{"title":"可逆线性混合模型中固定效应推断的功率和样本量。","authors":"Yueh-Yun Chi, Deborah H Glueck, Keith E Muller","doi":"10.1080/00031305.2017.1415972","DOIUrl":null,"url":null,"abstract":"<p><p>Despite the popularity of the general linear mixed model for data analysis, power and sample size methods and software are not generally available for commonly used test statistics and reference distributions. Statisticians resort to simulations with homegrown and uncertified programs or rough approximations which are misaligned with the data analysis. For a wide range of designs with longitudinal and clustering features, we provide accurate power and sample size approximations for inference about fixed effects in linear models we call reversible. We show that under widely applicable conditions, the general linear mixed-model Wald test has non-central distributions equivalent to well-studied multivariate tests. In turn, exact and approximate power and sample size results for the multivariate Hotelling-Lawley test provide exact and approximate power and sample size results for the mixed-model Wald test. The calculations are easily computed with a free, open-source product that requires only a web browser to use. Commercial software can be used for a smaller range of reversible models. Simple approximations allow accounting for modest amounts of missing data. A real-world example illustrates the methods. Sample size results are presented for a multicenter study on pregnancy. The proposed study, an extension of a funded project, has clustering within clinic. Exchangeability among participants allows averaging across them to remove the clustering structure. The resulting simplified design is a single level longitudinal study. Multivariate methods for power provide an approximate sample size. All proofs and inputs for the example are in the Supplementary Materials (available online).</p>","PeriodicalId":50801,"journal":{"name":"American Statistician","volume":"73 4","pages":"350-359"},"PeriodicalIF":1.8000,"publicationDate":"2019-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/00031305.2017.1415972","citationCount":"8","resultStr":"{\"title\":\"Power and Sample Size for Fixed-Effects Inference in Reversible Linear Mixed Models.\",\"authors\":\"Yueh-Yun Chi, Deborah H Glueck, Keith E Muller\",\"doi\":\"10.1080/00031305.2017.1415972\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>Despite the popularity of the general linear mixed model for data analysis, power and sample size methods and software are not generally available for commonly used test statistics and reference distributions. Statisticians resort to simulations with homegrown and uncertified programs or rough approximations which are misaligned with the data analysis. For a wide range of designs with longitudinal and clustering features, we provide accurate power and sample size approximations for inference about fixed effects in linear models we call reversible. We show that under widely applicable conditions, the general linear mixed-model Wald test has non-central distributions equivalent to well-studied multivariate tests. In turn, exact and approximate power and sample size results for the multivariate Hotelling-Lawley test provide exact and approximate power and sample size results for the mixed-model Wald test. The calculations are easily computed with a free, open-source product that requires only a web browser to use. Commercial software can be used for a smaller range of reversible models. Simple approximations allow accounting for modest amounts of missing data. A real-world example illustrates the methods. Sample size results are presented for a multicenter study on pregnancy. The proposed study, an extension of a funded project, has clustering within clinic. Exchangeability among participants allows averaging across them to remove the clustering structure. The resulting simplified design is a single level longitudinal study. Multivariate methods for power provide an approximate sample size. All proofs and inputs for the example are in the Supplementary Materials (available online).</p>\",\"PeriodicalId\":50801,\"journal\":{\"name\":\"American Statistician\",\"volume\":\"73 4\",\"pages\":\"350-359\"},\"PeriodicalIF\":1.8000,\"publicationDate\":\"2019-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1080/00031305.2017.1415972\",\"citationCount\":\"8\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"American Statistician\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/00031305.2017.1415972\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"2018/6/4 0:00:00\",\"PubModel\":\"Epub\",\"JCR\":\"Q1\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"American Statistician","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/00031305.2017.1415972","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2018/6/4 0:00:00","PubModel":"Epub","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Power and Sample Size for Fixed-Effects Inference in Reversible Linear Mixed Models.
Despite the popularity of the general linear mixed model for data analysis, power and sample size methods and software are not generally available for commonly used test statistics and reference distributions. Statisticians resort to simulations with homegrown and uncertified programs or rough approximations which are misaligned with the data analysis. For a wide range of designs with longitudinal and clustering features, we provide accurate power and sample size approximations for inference about fixed effects in linear models we call reversible. We show that under widely applicable conditions, the general linear mixed-model Wald test has non-central distributions equivalent to well-studied multivariate tests. In turn, exact and approximate power and sample size results for the multivariate Hotelling-Lawley test provide exact and approximate power and sample size results for the mixed-model Wald test. The calculations are easily computed with a free, open-source product that requires only a web browser to use. Commercial software can be used for a smaller range of reversible models. Simple approximations allow accounting for modest amounts of missing data. A real-world example illustrates the methods. Sample size results are presented for a multicenter study on pregnancy. The proposed study, an extension of a funded project, has clustering within clinic. Exchangeability among participants allows averaging across them to remove the clustering structure. The resulting simplified design is a single level longitudinal study. Multivariate methods for power provide an approximate sample size. All proofs and inputs for the example are in the Supplementary Materials (available online).
期刊介绍:
Are you looking for general-interest articles about current national and international statistical problems and programs; interesting and fun articles of a general nature about statistics and its applications; or the teaching of statistics? Then you are looking for The American Statistician (TAS), published quarterly by the American Statistical Association. TAS contains timely articles organized into the following sections: Statistical Practice, General, Teacher''s Corner, History Corner, Interdisciplinary, Statistical Computing and Graphics, Reviews of Books and Teaching Materials, and Letters to the Editor.