new error bars; power and sample size - university of iowa · 2020. 4. 8. · presenting results...
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Presenting results with error barsPower and sample size
Summary
Error bars; Power and sample size
Patrick Breheny
April 2
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 1 / 29
Presenting results with error barsPower and sample size
Summary
Introduction
In this lecture, we’ll discuss two topics that come up in one-samplestudies (as well as other types of studies):• One is the presentation of results, and specifically, thedecision when making figures and tables to include error barsand whether the error bar should be based on the standarddeviation or the standard error• The other is the issue of planning a study, and determiningbeforehand the power of the study for a given sample size
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 2 / 29
Presenting results with error barsPower and sample size
Summary
A dynamite plot
Figures like the following areincredibly common:
Far Near
IQ
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• There are a number ofpossible variations, but thegeneral idea is to have a baror a dot or a line that showsthe mean, then error barsthat show . . . something• These particular error barsare one SD, so theyillustrate something aboutvariability of individuals’ IQsin the two samples
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 3 / 29
Presenting results with error barsPower and sample size
Summary
Box plot
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Smelter
IQ
• Keep in mind, however, thatthe “dynamite” plot is justshowing two numbers, themean and SD• This has the potential tomisrepresent the actualdistribution of data, andmore informative sorts ofplots, such as the box plot,are alternatives worthconsidering
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 4 / 29
Presenting results with error barsPower and sample size
Summary
Strip plot
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Far NearSmelter
IQ
• We could also just show allthe data• This type of plot is knownas a strip plot
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 5 / 29
Presenting results with error barsPower and sample size
Summary
±1 SD again
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IQ
Far Near
• This is the same as the firstplot, although with dotsreplacing the bars; this hasthe advantage that the bardoesn’t block the lower errorbar, so we can see the±1 SD region more clearly• Recall that the mean ±1 SDtypically contains about themiddle two-thirds of thedata
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 6 / 29
Presenting results with error barsPower and sample size
Summary
±1 SE
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IQ
Far Near
• Here, we’re plotting ±1 SEinstead of ±1 SD• The error bars are a lotsmaller here, of course, sinceSE = SD/
√n, and now say
something about thevariability of the samplemean or, if you prefer, theerror with which we havemeasured the sample mean
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 7 / 29
Presenting results with error barsPower and sample size
Summary
Error bars: SD vs. SE
• So, the ±SD error bar plot emphasized the variability of data• This doesn’t really have anything to do with any sort of“error” at all, and furthermore, other kinds of plots are usuallybetter for showing the distribution of your data• On the other hand, the ±SE error bar plot emphasizes
uncertainty (or possible error) about the mean• However, this isn’t an ideal plot either, since ±SE is only a68% CI, and really, it isn’t even that, since as we learned inthe previous lecture, the coverage of the CI depends on thedegrees of freedom with which we’ve measured the SD
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 8 / 29
Presenting results with error barsPower and sample size
Summary
CI plot
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IQ
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• So typically, the mostmeaningful route is to plotthe confidence interval• For example, the plot on theleft suggests that it isn’tunreasonable to think thatthe average IQ for bothgroups is 90
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 9 / 29
Presenting results with error barsPower and sample size
Summary
Variability and uncertainty are both of interest
• It should be noted, however, that the confidence interval plot,although very useful and informative, doesn’t really tell usanything about the distribution of the data, which is alsointeresting• In principle, this is the choice one makes in deciding on afigure, whether to emphasize uncertainty about the average orto emphasize variability/diversity, although there are ways toillustrate both in a single figure
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 10 / 29
Presenting results with error barsPower and sample size
Summary
Illustrating both variability and uncertainty
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IQ
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In this plot, the shaded regiondenotes the 95% confidenceinterval, and we can get a senseof the variability amongindividuals as well as theuncertainty about the populationmeans
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 11 / 29
Presenting results with error barsPower and sample size
Summary
±1 SD for NHANES height
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Hei
ght
Male Female
Just to make sure the point isclear, let’s look at the NHANESheight data; here are the means±SD
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 12 / 29
Presenting results with error barsPower and sample size
Summary
CI plot for NHANES height
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And here the error bars denotethe 95% confidence interval;both this plot and the previousone tell us different things• It is obvious that men are,on average, taller thanwomen• At the same time, it is justas obvious that there isplenty of overlap in thedistributions – i.e., that it isquite common for a womanto be taller than a man
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 13 / 29
Presenting results with error barsPower and sample size
Summary
NHANES height data
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Male Female
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 14 / 29
Presenting results with error barsPower and sample size
Summary
Cystic FibrosisOne last comment: plottingseparate confidence intervals andlooking for overlap is not thesame as plotting a confidenceinterval for the difference
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100
200
300
400
FV
C R
educ
tion
Drug Placebo
The disparity is particularlydrastic for paired studies, but alsooccurs for two-sample studies, aswe will see in a week or two
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−50 0 50 100 150 200 250 300
Difference in FVC reduction
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 15 / 29
Presenting results with error barsPower and sample size
Summary
Planning a study
• One of the most important questions as far as planning andbudgeting a study is concerned is: how many subjects do Ineed?• The number of subjects tends to play a very large role indetermining the cost of a study, so funding agencies generallywant to know the number of subjects that a study will requirebefore they make a decision about whether or not to pay for it• But of course, the fewer subjects you have, the harder it is todistinguish a real phenomenon from chance
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 16 / 29
Presenting results with error barsPower and sample size
Summary
Power
• The probability that you will successfully distinguish the realphenomenon from chance (i.e., reject the null hypothesis) iscaptured in the notion of power• Power is the opposite of the type II error we discussed back atthe beginning of the semester• Power is the probability of rejecting the null hypothesis giventhat it is in reality false; the type II error rate (β) was theprobability of failing to reject the null hypothesis given that itwas false• Thus, by the compliment rule:
Power = 1− β
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 17 / 29
Presenting results with error barsPower and sample size
Summary
Two important questions
• With the time remaining in today’s lecture, I want to addresstwo highly related questions:◦ If I plan a study with a certain number of subjects, what is my
power going to be?◦ If I want to achieve a certain power, how large does my sample
size need to be?
