Computing Statistical Power

April 14, 2011
By

(This article was first published on Coffee and Econometrics in the Morning, and kindly contributed to R-bloggers)

Today’s task is to compute a statistical power function in R. For a good definition of power, go here. Thinking about the power of a testing procedure is an often-overlooked aspect of hypothesis testing.

I also explain what power (in a statistical sense) is in the video, as well as use my shadenorm() function to show what power looks like on the classical hypothesis testing graph. Along the way, I demonstrate how writing a function can make your life easier. Here’s the video:

Here is the script file I walk through in the video (copy into notepad for a better view):

My script file uses a new version of my shadenorm() command that is a little easier to use (only change: now, there are no justbelow or justabove arguments. If you just specify below, that’s justbelow=TRUE…).

This is available here:

To leave a comment for the author, please follow the link and comment on their blog: Coffee and Econometrics in the Morning.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.

Sponsors

Mango solutions



RStudio homepage



Zero Inflated Models and Generalized Linear Mixed Models with R

Dommino data lab

Quantide: statistical consulting and training



http://www.eoda.de







ODSC

ODSC

CRC R books series





Six Sigma Online Training





Contact us if you wish to help support R-bloggers, and place your banner here.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)