stats::power.t.test error

Dear Peter,

Yes, It is a technical issue and a matter of diddling around. And I
agree with your comment regarding the 2 observations.
I have several thousands variance estimates for which I need to
compute the sample sizes automatically. Using try statements is
typically the last thing I would like to resort too.
Is there an alternative implementation of power.t.test on CRAN which
could the diddling for me and return plausible sample sizes i.e.
integers.

best regards
Witek

On Fri, 4 Oct 2019 at 16:28, peter dalgaard <pdalgd at gmail.com> wrote:

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 at 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