Autore
De Martini, Daniele

Titolo
A general method to estimate the power and the sample size of statistical tests.
Periodico
Università degli Studi del Piemonte Orientale 'A. Avogadro' : Facoltà di Economia - Dipartimento di Scienze Economiche e Metodi Quantitativi "SEMEQ" - Quaderni
Anno: 2005 - Volume: 04 - Fascicolo: 80 - Pagina iniziale: 1 - Pagina finale: 28

This paper deals with the problem of estimating the power of a statistical test. We propose a general solution for one-sample and ^-samples tests, univariate or multivariate, based on the plug-in estimator of the power. The estimator is consistent, and we can compute jackknife and bootstrap confidence intervals for the unknown power. , Moreover, when one wishes to compute the sample size needed to attain a fixed power, we provide three consistent estimators of the sample size; the first is based on the pointwise estimator of the power, and the others, which are more conservative, are defined on the basis of the lower bounds of the jackknife and of the bootstrap confidence intervals of the power respectively. An algorithm and some examples of applications are given.




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