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Statistical Methods for Data Science
Table of Contents

Sample size determination is crucial in statistical studies. It helps researchers balance power and error rates, ensuring reliable results. By calculating the right sample size, we can detect meaningful effects while minimizing false positives and negatives.

Key factors in sample size determination include effect size, significance level, and desired power. These elements influence the minimum number of participants needed for a study to yield valid conclusions and avoid wasting resources or compromising ethics.

Power and Error Rates

Understanding Power and Errors

  • Power analysis evaluates the probability of correctly rejecting a false null hypothesis in a statistical test
  • Statistical power measures the likelihood that a study will detect an effect when there is an effect to be detected
    • Influenced by sample size, effect size, and significance level
    • Higher power indicates a greater chance of detecting a true effect and avoiding a Type II error
  • Type I error (false positive) occurs when the null hypothesis is incorrectly rejected, even though it is actually true
    • Significance level (α) sets the probability of making a Type I error (commonly 0.05)
  • Type II error (false negative) happens when the null hypothesis is not rejected, despite being false
    • Probability of a Type II error is denoted by β
    • Power is equal to 1 - β

Balancing Power and Error Rates

  • Researchers aim to maximize power while minimizing both Type I and Type II errors
  • Increasing sample size generally increases power and reduces the risk of Type II errors
  • Lowering the significance level (α) decreases the probability of Type I errors but may increase the likelihood of Type II errors
  • Trade-offs must be considered when designing a study to strike a balance between power and error rates
    • Factors such as available resources, ethical considerations, and the consequences of each type of error should be weighed

Key Factors in Sample Size Determination

Effect Size and Significance Level

  • Effect size quantifies the magnitude of the difference between groups or the strength of the relationship between variables
    • Larger effect sizes require smaller sample sizes to detect significant differences
    • Common measures of effect size include Cohen's d (standardized mean difference) and correlation coefficients (Pearson's r)
  • Significance level (α) is the probability threshold for rejecting the null hypothesis
    • Commonly set at 0.05, meaning a 5% chance of a Type I error
    • Lower significance levels (e.g., 0.01) require larger sample sizes to maintain the same level of power

Sample Size Calculation

  • Sample size calculation determines the minimum number of participants needed to detect an effect of a given size with a specified level of power and significance
  • Factors involved in sample size calculation include:
    • Desired power (typically 0.80 or higher)
    • Significance level (α)
    • Effect size
    • Population variance (if known)
  • Formulas and software tools (G*Power, R packages) are available to perform sample size calculations based on these input parameters
  • Adequate sample sizes ensure that the study has sufficient statistical power to detect meaningful effects and draw reliable conclusions
  • Insufficient sample sizes can lead to inconclusive results and wasted resources, while excessively large samples may be unnecessary and unethical