<?xml version="1.0" encoding="utf-8"?><!DOCTYPE article  PUBLIC '-//OASIS//DTD DocBook XML V4.4//EN'  'http://www.docbook.org/xml/4.4/docbookx.dtd'><article><articleinfo><title>FAQ/pownp</title><revhistory><revision><revnumber>29</revnumber><date>2019-01-17 12:14:38</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>28</revnumber><date>2019-01-17 12:14:20</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>27</revnumber><date>2019-01-17 12:13:57</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>26</revnumber><date>2019-01-17 12:13:29</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>25</revnumber><date>2019-01-17 12:12:19</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>24</revnumber><date>2019-01-17 12:11:49</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>23</revnumber><date>2019-01-17 12:10:57</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>22</revnumber><date>2019-01-17 12:10:06</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>21</revnumber><date>2019-01-17 12:09:07</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>20</revnumber><date>2019-01-17 12:08:39</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>19</revnumber><date>2019-01-17 12:08:07</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>18</revnumber><date>2019-01-17 12:07:03</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>17</revnumber><date>2019-01-17 12:06:20</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>16</revnumber><date>2019-01-17 12:05:45</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>15</revnumber><date>2019-01-17 12:03:58</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>14</revnumber><date>2019-01-17 12:03:29</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>13</revnumber><date>2019-01-17 12:00:56</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>12</revnumber><date>2019-01-17 11:57:51</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>11</revnumber><date>2019-01-17 11:49:24</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>10</revnumber><date>2019-01-17 11:48:34</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>9</revnumber><date>2019-01-17 11:46:37</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>8</revnumber><date>2019-01-17 11:46:01</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>7</revnumber><date>2019-01-16 12:14:33</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>6</revnumber><date>2019-01-16 12:13:26</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>5</revnumber><date>2019-01-16 12:13:10</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>4</revnumber><date>2019-01-11 16:49:18</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>3</revnumber><date>2019-01-11 16:49:09</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>2</revnumber><date>2019-01-11 16:47:28</date><authorinitials>PeterWatson</authorinitials></revision><revision><revnumber>1</revnumber><date>2019-01-11 16:46:20</date><authorinitials>PeterWatson</authorinitials></revision></revhistory></articleinfo><section><title>Formulae for power analyses for one-sample t and sign tests</title><para>Noether (1987) gives various formulae related to the classic formula for powering a one sample t-test but applied to various commonly used nonparametric tests. One of these (Sign test) together with the one-sample t-test is computed using this <ulink url="https://lsr-wiki-01.mrc-cbu.cam.ac.uk/statswiki/FAQ/pownp/statswiki/FAQ/pownp?action=AttachFile&amp;do=get&amp;target=onetwosamp_nonppow.xlsx">spreadsheet.</ulink> The spreadsheet also computes sample sizes for the Wilcoxon one-sample signed ranks test and the Mann-Whitney two group test using the approaches in Noether (1987). Kendall's tau correlation is also powered in the Noether paper but the input (numbers of concordant/discordant pairs) is not commonly available. For this reason it is not computed in the spreadsheet.  </para><para>I have compared my spreadsheet power computations for the Wilcoxon and Mann-Whitney tests using Noether (1987) with another method using Field (2005) to compute nonparametric effect sizes and then using a conversion formula from <ulink url="https://lsr-wiki-01.mrc-cbu.cam.ac.uk/statswiki/FAQ/pownp/statswiki/DeCoster#">DeCoster</ulink> (2012) to yield a Cohen's d which one can then run through traditional power software. There is agreement between the two methods powering the Mann-Whitney test but varying degrees of agreement when powering the Wilcoxon one-sample signed ranks test. </para><para><emphasis role="underline">Example 1a (One sample Wilcoxon signed rank test comparing differences of two paired groups)</emphasis> </para><para>Six differences comparing two groups each of of size 6: -2, -4, -6, -4, 1, 1  </para><para>From Field r= 1.581/sqrt(12)= 0.456, this gives (<ulink url="https://lsr-wiki-01.mrc-cbu.cam.ac.uk/statswiki/FAQ/pownp/statswiki/DeCoster#">DeCoster</ulink> spreadsheet) a d=1.025 and yields 11 differences needed. (Following Field N of 12 used in the calculation equals the total number of observations in the two groups being compared). </para><para>From Noether using outputted W=3 (sum of ranks for positive differences) and one third of the 6 differences being positive we have p' = 3 - (6 x 0.333) / (0.5*6*(6-1)) = 0.066 giving 14 differences needed (N=6 used in the calculation=total number of differences). </para><para><emphasis role="underline">Example 1b (not so close agreement for Wilcoxon test between power methods)</emphasis> </para><para>Ten differences comparing two groups each of size 10: 2, -4, 7, 3, -1, 1, -1, 2, 5, 5 using Field r=1.688/sqrt(20) =0.377 and <ulink url="https://lsr-wiki-01.mrc-cbu.cam.ac.uk/statswiki/FAQ/pownp/statswiki/DeCoster#">DeCoster</ulink> gives a d= 0.814 with 15 differences required. </para><para>Using the formula for p' with W=44 and 70% of differences being positive we have from Noether (1987) p' = (44 - 10x0.7) /(0.5x10x(10-1)) = 0.822. This yields Noether's N(W)= 26 differences needed. </para><para><emphasis role="underline">Example 2 (Mann-Whitney two sample test)</emphasis> </para><para>Group 1 = 1,5,6,4;  Group 2 = 4,3,2,1,2 </para><para>From a standard stats package: U=5. It follows from Noether (1987) that p double prime =5/(4*5) = 0.25 and prop(n1)=0.5 giving 42 in total (21 per group) required for 80% power, 5% two-sided type I error. </para><para>Using Field we have r=z/sqrt(N) = 1.24/sqrt(4+5) = 0.4133 giving a d=0.9078 and a total of 44 required for 80% power, two-sided type I error. </para><para><emphasis role="underline">References</emphasis> </para><para><ulink url="https://lsr-wiki-01.mrc-cbu.cam.ac.uk/statswiki/FAQ/pownp/statswiki/DeCoster#">DeCoster</ulink>, J. (2012) Spreadsheet for converting effect size measures. Available from: <ulink url="http://www.stat-help.com/spreadsheets/Converting%20effect%20sizes%202012-06-19.xls"/> (accessed 04.09.2014). </para><para>Field, A. (2005) Discovering Statistics using SPSS, Sage:London.  </para><para>Noether, G.E. (1987) <ulink url="https://lsr-wiki-01.mrc-cbu.cam.ac.uk/statswiki/FAQ/pownp/statswiki/FAQ/pownp?action=AttachFile&amp;do=get&amp;target=nonp_pow.pdf">Sample size determination for some common nonparametric tests</ulink> <emphasis>Journal of the American Statistical Association</emphasis> <emphasis role="strong">82(398)</emphasis> 645-647. </para></section></article>