This experiment recruits participants to a chatbot survey using Facebook ads. After clicking on the Facebook ad, a participant is randomized into one of the treatment arms. I consider 5 treatment arms. The current experimental design calls for 5 treatment arms, but we may consider adding 2 more arms in the appendix.
The power analysis varies along two dimensions:
There are three outcomes, which are correlated: Pr(unvax complete|click), Pr(unvax website click|complete), and Pr(unvax useful free text|complete). We have an estimate of ~14% for Pr(unvax complete|click) from the pilots, but we do not have an estimate for Pr(unvax website click|complete). I have used 20% as the starting point for the best hypothesized treatment. The hypothesized treatment effect sizes are 2 to 4 percentage points between each treatment, so Pr(unvax complete|click) ranges from 4 to 14% and Pr(unvax website click|complete) ranges from 10 to 20% based on treatment. Add sentence about mean r(unvax useful free text|complete) .
Question: are the baseline and hypothesized treatment effect sizes for Pr(unvax website click|complete) reasonable? If so, do we need to drop this outcome?
To assess the power for testing multiple correlated hypotheses, I simulate data, test the hypotheses, correct the p-values, and repeat for r repetitions, then calculate the proportion of repetitions in which I reject each hypothesis. The variables needed in the simulated data are the treatment assignment and the two outcomes: completion and clicking on the website link. In particular, we are interested in unvaccinated completes and unvaccinated website clicks. The sample for completion are clicks, while the sample for clicking on the website link are completes.
The data generation process is as follows:
Power is calculated using the following parameters:
Results are reported for uncorrected p-values and for p-values corrected using Bonferonni, Holm, and Hochberg.
Hypothesis 1. Participants in Treatment 4 provide more information, higher-quality information, and are more receptive to new information about the vaccine compared to participants in Treatment 1.
Hypothesis 2. Participants in Treatment 3 provide more information, higher-quality information, and are more receptive to new information about the vaccine compared to participants in Treatment 2.
Hypothesis 3. Participants in Treatment 4 provide more information, higher-quality information, and are more receptive to new information about the vaccine compared to participants in Treatment 3.
Hypothesis 4. Participants in Treatment 4 provide more information, higher-quality information, and are more receptive to new information about the vaccine compared to participants in Treatment 5.
Hypothesis 5. (A) Participants in Treatment 2 provide more information, higher-quality information, and are more receptive to new information about the vaccine compared to participants in Treatment 1. (B) Moreover, the difference between participants in Treatment 2 and participants in Treatment 1 is greater than the difference between participants in Treatment 4 and participants in Treatment 5.
set.seed(94305)
### DEFINE PARAMETERS ###
n <- seq(50000, 150000, 25000)
# outcomes
outcomes <- matrix(c( 0.08, 0.12, 0.14, 0.16, 0.14, # Pr(unvax complete|click)
0.14, 0.19, 0.22, 0.25, 0.22, # Pr(unvax web click|complete)
0.44, 0.48, 0.5, 0.52, 0.5), # Pr(useful free text| complete)
nrow = 3, byrow = T)
outcomes2 <- matrix(c( 0.04, 0.12, 0.16, 0.2, 0.16, # Pr(unvax complete|click)
0.05, 0.15, 0.2, 0.25, 0.2, # Pr(unvax web click|complete)
0.35, 0.45, 0.5, 0.55, 0.5), # Pr(useful free text| complete)
nrow = 3, byrow = T)
# example second outcomes matrix
outcomes3 <- matrix(c( 0.04, 0.12, 0.16, 0.2, 0.14, # Pr(unvax complete|click)
0.22, 0.29, 0.32, 0.35, 0.32,
0.3, 0.4, 0.45, 0.55, 0.5), # Pr(useful free text| complete)
nrow = 3, byrow = T)
outcomes_list <- list(outcomes, outcomes2, outcomes3)