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 18 / 29
Presenting results with error barsPower and sample size
Summary
Two important questions (cont’d)
• These are important questions for any kind of data, and eachtype of study has its own formulas and procedures forcalculating power• We won’t get into the details of power calculations in thisclass (which can be quite complicated)• Instead, we will focus on the main concepts, which aregenerally similar for any type of study
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 19 / 29
Presenting results with error barsPower and sample size
Summary
Power: Basement analogy
• Consider the following analogy1: you send a child into thebasement to find an object• What’s the probability that she actually finds it?• This depends on three things:
◦ How long does she spend looking?◦ How big is the object?◦ How messy is the basement?
1This analogy comes from Intuitive Biostatistics, which in turn credits JohnHartung for the original idea
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 20 / 29
Presenting results with error barsPower and sample size
Summary
Power: Basement analogy (cont’d)
• If the child spends a long time looking for a large object in aclean, organized basement, then she’ll probably find it• If the child spends a short time looking for a small object in amessy basement, then there’s a good chance she won’t find it• All three of these questions have statistical analogs:
◦ How long does she spend looking? = How big was the samplesize?
◦ How big is the object? = How large is the effect size?◦ How messy is the basement? = How noisy/variable is the
data?
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 21 / 29
Presenting results with error barsPower and sample size
Summary
Specifying effect size and variability
• In general, one does not know the effect size or the variability– especially before we have conducted the study• So, in order to calculate power, we are going to essentiallymake up values for these quantities, and our calculated powerwill depend on the values that we choose• Of course, if we specify values that are far away from reality,our power calculations are not going to be accurate• Sometimes, reasonable values for certain quantities can bechosen on the basis of past studies or observations• Other times, a small initial study called a “pilot study” isconducted in order to provide some data with which toestimate these quantities and help plan for a larger study thatwould take place in the future.
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 22 / 29
Presenting results with error barsPower and sample size
Summary
Example
• Suppose we develop some intervention that we think canreduce the LDL cholesterol levels of individuals whoparticipate in it• Suppose we plan to conduct a study in which individuals tryboth the intervention and a control, and we are going to lookat the difference in each individual’s LDL cholesterol levels onand off the intervention• The power of our study (the probability that we will get ap-value under .05) depends on:◦ The sample size (how many people we enroll in our study)◦ The variability (how much variability there is in a person’s LDL
cholesterol levels)◦ The effect size (the amount by which our intervention actually
reduces cholesterol)
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 23 / 29
Presenting results with error barsPower and sample size
Summary
Power curves
• The main concepts behind power and sample size can beillustrated in power curves – graphs of what happens to poweras we change one of sample size/variability/effect size• In the curves that follow, I will start with:
◦ A sample size of 100◦ A variability of 36 mg/dL◦ An effect size of 5 mg/dL
• And we will see what happens to power as we vary each ofthem
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 24 / 29
Presenting results with error barsPower and sample size
Summary
Power curve #1
−20 −10 0 10 20
0.0
0.2
0.4
0.6
0.8
1.0
True effect
Pow
er
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 25 / 29
Presenting results with error barsPower and sample size
Summary
Power curve #2
10 20 30 40 50 60
0.0
0.2
0.4
0.6
0.8
1.0
True SD
Pow
er
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 26 / 29
Presenting results with error barsPower and sample size
Summary
Power curve #3
0 200 400 600 800 1000
0.0
0.2
0.4
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0.8
1.0
Sample size
Pow
er
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 27 / 29
Presenting results with error barsPower and sample size
Summary
Sample size determination
• Thus, we can determine our sample size by looking at thepower curve• For instance, in the previous example, if we want a power of80%, we would need a sample size of about 400• In reality, of course, lots of other things like money, time,resources, availability of subjects, etc., influence the actualsample size of a study• Also, we may be interested in calculating the required samplesize under a few different designs to see which way is theeasiest/cheapest to conduct the study
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 28 / 29
Presenting results with error barsPower and sample size
Summary
Summary
• Displaying ±SD in a figure emphasizes variability, whiledisplaying ±SE emphasizes uncertainty, although ask yourself:Wouldn’t I be better off plotting the confidence interval?• The power of a study depends on:
◦ Sample size◦ Variability◦ Effect size
Patrick Breheny University of Iowa Introduction to Biostatistics (BIOS 4120) 29 / 29