Miranda,
-sampsi- is not the right command to do the initial calculation, for
the effect size for multiple linear regression is not beta, but
delta = r/sqrt( 1 - r^2)
where r = partial correlation of Y and X, adjusted for the other
predictors Z.
and beta = r SD(X|Z) /SD(Y|Z))
To solve for the detectable beta, use Russ Lenth's online Java
calculator (Linear regression) at:
http://www.stat.uiowa.edu/%7Erlenth/Power/ . You have to enter the
Variance Inflation Factor VIF.
ding, since the
-Steve
On Wed, Jan 6, 2010 at 9:27 AM, Miranda Kim <[email protected]> wrote:
> Could anyone help me with this...
> To detect a regression coefficient of 0.41 with standard deviation 0.91 I
> can compute a sample size (using a 5% level of significance with 90% power)
> with the following command:
> sampsi 0.41 0, p(0.9) sd(0.91) onesam
> How could I work out what regression coefficient (effect size) is detectable
> with a sample size of 150, based on this information?
> I need to do this with about 20 regression coefficients.
> I am using stata 11.
> Many thanks,
> Miranda
>
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>
--
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774
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