Power Analysis Webinar

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Power Analysis OPRE Report # 2021-143 : : :URBAN • · · • I N S T I T U T E • E L E V A T E • T H E · D E B A T E a,s Children's ~f...: Bureau + Portlan~ .~.t.~~ T<; - oPRE Carrie Furrer, PhD, Portland State University

Transcript of Power Analysis Webinar

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Power Analysis OPRE Report # 2021-143

: : :URBAN • · · • I N S T I T U T E • E L E V A T E • T H E · D E B A T E

a,s Children's ~f...: Bureau

+ Portlan~ .~.t.~~T<; - oPRE Carrie Furrer, PhD, Portland State University

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INTRODUCTIONS

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· U R B A N · I N S T I T U T E •

L E A R N I N G G O A L S

Learning Goals

• Participants will be able to calculate and interpret an expectedeffect size.

• Participants will be able to calculate the minimum number ofobservations to demonstrate potential impacts.

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Overview of Session

• Power and evaluation design 20 min

• Power’s four parameters 15 min

• Estimating power or estimating parameters? 10 min

• Interactive visualization 10 min

• Other design considerations 10 min

• Closing 10 min

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Power and Evaluation Design

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P O W E R & D E S I G N

Design Determines a Statistical Test

• Step 1: What is your evaluation question?

• Step 2: What variables are you using?

• Step 3: How will you analyze?

Power is understood in the context of a statistical test.

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P O W E R & D E S I G N

A Statistical Test Is Used for Hypothesis Testing

• Hypothesis Testing

Null hypothesis H0: parameter = value

Alternative hypothesis H1: parameter ≠ value

• Statistical test = guidelines for assessing how much information we haveabout the null hypothesis

Power is embedded in hypothesis testing.

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P O W E R & D E S I G N

Review of Hypothesis Testing

Actual

H0 True H0 False

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Decision Reject H0 Type I error α Correct (1-β)

Accept H0 Correct (1-α) Type I I error β

Power

H0 = Null hypothesis: no difference between groups α = Alpha, or % chance of deciding there is a difference when there isn’t one Β = Beta, or % chance of deciding there is NOT a difference when there is one

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D E F I N I N G P O W E R

Power Defined

• Technical: the probability of rejecting a null hypothesiswhen it is false

• Translation: the chance of detecting an effect thatactually exists

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Your evaluation design influences whether you willbe able to demonstrate that your intervention has an

effect.

An underpowered design cannot answer yourevaluation question.

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EXAMPLE: Testing program impact with a continuous outcome

Statistically significant difference between treatment vs. control groups

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I M P A C T E X A M P L E

Design Determines a Statistical Test: Example

• Step 1: Evaluation Question

Did children in the intervention group experience greater well-being than children in the control group?

• Step 2: Outcome VariableWell-being (scale ranging from 0 to 50)

• Step 3: Statistical test

Independent sample t-test

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I M P A C T E X A M P L E

Hypothesis Testing: Example

• Hypothesis TestingNo difference between

Null hypothesis H0: diff �= 0 groups

Alternative hypothesis H1: diff � ≠ 0 Difference between groups

• Statistical test"!#"� = "

" " p<.05 #! #$ "

$! $"

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Important Parameters

C "!#""� = " "#! $

#"ratio $! $"

• t = test statistic

• Difference between groups (effect s ize or diff �)

• Variation in outcome scores (s)

• # in each group (n)

• p value threshold (alpha or α)

p < .05

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Ho

a/2

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Null Hypothesis: Example

95%+ probability that there is no difference between treatment and control

H0 = Null hypothesis: No d ifference between groups α = Alpha, or % chance of deciding there is a difference when there isn’t one diff � = difference between average scores of two groups

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Ho

diff x = 10

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. '

\ .

Actual Parameters: Example Treatment = 60 Control = 50 diff � = 10

H0 = Null hypothesis: No difference between groups H1 = Alternative hypothesis: Difference between groups α = Alpha, or % chance of deciding there is a difference when there isn’t one diff � = difference between average scores of two groups

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Ho

\

'

Power= 1 - ~

cliff x = 0 diff x = 10

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D E F I N I N G P O W E R

What Is Power?

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P O W E R & D E S I G N

Back to Hypothesis Testing

Finding

H0 True H0 False

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Decision Reject H0 Type I error α Correct (1-β)

Accept H0 Correct (1-α) Type I I error β

H0 = Null hypothesis: no difference between groups α = Alpha, or % chance of deciding there is a difference when there isn’t one β = Beta, or % chance of deciding there is NOT a difference when there is one

Power

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KEY POINTS

1. Power is understood in the context of a statisticaltest.

2. Power is embedded in hypothesis testing.

3. Power is the chance of correctly rejecting the nullhypothesis (finding a true difference).

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Power depends on four parameters.

