Power Analysis Fundamentals
Statistical power analysis links four quantities:
• α (alpha) — significance level (Type I error rate), typically 0.05
• 1–β (power) — probability of detecting a true effect, typically 0.80
• Effect size — magnitude of the difference you want to detect
• n (sample size) — number of observations per group
Given any three of these, the fourth can be computed. The most common use is to fix α, power, and effect size, then solve for the required sample size. This is a *prospective* (a priori) power analysis and should be done before data collection begins.
For a two-sample t-test, the formula is:
n = 2
× ((z_{α/2} + z_β) / d)²
where d is Cohen’s d (standardized mean difference), z_{α/2} is the critical value for the two-sided significance level, and z_β is the z-value corresponding to the desired power.
Choosing Effect Sizes
The effect size is the most difficult and most important input to a power analysis. Three approaches:
• Pilot data: Estimate from a small preliminary study. Be cautious — pilot studies typically overestimate effects.
• Literature review: Use effect sizes reported in similar published studies. Prefer meta-analyses over individual studies.
• Clinical significance: Define the smallest effect that would be practically meaningful. This is often the best approach for clinical trials.
Cohen’s conventions (small = 0.2, medium = 0.5, large = 0.8) should be used only as a last resort. A “medium” effect in one field may be unrealistically large in another. When in doubt, power for a smaller effect — the cost of over-sampling is usually less than the cost of an inconclusive study.