# treatments
t_list <- lapply(outcomes_list, FUN=function(x){c(1:ncol(x))})
# alpha
alpha <- 0.05
# number of replications
r <- 1000
### DEFINE FUNCTION ###
trial <- function(N, outcomes, t){
### Simulate Data
# create dataframe
d <- data.frame(matrix(nrow = N, ncol = 0))
# treatment assignment
d$treat <- sample(t, N, replace=T, prob = c(3/14,3/14,2/14,4/14,2/14))
# generate data with completion outcome
d <- d %>%
mutate(complete = rbinom(n(),1,outcomes[1,treat]))
d_complete <- d %>%
group_by(treat) %>%
summarise(
complete = sum(complete),
clicks = n()
)
# generate data with website click outcome
d_website <- d %>%
filter(complete == 1) %>%
mutate(webclick = rbinom(n(),1,outcomes[2,treat])) %>%
group_by(treat) %>%
summarise(
webclick = sum(webclick),
completes = n()
)
# generate data with useful information outcome
d_useful <- d %>%
filter(complete == 1) %>%
mutate(useful = rbinom(n(),1,outcomes[3,treat])) %>%
group_by(treat) %>%
summarise(
useful = sum(useful),
completes = n()
)
### Calculate p-values
# create matrix for p-values
p_values <- matrix(nrow = nrow(outcomes),ncol = length(t) * (length(t) - 1)/2)
# calculate for completions outcome
d_subset <- cbind(d_complete[,2], d_complete[,3])
p_values[1,] <- na.omit(as.numeric(pairwise.prop.test(d_subset[,1], d_subset[,2],
p.adj = "none")$p.value))
# calculate for completions outcome
d_subset <- cbind(d_website[,2], d_website[,3])
p_values[2,] <- na.omit(as.numeric(pairwise.prop.test(d_subset[,1], d_subset[,2],
p.adj = "none")$p.value))
# calculate for useful outcome
d_subset <- cbind(d_useful[,2], d_useful[,3])
p_values[3,] <- na.omit(as.numeric(pairwise.prop.test(d_subset[,1], d_subset[,2],
p.adj = "none")$p.value))
### MHT corrections
return(rbind(p.adjust(p_values[1,], method = "none"),
p.adjust(p_values[1,], method = "bonferroni"),
p.adjust(p_values[1,], method = "holm"),
p.adjust(p_values[1,], method = "hochberg"),
p.adjust(p_values[2,], method = "none"),
p.adjust(p_values[2,], method = "bonferroni"),
p.adjust(p_values[2,], method = "holm"),
p.adjust(p_values[2,], method = "hochberg"),
p.adjust(p_values[3,], method = "none"),
p.adjust(p_values[3,], method = "bonferroni"),
p.adjust(p_values[3,], method = "holm"),
p.adjust(p_values[3,], method = "hochberg")))
}
### POWER CALCULATIONS ###
for (i in n){
for(o in 1:length(outcomes_list)){
treatments <- t_list[[o]]
outcome_matrix <- outcomes_list[[o]]
# complete r replications of n trials
results <- replicate(r, trial(i, outcomes = outcome_matrix, t = treatments))
# create matrix to store power calculations
power_calc <- matrix(NA,
nrow = nrow(outcome_matrix)*4,
ncol = (length(treatments) * (length(treatments) - 1)/2))
# for each pairwise treatment comparison
for(j in 1:(length(treatments) * (length(treatments) - 1)/2)){
# for each mht correction
for(k in 1:4){
# calculate power for completions outcome
power_calc[k, j] <- sum(results[k, j, ] < alpha)/r
# calculate power for website clicks outcome
power_calc[4+k,j] <- sum(results[k+4,j,]<alpha)/r
# calculate power for useful free text
power_calc[8+k,j] <- sum(results[k+8,j,]<alpha)/r
}
}
power_calc <- data.frame(outcome = c(rep('Unvax completes|Click',4),
rep('Unvax web clicks|Complete', 4),
rep('Unvax useful freetext|Complete', 4)),
test = rep(c("None","Bonferonni", "Holm", "Hochberg"), 3),
power_calc)
colnames(power_calc) <- c("Outcome","Correction", 'T1 v. T2', 'T1 v. T3', 'T1 v. T4','T1 v. T5','T2 v. T3','T2 v. T4','T2 v. T5','T3 v. T4','T3 v. T5','T4 v. T5')
kable(power_calc, format = "html", caption = paste("Power Calculations: ",i/1000," Thousand Clicks", "Matrix", o), digits = 3) %>%
kable_styling()%>%
collapse_rows(columns = 1)%>%
scroll_box(height = "100%")%>%
print()
}
}
set.seed(94305)
### DEFINE PARAMETERS ###
# parameters defined in previous code chunk
### DEFINE FUNCTION ###
trial_subset <- function(N, outcomes, t){
### Simulate Data
# create dataframe
d <- data.frame(matrix(nrow = N, ncol = 0))
# treatment assignment
d$treat <- sample(t, N, replace=T)
