A practical approach to computing power for generalized linear models with nominal, count, or ordinal responses

Robert H. Lyles, Hung Mo Lin, John M. Williamson

Research output: Contribution to journalArticlepeer-review

42 Scopus citations

Abstract

Data analysts facing study design questions on a regular basis could derive substantial benefit from a straightforward and unified approach to power calculations for generalized linear models. Many current proposals for dealing with binary, ordinal, or count outcomes are conceptually or computationally demanding, limited in terms of accommodating covariates, and/or have not been extensively assessed for accuracy assuming moderate sample sizes. Here, we present a simple method for estimating conditional power that requires only standard software for fitting the desired generalized linear model for a non-continuous outcome. The model is fit to an appropriate expanded data set using easily calculated weights that represent response probabilities given the assumed values of the parameters. The variance-covariance matrix resulting from this fit is then used in conjunction with an established non-central chi square approximation to the distribution of the Wald statistic. Alternatively, the model can be re-fit under the null hypothesis to approximate power based on the likelihood ratio statistic. We provide guidelines for constructing a representative expanded data set to allow close approximation of unconditional power based on the assumed joint distribution of the covariates. Relative to prior proposals, the approach proves particularly flexible for handling one or more continuous covariates without any need for discretizing. We illustrate the method for a variety of outcome types and covariate patterns, using simulations to demonstrate its accuracy for realistic sample sizes.

Original languageEnglish
Pages (from-to)1632-1648
Number of pages17
JournalStatistics in Medicine
Volume26
Issue number7
DOIs
StatePublished - 30 Mar 2007
Externally publishedYes

Keywords

  • Likelihood ratio
  • Ordinal data
  • Power
  • Regression
  • Sample size
  • Wald statistic

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