能导致样本量很大,特别是如果预期效应量较小。由于心理学中效应量小的情况很普遍,研究往往功效不足,因为收集足够的样本量以进行充分的II型错误控制在经济上往往不可行。在这里,我们提出了一种比固定方差分析更有效的替代方法,即所谓的序贯方差分析,我们在R包“sprtt”中实现了它。序贯方差分析基于序贯概率比检验(SPRT),该检验使用似然比作为检验统计量并控制长期错误率。序贯概率比检验会收集支持原假设和备择假设的证据,并在收集到足够的证据以接受两个假设之一时结束这个过程。通过模拟,我们表明序贯方差分析比固定方差分析更有效,并且能够可靠地控制长期错误率。此外,稳健性分析表明,当违反其基本假设时,序贯方差分析和固定方差分析表现出类似的性质。综上所述,我们的结果表明序贯方差分析是用于假设检验的固定样本设计的一种有效替代方法。(PsycInfo数据库记录(c)2024美国心理学会,保留所有权利)

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