Cited by 21Statistical Methods and Bayesian InferenceStatistical Methods in Clinical TrialsStatistical Methods and Applications

Constrained statistical inference: sample-size tables for ANOVA and regression

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Vanbrabant, Leonard, Van De Schoot, Rens, Rosseel, Yves·2015·Frontiers in Psychology

Abstract

Researchers in the social and behavioral sciences often have clear expectations about the order/direction of the parameters in their statistical model. For example, a researcher might expect that regression coefficient β1 is larger than β2 and β3. The corresponding hypothesis is H: β1 > {β2, β3} and this is known as an (order) constrained hypothesis. A major advantage of testing such a hypothesis is that power can be gained and inherently a smaller sample size is needed. This article discusses this gain in sample size reduction, when an increasing number of constraints is included into the hypothesis. The main goal is to present sample-size tables for constrained hypotheses. A sample-size table contains the necessary sample-size at a pre-specified power (say, 0.80) for an increasing number of constraints. To obtain sample-size tables, two Monte Carlo simulations were performed, one for ANOVA and one for multiple regression. Three results are salient. First, in an ANOVA the needed sample-size decreases with 30-50% when complete ordering of the parameters is taken into account. Second, small deviations from the imposed order have only a minor impact on the power. Third, at the maximum number of constraints, the linear regression results are comparable with the ANOVA results. However, in the case of fewer constraints, ordering the parameters (e.g., β1 > β2) results in a higher power than assigning a positive or a negative sign to the parameters (e.g., β1 > 0).

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  1. Silvapulle M. Sen P. (2005). Constrained Statistical Inference: Order, Inequality, and Shape Constraints. Hoboken, NJ: Wiley.

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Authors
Vanbrabant, L., Van De Schoot, R., & Rosseel, Y.
Affiliations
  • Utrecht University (NL)
  • Ghent University (BE)
Corresponding author
Vanbrabant, Leonard
Venue
Frontiers in Psychology
Published
2015-01-13
Volume
5
Pages
1565-1565
ISSN
1664-1078 (ISSN-L)
OpenAlex
W1964429631
Cited by
21
References
35
Citations by year
2025: 1 · 2024: 4 · 2023: 4 · 2022: 4 · 2021: 1 · 2019: 4 · 2017: 1 · 2016: 1 · 2015: 1
FWCI
0.89
Type
journal article
Language
en
Open access
Licence
cc-by
Locations
  • Frontiers in Psychology (publishedVersion, cc-by)
  • Europe PMC (PubMed Central) (publishedVersion, cc-by)
  • PubMed Central (publishedVersion, cc-by)
  • PubMed (publishedVersion)
  • Ghent University Academic Bibliography (Ghent University) (submittedVersion, other-oa)
  • DOAJ (DOAJ: Directory of Open Access Journals) (submittedVersion, cc-by-sa)
  • Utrecht University Repository (Utrecht University) (submittedVersion, other-oa)
  • Boloka Institutional Repository (North-west University) (submittedVersion)
Funders
  • Universiteit Utrecht
  • Fonds Wetenschappelijk Onderzoek
  • Nederlandse Organisatie voor Wetenschappelijk Onderzoek (NWO-Veni-451-11- 008, 451-11-008)
  • Universiteit Gent
  • Vlaamse regering
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Clinical Trials
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
Keywords
statistical power, analysis of variance, multiple linear regression, sample size reduction, Monte Carlo simulation

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