Exercise 06

Alpha, Power, Effect Sizes, & Sample Size

Modified

October 31, 2024

Dates

Due: Friday, October 20.

Goals

This exercise aims to to build your understanding about the relationship between alpha \(\alpha\) and its close cousin statistical significance, statistical power (1-\(\beta\)), effect size (\(d\)), and sample sizes (\(n\)).

Materials

  • a computer, tablet, or smartphone with access to the internet.
  • a means of keeping brief notes (notebook or text/word processing document).

Shiny app

Visit the app at https://rogilmore.shinyapps.io/PSYCH490-2023-APES/.

Background

In the ideal world, we want large samples so that we can be confident that when we find differences between groups A and B (Americans and Europeans; males and females; soccer players and badminton players, etc.) that the differences we find are not due to chance. In the real world, there are always trade-offs between the size of the samples we can collect and our ability to avoid making mistakes about what’s true and what’s not.

One way to think about those trade-offs is to think about our situation this way:

Some “fact” about the world can either be true or false, and our data analysis should inform us about whether the fact is either true or false. We want to be right as often as possible. That means having a way of deciding something’s true when it actually is true and deciding when something’s false when it actually is false. Both are important ways for our analysis to be correct.

We also want to avoid being wrong. We don’t want to decide something’s true when it’s not. That’s a false positive. We also don’t want to decide something’s false when actually it’s true. That’s called a false negative. We want to minimize both.

To avoid false positives, we decide how often we are willing to be wrong in that way and set a criterion accordingly. The alpha (\(\alpha\)) value or criterion reflects that choice. It’s a probability, so it’s between 0 and 1. Since we want the fraction of the time we make false negative decisions to be small, \(\alpha\) is also usually small; \(\alpha = 0.05\) is conventional, but it is not in any way sacred.

To avoid false negatives, we set another probability value, called beta (\(\beta\)). Beta is the proportion of times we’re willing to conclude a true fact is actually false; \(\beta = 0.20\), or 1 time out of five is conventional. But what data folks usually focus on is \(1-\beta\)1 or statistical power. This number tells us the proportion of times we expect to detect a true effect when it’s actually there. Detecting the truth is sort of a scientific superpower, don’t you think? At least when things go right. Maybe that’s why \(1-\beta\) is called power.

Analysts who are planning a study have two other decisions to make: How big a sample should they collect, and how sensitive should their test be? The answer to how big a sample should always be large, but how large? The answer is, of course, called \(n\). How sensitive is the test can be asked this way: What’s the smallest difference I want to be able to detect–assuming I’m interested in the difference between condition A and condition B? That difference between conditions is called the effect size because it might represent the effect of some intervention. If we think effect sizes with respect to the standard normal (bell-curve-shaped) distribution with mean mu (\(\mu=0\)) and standard deviation sigma (\(\sigma=1\)), we can specify it in terms of the number of standard deviations. Specified this way, the effect size is usually called \(d\). There are other ways to talk about effect sizes, but we won’t go further here.

Your goals in this assignment are to see how choices about sample size (\(n\)), effect size (\(d\)), alpha (\(\alpha\)) and power (\(1-\beta\)) relate to one another. You’ll explore the effects of different values for these parameters, report on the parameters you chose, and what the results turned out to be. There are no right or wrong answers.

Your analysis

  1. When you first open the app, note that it simulates an analysis of groups A (red) and B, and that we get to control a number of parameters, including \(n\), \(d\), and \(\alpha\). Note the statistics in the first gray box. It reports on the results of a \(t\) test, comparing the difference between the means of the two groups.

    • Interpret the results of the t-test. What does it mean? What is the number in the brackets? What does it mean? Hint: https://www.geeksforgeeks.org/understanding-the-t-distribution-in-r/
    • “CI” means confidence interval. The CI has a minimum (leftmost) and maximum (rightmost) value. The actual difference in the observed means of A and B should fall inside the interval. In your own words, explain what the confidence interval means.

  2. Let’s see what happens when we generate different samples of A and B with the same underlying statistics–the same \(n\), same mean (\(\mu\)), same standard deviation (\(\sigma\)), same effect size (\(d\)), and same criterion (\(\alpha\)) or false positive rate.

    • Press the Regenerate button. What happens to the histogram? Look in the grey t-test box. What happens to the t-test, and the mean values for A, B, the difference between A and B (B-A), and the CI?
    • Press the Regenerate button a couple of times until Sig? changes from FALSE to TRUE or TRUE to FALSE? This is a form of p-hacking? Explain how. Remember the specific data we’re analyzing are being regenerated each time we press the button; what’s not changing is the sample size, standard deviation, and the effect size (difference between B and A).

  3. Having \(n=75\) is a pretty large sample for many types of research in psychology, so let’s see what having smaller samples does to our t-test and to our power.

    • But before we do that, write down your prediction about what will happen to the t-test when we reduce the \(n\) for both groups A and B to 50.
    • Change the \(n\) for A to 50 and the \(n\) for B to 50. Interpret the t-test and CI.
    • What happened to power (see the box on the right side)? Does this mean we are more likely or less likely to detect a difference between A and B than before? Why?

  4. We’re simulating what happens if there is an effect size of \(d=0.5\), or half a standard deviation between the means of A and B.

    • Change \(d\) to 1.5 or larger. What happens to the histogram? What happens to our t-test and power?
    • Change \(d\) to 0.25. What happens to the histogram? What happens to our t-test and power?

  5. Let’s see if we can find out what size of samples we’d need to have power \(1-\beta = 0.80\) to detect an effect of (\(d=0.25\)). Increase the sample sizes of A and B until you exceed the desired level for power. What sample size did you need? Explain your finding.

  6. (Optional) Bonus Points (up to 5)

    • Explore the effect of changing some other parameter on the results, for example, criterion/alpha (\(\alpha\)), the standard deviation for A or B (\(\sigma\)), or even the ‘baseline’ mean for B (\(\mu\)).
    • Report on what you changed, what you observed, and what you conclude.

Submit

Bring your draft report to class with you on Friday, October 25, 2024. We’ll discuss the assignment.

Canvas dropbox

https://psu.instructure.com/courses/2350148/assignments/16528492

Canvas dropbox

https://psu.instructure.com/courses/2350148/assignments/16528489

Footnotes

  1. Remember that probabilities are always between 0 and 1 and always sum to 1.↩︎