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Power calculation
- Thread starter isma786
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This probably will not help you ,but I found this in google groups.
Written on 4/24/2001 by a Dale McLerran.
****
Noncentrality parameters represent the population value of a statistic. As such, they cannot be computed, only estimated and later assumed. Obviously, the estimation of a noncentrality parameter depends on the model being investigated.
Generally, the noncentrality parameter finds its way into statistics when computing power for some test statistic. There, you compute power given noncentrality parameter theta. Theta is unknown, but assumed to be of a certain magnitude based on previous research or based on what would be of real world interest.
***
I found this at the following location:
I also found in the SAS Online docs the following formula for non-centrality > 0.
(This is from the documentation of the FINV function.)
***
The FINV function returns the pth quantile from the F distribution with numerator degrees of freedom ndf, denominator degrees of freedom ddf, and noncentrality parameter nc. The probability that an observation from the F distribution is less than the quantile is p. This function accepts noninteger degrees of freedom parameters ndf and ddf.
If the optional parameter nc is not specified or has the value 0, the quantile from the central F distribution is returned. The noncentrality parameter nc is defined such that if X and Y are normal random variables with means µ and 0, respectively, and variance 1, then (x**2/y**2) has a noncentral F distribution with nc = µ**2.
CAUTION:
For large values of nc,the algorithm could fail; in that case, a missing value is returned.
Note: FINV is the inverse of the PROBF function.
EX.
These statements compute the 95th quantile value of a central F distribution with 2 and 10 degrees of freedom and a noncentral F distribution with 2 and 10 degrees of freedom and a noncentrality parameter equal to 3.2:
q1 = finv(.95,2,10); --> 4.1028210151
q2 = finv(.95,2,10.3,2); --> 7.583766024
***
The above is located at the following location:
You may need a userid
nlinedoc pwd:sas
I hope that this helped you.
Klaz
Written on 4/24/2001 by a Dale McLerran.
****
Noncentrality parameters represent the population value of a statistic. As such, they cannot be computed, only estimated and later assumed. Obviously, the estimation of a noncentrality parameter depends on the model being investigated.
Generally, the noncentrality parameter finds its way into statistics when computing power for some test statistic. There, you compute power given noncentrality parameter theta. Theta is unknown, but assumed to be of a certain magnitude based on previous research or based on what would be of real world interest.
***
I found this at the following location:
I also found in the SAS Online docs the following formula for non-centrality > 0.
(This is from the documentation of the FINV function.)
***
The FINV function returns the pth quantile from the F distribution with numerator degrees of freedom ndf, denominator degrees of freedom ddf, and noncentrality parameter nc. The probability that an observation from the F distribution is less than the quantile is p. This function accepts noninteger degrees of freedom parameters ndf and ddf.
If the optional parameter nc is not specified or has the value 0, the quantile from the central F distribution is returned. The noncentrality parameter nc is defined such that if X and Y are normal random variables with means µ and 0, respectively, and variance 1, then (x**2/y**2) has a noncentral F distribution with nc = µ**2.
CAUTION:
For large values of nc,the algorithm could fail; in that case, a missing value is returned.
Note: FINV is the inverse of the PROBF function.
EX.
These statements compute the 95th quantile value of a central F distribution with 2 and 10 degrees of freedom and a noncentral F distribution with 2 and 10 degrees of freedom and a noncentrality parameter equal to 3.2:
q1 = finv(.95,2,10); --> 4.1028210151
q2 = finv(.95,2,10.3,2); --> 7.583766024
***
The above is located at the following location:
You may need a userid
nlinedoc pwd:sasI hope that this helped you.
Klaz
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