[R] stats::power.t.test error

[peter dalgaard]

This is mainly a technical issue with uniroot trying to go outside of its interval: (2, 1e7)

It is fairly easy to find an approximate solution by diddling a little by hand:

> power.t.test(delta = 0.5849625, sd=0.01, n=1.04, sig.level=0.05)$power
[1] 0.8023375

Notice, however, that 1.04 observations in each group makes no sense at all. In order to actually do a t-test you need at least 2 observations per group (since we assume equal group sizes) or you have no variance estimate. Already at sd=0.1, you are crossing the n=2 border, so for any smaller sd, you will just get higher power with n=2. (Also, anything with single-digit degrees of freedom for variance is probably expecting rather much regarding to Gaussian distribution of your data.)

-pd

> On 4 Oct 2019, at 14:30 , Witold E Wolski <wewolski using gmail.com> wrote:
> 
> Hi,
> 
> power.t.test works for some range of input parameters but fails otherwise.
> 
>> power.t.test(delta = 0.5849625, sd=0.1, power=0.8, sig.level=0.05)$n
> [1] 1.971668
>> power.t.test(delta = 0.5849625, sd=0.05, power=0.8, sig.level=0.05)$n
> [1] 1.620328
>> power.t.test(delta = 0.5849625, sd=0.01, power=0.8, sig.level=0.05)$n
> Error in uniroot(function(n) eval(p.body) - power, c(2, 1e+07), tol = tol,  :
>  did not succeed extending the interval endpoints for f(lower) * f(upper) <= 0
> In addition: Warning message:
> In qt(sig.level/tside, nu, lower.tail = FALSE) : NaNs produced
> 
> I guessing that sd is very small compared with delta, hence the
> problem. But what are allowed values (ratios) of delta and sd?
> 
> Best
> Witek
> 
> 
> 
> 
> 
> 
> -- 
> Witold Eryk Wolski
> 
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd.mes using cbs.dk  Priv: PDalgd using gmail.com