TY - JOUR
T1 - On power and sample size calculations for Wald tests in generalized linear models
AU - Shieh, Gwowen
PY - 2005/1/15
Y1 - 2005/1/15
N2 - A Wald test-based approach for power and sample size calculations has been presented recently for logistic and Poisson regression models using the asymptotic normal distribution of the maximum likelihood estimator, which is applicable to tests of a single parameter. Unlike the previous procedures involving the use of score and likelihood ratio statistics, there is no simple and direct extension of this approach for tests of more than a single parameter. In this article, we present a method for computing sample size and statistical power employing the discrepancy between the noncentral and central chi-square approximations to the distribution of the Wald statistic with unrestricted and restricted parameter estimates, respectively. The distinguishing features of the proposed approach are the accommodation of tests about multiple parameters, the flexibility of covariate configurations and the generality of overall response levels within the framework of generalized linear models. The general procedure is illustrated with some special situations that have motivated this research. Monte Carlo simulation studies are conducted to assess and compare its accuracy with existing approaches under several model specifications and covariate distributions.
AB - A Wald test-based approach for power and sample size calculations has been presented recently for logistic and Poisson regression models using the asymptotic normal distribution of the maximum likelihood estimator, which is applicable to tests of a single parameter. Unlike the previous procedures involving the use of score and likelihood ratio statistics, there is no simple and direct extension of this approach for tests of more than a single parameter. In this article, we present a method for computing sample size and statistical power employing the discrepancy between the noncentral and central chi-square approximations to the distribution of the Wald statistic with unrestricted and restricted parameter estimates, respectively. The distinguishing features of the proposed approach are the accommodation of tests about multiple parameters, the flexibility of covariate configurations and the generality of overall response levels within the framework of generalized linear models. The general procedure is illustrated with some special situations that have motivated this research. Monte Carlo simulation studies are conducted to assess and compare its accuracy with existing approaches under several model specifications and covariate distributions.
KW - Information matrix
KW - Likelihood ratio test
KW - Logistic regression
KW - Noncentral chi-square
KW - Poisson regression
KW - Score test
UR - http://www.scopus.com/inward/record.url?scp=15344346879&partnerID=8YFLogxK
U2 - 10.1016/j.jspi.2003.09.017
DO - 10.1016/j.jspi.2003.09.017
M3 - Article
AN - SCOPUS:15344346879
SN - 0378-3758
VL - 128
SP - 43
EP - 59
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
IS - 1
ER -