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Cohen's d: 1.6

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JOO

••• ·•J •• • •

!00

•• I' .. • • • ,... .. . . . .. . . .. . . . . . . . . .. : .. . \ -.• •• • •• • •

.00 • • y• • . ... .... '· ..... . 0 . \ •

• • 20 40 60 80 11

• • •• f I

-1.96 0 1.96

F O U R P A R A M E T E R S

Power’s Four Parameters (Again, Better Graphic)

Effect size Variance in Outcome

p value Sample size

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X

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F O U R P A R A M E T E R S

Ways to Increase Power

"!#""� = " "#! $

#"$! $"

p < .05

• Increase diff �

• Decrease s

• Increase n

• Increase p value

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F O U R P A R A M E T E R S

Four Parameters: Effect Size Example

Effect size 5 8 12 15

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Scenario 1 Scenario 2 Scenario 3 Scenario 4

Variance 20 20 20 20

Sample size 100 100 100 100

p value .05 .05 .05 .05

Power .42 .80 .99 1.00 INCREASING EFFECT SIZE

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F O U R P A R A M E T E R S

Four Parameters: Variance Example

Scenario 1 Scenario 2 Scenario 3 Scenario 4 Effect size 5 5 5 5

Variance 5 10 15 20

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Sample size 100 100 100 100

p value .05 .05 .05 .05

Power 1.00 .94 .65 .42 DECREASING VARIANCE

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F O U R P A R A M E T E R S

Four Parameters: Sample Size Example

Scenario 1 Scenario 2 Scenario 3 Scenario 4 Effect size 5 5 5 5

Variance 15 15 15 15

Sample size 60 100 150 250

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p value .05 .05 .05 .05

Power .44 .65 .82 .96 INCREASING SAMPLE SIZE

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KEY POINT

4. Power has four primary parameters: effect size,variation, sample size, p value.

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Estimating power orestimating parameters?

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Cohen's d: 1.6

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JOO

••• ·•J •• • •

!00

•• I' .. • • • ,... .. . . . .. . . .. . . . . . . . . .. : .. . \ -.• •• • •• • •

.00 • • y• • . ... .... '· ..... . 0 . \ •

• • 20 40 60 80 11

• • •• f I

-1.96 0 1.96

E S T I M A T I N G P O W E R

Power = These Four Parameters:

Effect size Variance of

outcome

p value Sample size

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E S T I M A T I N G P O W E R

You May Already Have Some Ingredients:

• Fixed or maximum sample size

• Desired effect size (pilot studies, standardized measurement,expert opinion)

• Variance (pilot studies, standardized measurement)

• Power >= .80 (common threshold)

• p value <.05 (common threshold)

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E S T I M A T I N G P O W E R

Solving for Effect Size: Sensitivity Power Analysis

• Smallest effect size that is meaningful to the field

• Minimum detectable effect (MDE)—minimum effect you are ableto distinguish from a null effect

• You must already know (or be able to estimate):• variance of outcome• sample size• p-value• desired power threshold

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E S T I M A T I N G P O W E R

Types of Effect Sizes

• Mean

• Mean difference/Cohen’s d

• Correlation coefficient/r

• Regression coefficient/β

• Proportion

• Proportion difference

• Odds ratio

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E S T I M A T I N G P O W E R

Resources to Help Estimate Variance/Standard Deviation andEffect Size • Pilot or historical data

• Published literature

• Standardized measures

• Expert opinion

• Develop a range of possibilities to see how different values affectpower (scenarios)

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E S T I M A T I N G P O W E R

Solving for Sample Size: A Priori Power Analysis

• A priori power analysis is done during planning phase

• What sample size (n) is necessary to produce smallest effect size ofinterest, or MDE (minimum detectable effect)?

• You must already know (or be able to estimate):• variance of outcome• effect size• p-value• desired power threshold

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E S T I M A T I N G P O W E R

Example of Power Plot (G*Power)

Scenarios help determine a range of conditions under which your evaluation design will allow for a minimum detectable effect.

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KEY POINTS

5. It’s typical to solve for sample size or minimumdetectable effect.

6. It’s good practice to construct scenarios.

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Interactive Activity

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F O U R P A R A M E T E R S

Interactive Visualization

"!#""Cohen’s � = $#

Cohen’s cutoffs

0.2 = small

0.5 = medium

0.8 = large

Interactive Visualization of P ower

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Other Design Considerations

The more complex your design, research questions, and statistical tests, the harder it is to get good power

estimates.

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W H A T ’ S N E W

Other Design Considerations: Increase Power

• Using covariates

• Including repeated measures, correlated outcomes(dependent variables) over time

Both reduce random error (or variance) in the outcome variable.

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W H A T ’ S N E W

Other Design Considerations: Less Power

• Violating assumptions of the statistical test (independence,normality, heterogeneity)

• Number of statistical tests

• Interactions, stratification

• Missing data (e.g., data quality, attrition, service engagement)

• Cluster correlated data

• Complex sampling/weighted designs

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CLOSING REFLECTION

What ne w insights do you have about po wer a s it relates to your evaluation work?

This report is in the public domain. Permission to reproduce is not necessary. Suggested citation: Urban Institute et al. (2021). Slide Deck Session 10: Power Analysis - Child Welfare Evidence-Building Academy. OPRE Report 2021-143, Washington, DC: Office of Planning, Research and Evaluation, Administration for Children and Families, U.S. Department of Health and Human Services.