# generate data with completion outcome
d <- d %>%
mutate(complete = rbinom(n(),1,outcomes[1,treat]))
d_complete <- d %>%
group_by(treat) %>%
summarise(
complete = sum(complete),
clicks = n()
)
# generate data with website click outcome
d_website <- d %>%
filter(complete == 1) %>%
mutate(webclick = rbinom(n(),1,outcomes[2,treat])) %>%
group_by(treat) %>%
summarise(
webclick = sum(webclick),
completes = n()
)
# generate data with useful information outcome
d_useful <- d %>%
filter(complete == 1) %>%
mutate(useful = rbinom(n(),1,outcomes[3,treat])) %>%
group_by(treat) %>%
summarise(
useful = sum(useful),
completes = n()
)
### Calculate p-values
# create matrix for p-values
p_values <- matrix(nrow = nrow(outcomes),ncol = length(t) - 1)
# calculate for completions outcome
d_subset <- cbind(d_complete[,2], d_complete[,3])
p <- pairwise.prop.test(d_subset[,1], d_subset[,2],
p.adj = "none")$p.value
p_values[1,] <- diag(p)
# calculate for webclicks outcome
d_subset <- cbind(d_website[,2], d_website[,3])
p <- pairwise.prop.test(d_subset[,1], d_subset[,2],
p.adj = "none")$p.value
p_values[2,] <- diag(p)
# calculate for useful information outcome
d_subset <- cbind(d_useful[,2], d_useful[,3])
p <- pairwise.prop.test(d_subset[,1], d_subset[,2],
p.adj = "none")$p.value
p_values[3,] <- diag(p)
### MHT corrections
return(rbind(p.adjust(p_values[1,], method = "none"),
p.adjust(p_values[1,], method = "bonferroni"),
p.adjust(p_values[1,], method = "holm"),
p.adjust(p_values[1,], method = "hochberg"),
p.adjust(p_values[2,], method = "none"),
p.adjust(p_values[2,], method = "bonferroni"),
p.adjust(p_values[2,], method = "holm"),
p.adjust(p_values[2,], method = "hochberg"),
p.adjust(p_values[3,], method = "none"),
p.adjust(p_values[3,], method = "bonferroni"),
p.adjust(p_values[3,], method = "holm"),
p.adjust(p_values[3,], method = "hochberg")))
}
### POWER CALCULATIONS ###
for (i in n){
for(o in 1:length(outcomes_list)){
treatments <- t_list[[o]]
outcome_matrix <- outcomes_list[[o]]
# complete r replications of n trials
results <- replicate(r, trial_subset(i, outcomes = outcome_matrix, t = treatments))
# create matrix to store power calculations
power_calc <- matrix(NA,
nrow = nrow(outcome_matrix)*4,
ncol = length(treatments)-1)
# for each pairwise treatment comparison
# for each pairwise treatment comparison
for(j in 1:(length(treatments) - 1)){
# for each mht correction
for(k in 1:4){
# calculate power for completions outcome
power_calc[k, j] <- sum(results[k, j, ] < alpha)/r
# calculate power for website clicks outcome
power_calc[4+k, j] <- sum(results[k+4, j, ] < alpha)/r
# calculate power for useful informaton outcome
power_calc[8+k, j] <- sum(results[k+8, j, ] < alpha)/r
}
}
# Generate Graph
power_calc <- data.frame(outcome = c(rep('Unvax completes|Click',4),
rep('Unvax web clicks|Complete', 4),
rep('Unvax useful freetext|Complete', 4)),
test = rep(c("None","Bonferonni", "Holm", "Hochberg"), 3),
power_calc)
colnames(power_calc) <- c("Outcome","Correction",
'T1 v. T2', 'T2 v. T3','T3 v. T4','T4 v. T5')
kable(power_calc, format = "html", caption = paste("Power Calculations: ",i/1000," Thousand Clicks", "Matrix", o), digits = 3)%>%
kable_styling()%>%
collapse_rows(columns = 1)%>%
scroll_box(height = "100%")%>%
print()
}
}
set.seed(94305)
### DEFINE PARAMETERS ###
n <- seq(50000, 150000, 25000)
# outcomes
outcomes <- matrix(c( 0.08, 0.12, 0.14, 0.16, 0.14, # Pr(unvax complete|click)
0.14, 0.19, 0.22, 0.25, 0.22, # Pr(unvax web click|complete)
0.44, 0.48, 0.5, 0.52, 0.5), # Pr(useful free text| complete)
nrow = 3, byrow = T)
outcomes2 <- matrix(c( 0.04, 0.12, 0.16, 0.2, 0.16, # Pr(unvax complete|click)
0.05, 0.15, 0.2, 0.25, 0.2, # Pr(unvax web click|complete)
0.35, 0.45, 0.5, 0.55, 0.5), # Pr(useful free text| complete)
nrow = 3, byrow = T)
outcomes3 <- matrix(c( 0.04, 0.12, 0.16, 0.2, 0.14, # Pr(unvax complete|click)
0.22, 0.29, 0.32, 0.35, 0.32,
0.3, 0.4, 0.45, 0.55, 0.5), # Pr(useful free text| complete)
nrow = 3, byrow = T)
