# Prospective Design Analysis

library(PRDA)

Given the hypothetical population effect size and the required power level, the function prospective() performs a prospective design analysis. Prospective design analysis allows to define the sample size needed to obtain a required level of power computing also the associated inferential risks. Function arguments are:

retrospective(effect_size, power, ratio_n = 1,
test_method = c("pearson", "two_sample", "welch",
"paired", "one_sample"),
alternative = c("two_sided","less","greater"),
sig_level = .05, ratio_sd = 1, B = 1e4,
tl = -Inf, tu = Inf, B_effect = 1e3,
sample_range = c(2, 1000), tol = .01,
display_message = TRUE)

Complete arguments description is provided in the function documentation ?prospective. In the following sections, instead, different examples are presented. For further details about design analysis see Altoè et al. (2020) and Bertoldo, Zandonella Callegher, and Altoè (2020).

## Prospective Design Analysis for Correlation

To conduct a prospective design analysis considering a correlation between two variables, we need to specify test_method = "pearson" (default option). Note that, only Pearson’s correlation is available, while the Kendall’s $$\tau$$ and Spearman’s $$\rho$$ are not implemented.

### Example 1: Pearson’s correlation

Consider a study that will evaluate the correlation between two variables. Knowing from the literature that we expect an effect size of $$\rho = .25$$, which is the required sample size to obtain a power of 60%? We can use the function prospective() setting the argument test_method = "pearson".

set.seed(2020) # set seed to make results reproducible

prospective(effect_size = .25, power = .60, test_method = "pearson",
display_message = TRUE)
#> Evaluate n = 501
#> Estimated power is 1
#>
#> Evaluate n = 251
#> Estimated power is 0.98
#>
#> Evaluate n = 126
#> Estimated power is 0.81
#>
#> Evaluate n = 64
#> Estimated power is 0.53
#>
#> Evaluate n = 95
#> Estimated power is 0.69
#>
#> Evaluate n = 80
#> Estimated power is 0.61
#>
#> Evaluate n = 72
#> Estimated power is 0.57
#>
#> Evaluate n = 76
#> Estimated power is 0.59
#>
#>  Design Analysis
#>
#> Hypothesized effect:  rho = 0.25
#>
#> Study characteristics:
#>    test_method   sample_n1   sample_n2   alternative   sig_level   df
#>    pearson       76          NULL        two_sided     0.05        74
#>
#> Inferential risks:
#>    power   typeM   typeS
#>    0.593   1.277   0
#>
#> Critical value(s): rho  =  ± 0.226

The default option display_message = TRUE prints the different steps to find the required sample size and the progress bar. Note that, however, the progress bar is available only when effect_size is defined as a function. In the output, we have the summary information about the hypothesized population effect, the study characteristics, and the inferential risks. To obtain a power of around 60% the required sample size is $$n = 76$$, the associated Type M error is almost 1.30 and the Type S error is approximately 0. Finally, the critical values (i.e., the minimum absolute effect size value that would result significant) are $$\rho = \pm.226$$. Note that correlation tests were conducted considering "two_sided" alternative hypothesis and a significance level of .05 (the default settings).

## Prospective Design Analysis for Means Comparison

To conduct a retrospective design analysis considering means comparisons, we need to specify the appropriate t-test (i.e., One-sample, Paired, Two-sample, or Welch’s t-test) using the argument test_method. Arguments specifications for the different t-tests are presented in the following Table.

Test test_method Other required arguments
One-sample t-test one_sample ratio_n = NULL
Paired t-test paired ratio_n = 1
Two-sample t-test two_sample ratio_n
Welch’s t-test welch ratio_n and ratio_sd

### Example 2: Paired t-test

Imagine that we are planning a study where the same group is measured twice (e.g., pre- and post-test). Knowing from the literature that we expect an effect size of $$d = .35$$, which is the required sample size to obtain a power of 80%? We can use the function prospective() specifying the corresponding arguments. We use the option test_method = one_sample for paired t-test and set ratio_n = 1.

prospective(effect_size = .35, power = .8, test_method = "paired",
ratio_n = 1, display_message = FALSE)
#>
#>  Design Analysis
#>
#> Hypothesized effect:  cohen_d = 0.35
#>
#> Study characteristics:
#>    test_method   sample_n1   sample_n2   alternative   sig_level   df
#>    paired        66          66          two_sided     0.05        65
#>
#> Inferential risks:
#>    power   typeM   typeS
#>    0.798   1.124   0
#>
#> Critical value(s): cohen_d  =  ± 0.246

To obtain a power of 80%, the required sample size is $$n=66$$, the associated Type M error is around 1.10 and the Type S error is approximately 0. Finally, the critical values (i.e., the minimum absolute effect size value that would result significant) are $$d = \pm 0.246$$.

