Proportions: Inequality, two independent groups (Fisher's exact test)

This procedure calculates power and sample size for tests comparing two independent binomial populations with probabilities π1 and π2, respectively. The results of sampling from these two populations can be given in a 2 × 2 contingency table X :



Standard


Group 1
Group 2
Total 
Success
x1
x2
n1-x1
n2-x2
m
Failure
N-m
Total
n1
n2
N


Here, n1 and n2 are the sample sizes, and x1 and x2 the observed number of successes in the two populations. N = n1 + n2 is the total sample size, and m = x1 + x2 the total number of successes.

The null hypothesis states that π1 = π2, whereas the alternative hypothesis assumes different probabilities in both populations:

H0 : π1 − π2 = 0
H1 : π1 − π2 ≠ 0.

Effect size index

The effect size is determined by directly specifying the two proportions π1 and π2.

Options

This test has no options.

Examples

Will follow later.

Related tests

Proportions: Inequality, two dependent groups (McNemar)

Implementation notes

Exact unconditional power

The procedure computes the exact unconditional power of the (conditional) test. The exact probability of the 2 × 2 contingency table X (see introduction) under H0, conditional on m = x1 + x2, is given by:

exact proportions inequality two independent groups f 1.png
Let T be a test statistic, t a possible value of T, and M the set of all tables X with a total number of successes equal to m. We define Mt = {X M : Tt}, i.e. Mt is the subset of M containing all tables for which the value of the test statistic is equal to or exceeds the value t. The exact null distribution of T is obtained by calculating Pr(Tt|m, H0) = ∑X∈Mt Pr(X|m, H0) for all possible t. The critical value tα is the smallest value such that Pr(Ttα |m, H0) ≤ α. The power is then defined as:
exact proportions inequality two independent groups f 2.png

where
exact proportions inequality two independent groups f 3.png
For two-sided tests G*Power provides three common test statistics that are asymptotically equivalent.

1. Fisher's exact test:
exact proportions inequality two independent groups f 4.png

2. Persons's exact test:
exact proportions inequality two independent groups f 5.png

3. Likelihood ratio exact test:
exact proportions inequality two independent groups f 6.png
For one-sided tests the test statistic is T = x2.

Large sample approximation

The large sample approximation is based on a continuity corrected χ2 test with pooled variances. To permit a two-sided test, a z test version is used: The H0 distribution is the standard normal distribution N(0, 1), and the H1 distribution given by the normal distribution N(m(k), σ), with
exact proportions inequality two independent groups f 7.png

Validation

The results were checked against the values produced by GPower 2.0.
    Freitag, 10. 02. 2012


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Axel Buchner


Letzte Änderung: 12.05.2009, 13:34
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