Scaled Minimal Detectable Slope for a t-Test for Linear Trend
Compute the scaled minimal detectable slope associated with a t-test for liner trend, given the sample size or predictor variable values, power, and significance level.
linearTrendTestScaledMds(n, x = lapply(n, seq), alpha = 0.05, power = 0.95, alternative = "two.sided", two.sided.direction = "greater", approx = FALSE, tol = 1e-07, maxiter = 1000)
n |
numeric vector of sample sizes. All values of |
x |
numeric vector of predictor variable values, or a list in which each component is
a numeric vector of predictor variable values. Usually, the predictor variable is
time (e.g., days, months, quarters, etc.). The default value is
|
alpha |
numeric vector of numbers between 0 and 1 indicating the Type I error level
associated with the hypothesis test. The default value is |
power |
numeric vector of numbers between 0 and 1 indicating the power
associated with the hypothesis test. The default value is |
alternative |
character string indicating the kind of alternative hypothesis. The possible values
are |
two.sided.direction |
character string indicating the direction (positive or negative) for the
scaled minimal detectable slope when |
approx |
logical scalar indicating whether to compute the power based on an approximation to
the non-central t-distribution. The default value is |
tol |
numeric scalar indicating the toloerance to use in the
|
maxiter |
positive integer indicating the maximum number of iterations
argument to pass to the |
If the argument x
is a vector, it is converted into a list with one
component. If the arguments n
, x
, alpha
, and
power
are not all the same length, they are replicated to be the same
length as the length of the longest argument.
Formulas for the power of the t-test of linear trend for specified values of
the sample size, scaled slope, and Type I error level are given in
the help file for linearTrendTestPower
. The function
linearTrendTestScaledMds
uses the uniroot
search algorithm to
determine the minimal detectable scaled slope for specified values of the power,
sample size, and Type I error level.
numeric vector of computed scaled minimal detectable slopes. When
alternative="less"
, or alternative="two.sided"
and
two.sided.direction="less"
, the computed slopes are negative. Otherwise,
the slopes are positive.
See the help file for linearTrendTestPower
.
Steven P. Millard (EnvStats@ProbStatInfo.com)
See the help file for linearTrendTestPower
.
# Look at how the scaled minimal detectable slope for the t-test for linear # trend increases with increasing required power: seq(0.5, 0.9, by = 0.1) #[1] 0.5 0.6 0.7 0.8 0.9 scaled.mds <- linearTrendTestScaledMds(n = 10, power = seq(0.5, 0.9, by = 0.1)) round(scaled.mds, 2) #[1] 0.25 0.28 0.31 0.35 0.41 #---------- # Repeat the last example, but compute the scaled minimal detectable slopes # based on the approximate power instead of the exact: scaled.mds <- linearTrendTestScaledMds(n = 10, power = seq(0.5, 0.9, by = 0.1), approx = TRUE) round(scaled.mds, 2) #[1] 0.25 0.28 0.31 0.35 0.41 #========== # Look at how the scaled minimal detectable slope for the t-test for linear trend # decreases with increasing sample size: seq(10, 50, by = 10) #[1] 10 20 30 40 50 scaled.mds <- linearTrendTestScaledMds(seq(10, 50, by = 10), alternative = "greater") round(scaled.mds, 2) #[1] 0.40 0.13 0.07 0.05 0.03 #========== # Look at how the scaled minimal detectable slope for the t-test for linear trend # decreases with increasing values of Type I error: scaled.mds <- linearTrendTestScaledMds(10, alpha = c(0.001, 0.01, 0.05, 0.1), alternative="greater") round(scaled.mds, 2) #[1] 0.76 0.53 0.40 0.34 #---------- # Repeat the last example, but compute the scaled minimal detectable slopes # based on the approximate power instead of the exact: scaled.mds <- linearTrendTestScaledMds(10, alpha = c(0.001, 0.01, 0.05, 0.1), alternative="greater", approx = TRUE) round(scaled.mds, 2) #[1] 0.70 0.52 0.41 0.36 #========== # Clean up #--------- rm(scaled.mds)
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