### Example 3: Two-sample t-test

Imagine now the case where two groups (e.g., treatment and control group) will be compared. However, we know in advance that the sample size in the two groups will be different (e.g., the number of participants in the treatment group could be limited due to strict selecting criteria). We can define the ratio between the sample size in the first group and in the second group using the ratio_n argument. Again, we hypothesize an effect size of $$d = .35$$, but this time we specify a one-sided alternative hypothesis and a significance level of .10. We can do that using respectively the arguments alternative and sig_level.

prospective(effect_size = .35, power = .80, ratio_n = .5,
test_method = "two_sample", alternative = "great", sig_level = .10,
display_message = FALSE)
#>
#>  Design Analysis
#>
#> Hypothesized effect:  cohen_d = 0.35
#>
#> Study characteristics:
#>    test_method   sample_n1   sample_n2   alternative   sig_level   df
#>    two_sample    55          110         greater       0.1         163
#>
#> Inferential risks:
#>    power   typeM   typeS
#>    0.802   1.167   0
#>
#> Critical value(s): cohen_d  =  0.213

The option test_method = "two_sample" is used to consider a two-sample t-test. To obtain a power of 80%, we would need at least 55 participants in the first group and 110 participants in the second group. The associated Type M error is almost 1.20 and the Type S error is approximately 0. Finally, the critical value is $$d = .213$$.

### Example 4: Welch’s t-test

Consider again the previous example, but this time we do not assume homogeneity of variance between the two groups. We suppose, instead, that the ratio between the standard deviation of the first group and of the second group is 1.5. In this case the appropriate test is the Welch’s t-test. We set the option test_method = "welch" and specify the argument ratio_sd.

prospective(effect_size = .35, power = .80, ratio_n = .5, test_method = "welch",
ratio_sd = 1.5, alternative = "great", sig_level = .10,
display_message = FALSE)
#>
#>  Design Analysis
#>
#> Hypothesized effect:  cohen_d = 0.35
#>
#> Study characteristics:
#>    test_method   sample_n1   sample_n2   alternative   sig_level   df
#>    welch         63          126         greater       0.1         90.403
#>
#> Inferential risks:
#>    power   typeM   typeS
#>    0.799   1.17    0
#>
#> Critical value(s): cohen_d  =  0.212

Now, to obtain a power of 80%, we would need at least 63 participants in the first group and 126 participants in the second group. The associated Type M error is almost 1.20 and the Type S error is approximately 0. Finally, the critical value is $$d = .212$$. Results are really close to the previous ones.

## Population effect size distribution

Defining the hypothetical population effect size as a single value could be limiting. Instead, researchers may prefer to use a probability distribution representing their uncertainty regarding the hypothetical population effect. Note that this could be interpreted as a prior distribution of the population effect in a Bayesian framework.

To define the hypothetical population effect size (effect_size) according to a probability distribution, it is necessary to specify a function that allows sampling values from a given distribution. The function has to be defined as function(n) my_function(n, ...), with only one single argument n representing the number of samples (e.g., function(n) rnorm(n, mean = 0, sd = 1)). See vignette("retrospective") for further details.

### Example 5: Effect size distribution

Consider the same scenario as in the correlation example (Example 1). This time we define the hypothesized effect size according to a normal distribution with mean .30 and standard deviation .10. Moreover, to avoid unreasonable values we truncate the distribution between .15 and .45.

prospective(effect_size = function(n) rnorm(n, .3, .1), power = .60,
test_method = "pearson", tl = .15, tu = .45, B_effect = 500,
B = 500, display_message = FALSE)
#> Truncation could require long computational time
#>
#>  Design Analysis
#>
#> Hypothesized effect:  rho ~ rnorm(n, 0.3, 0.1) [tl =  0.15 ; tu = 0.45 ]
#>    n_effect   Min.   1st Qu.   Median   Mean   3rd Qu.   Max.
#>    500        0.15   0.241     0.302    0.3    0.356     0.448
#>
#> Study characteristics:
#>    test_method   sample_n1   sample_n2   alternative   sig_level   df
#>    pearson       52          NULL        two_sided     0.05        50
#>
#> Inferential risks:
#>         Min.    1st Qu.   Median   Mean       3rd Qu.   Max.
#> power   0.176   0.412     0.6060   0.582236   0.75      0.936
#> typeM   1.019   1.143     1.2675   1.361914   1.50      2.338
#> typeS   0.000   0.000     0.0000   0.000464   0.00      0.033
#>
#> Critical value(s): rho  =  ± 0.273

Note that we adjusted B_effect and B to find a good trade-off between computational times and results accuracy. Differently from previous outputs, we have now a summary for the sampled effects distribution and for the inferential risks.

## Graphical representation

Currently there are no personalized plot functions in {PRDA}. However, it is easy to access all the results and use them to create the plots according to your needs.

The function prospective() returns a list with class "design_analysis" that contains:

• design_analysis - a character string indicating the type of design analysis (prospective or retrospective).
• call_arguments - a list with all the arguments passed to the function.
• effect_info - a list with all the information regarding the considered hypothetical population effect size. In particular, in effect_samples we find the vector with the sampled effects (or unique value in the case of a single value).
• test_info - a list with all the information regarding the test performed.
• prospective_res - a data frame with the results of the design analysis (i.e., power, typeM, and typeS).

Output complete description is provided in the function help page ?prospective.

da_fit <- prospective(effect_size = function(n) rnorm(n, .3, .1), power = .60,
test_method = "pearson", tl = .15, tu = .45,
B_effect = 500, B = 500, display_message = FALSE)
#> Truncation could require long computational time

str(da_fit, max.level = 1)
#> List of 5
#>  $design_analysis: chr "prospective" #>$ call_arguments :List of 16
#>  $effect_info :List of 6 #>$ test_info      :List of 7
#>  \$ prospective_res:'data.frame': 500 obs. of  3 variables:
#>  - attr(*, "class")= chr [1:2] "design_analysis" "list"

Similarly to the examples provided in vignette("retrospective"), results can be used to create the plots according to your needs. See vignette("retrospective") for further details.