PG851: GLM--ANOVA

This blog is for the use of students enrolled in either section of PG851. It is intended to be a forum for asking, discussing, clarifying, and helping.

Tuesday, March 08, 2011

Power

We did not have a chance to go into the concept of statistical power today, so here are a few notes as you study for the final exam:

-Power = 1-beta; and beta is your Type II error rate
-the definition of power is the probablility that the test will yield significant results/reject the null hypothesis when it is false.
-a larger error df increases power because the MS error will go down as the error df goes up, resulting in a larger F...which then results in a smaller p value, which increases power.

-Also, regarding MCPs and power and Type I error: if you increase alpha, you also increase power. Alpha is your Type I error rate. Performing some MCPs (like multiple t tests) increases alpha, and therefore increases power. However, note that you should not inflate alpha by using multiple t tests, because you then increase your chance of getting a Type I error (rejecting the null and saying you have significance, when in fact, you do not and should have accepted the null hypothesis)

Know for exam:
So, (1) higher error df (coming from a larger sample) = more power
(2)increasing alpha increases power...said another way below
as you increase your chances of making a type I error, you also increase power
(3) as p decreases, power increases (more power in p = .002 than p = .025) note that this p doesn't stand for power however. this p stands for probability.

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