outcomes_list <- list(outcomes, outcomes2, outcomes3)
# treatments
t_list <- lapply(outcomes_list, FUN=function(x){c(1:ncol(x))})
# alpha
alpha <- 0.05
# number of replications
r <- 1000
### DEFINE FUNCTION ###
trial_subset <- function(N, outcomes, t){
### Simulate Data
# create dataframe
d <- data.frame(matrix(nrow = N, ncol = 0))
# treatment assignment
d$treat <- sample(t, N, replace=T, prob = c(3/14,3/14,2/14,4/14,2/14))
# generate data with completion outcome
d <- d %>%
mutate(complete = rbinom(n(),1,outcomes[1,treat]))
d_complete <- d %>%
group_by(treat) %>%
summarise(
complete = sum(complete),
clicks = n()
)
# d_complete2 <- d %>%
# filter(treat != 3) %>%
# mutate(t_1 = ifelse(treat == 1, 1, 0),
# t_2 = ifelse(treat == 2, 1, 0),
# #t_3 = ifelse(treat == 3, 1, 0),
# t_4 = ifelse(treat == 4, 1, 0),
# t_5 = ifelse(treat == 5, 1, 0)) %>%
# select(!treat)
# d_lm <- lm(complete~ . -1, d_complete2)
# summary(d_lm)
# anova(d_lm)
# generate data with website click outcome
d_website <- d %>%
filter(complete == 1) %>%
mutate(webclick = rbinom(n(),1,outcomes[2,treat])) %>%
group_by(treat) %>%
summarise(
webclick = sum(webclick),
completes = n()
)
# generate data with useful information outcome
d_useful <- d %>%
filter(complete == 1) %>%
mutate(useful = rbinom(n(),1,outcomes[3,treat])) %>%
group_by(treat) %>%
summarise(
useful = sum(useful),
completes = n()
)
### Calculate p-values
# create matrix for p-values
p_values <- matrix(nrow = nrow(outcomes),ncol = length(t))
# calculate for completions outcome
d_subset <- cbind(d_complete[,2], d_complete[,3])
p <- pairwise.prop.test(d_subset[,1], d_subset[,2],
p.adj = "none")$p.value
p_values[1,] <- c(p["4", "1"],
p["3", "2"],
p["4", "3"],
p["5", "4"],
p["2", "1"])
# calculate for webclicks outcome
d_subset <- cbind(d_website[,2], d_website[,3])
p <- pairwise.prop.test(d_subset[,1], d_subset[,2],
p.adj = "none")$p.value
p_values[2,] <- c(p["4", "1"],
p["3", "2"],
p["4", "3"],
p["5", "4"],
p["2", "1"])
# calculate for useful information outcome
d_subset <- cbind(d_useful[,2], d_useful[,3])
p <- pairwise.prop.test(d_subset[,1], d_subset[,2],
p.adj = "none")$p.value
p_values[3,] <- c(p["4", "1"],
p["3", "2"],
p["4", "3"],
p["5", "4"],
p["2", "1"])
### MHT corrections
return(rbind(p.adjust(p_values[1,], method = "none"),
p.adjust(p_values[1,], method = "bonferroni"),
p.adjust(p_values[1,], method = "holm"),
p.adjust(p_values[1,], method = "hochberg"),
p.adjust(p_values[2,], method = "none"),
p.adjust(p_values[2,], method = "bonferroni"),
p.adjust(p_values[2,], method = "holm"),
p.adjust(p_values[2,], method = "hochberg"),
p.adjust(p_values[3,], method = "none"),
p.adjust(p_values[3,], method = "bonferroni"),
p.adjust(p_values[3,], method = "holm"),
p.adjust(p_values[3,], method = "hochberg")))
}
### POWER CALCULATIONS ###
for (i in n){
for(o in 1:length(outcomes_list)){
treatments <- t_list[[o]]
outcome_matrix <- outcomes_list[[o]]
# complete r replications of n trials
results <- replicate(r, trial_subset(i, outcomes = outcome_matrix, t = treatments))
# create matrix to store power calculations
power_calc <- matrix(NA,
nrow = nrow(outcome_matrix)*4,
ncol = length(treatments))
# for each pairwise treatment comparison
# for each pairwise treatment comparison
for(j in 1:(length(treatments))){
# for each mht correction
for(k in 1:4){
# calculate power for completions outcome
power_calc[k, j] <- sum(results[k, j, ] < alpha)/r
# calculate power for website clicks outcome
power_calc[4+k, j] <- sum(results[k+4, j, ] < alpha)/r
# calculate power for useful informaton outcome
power_calc[8+k, j] <- sum(results[k+8, j, ] < alpha)/r
}
}
# Generate Graph
power_calc <- data.frame(outcome = c(rep('Unvax completes|Click',4),
rep('Unvax web clicks|Complete', 4),
rep('Unvax useful freetext|Complete', 4)),
test = rep(c("None","Bonferonni", "Holm", "Hochberg"), 3),
power_calc)
colnames(power_calc) <- c("Outcome","Correction",
'T1 v. T4', 'T2 v. T3','T3 v. T4','T4 v. T5', 'T1 vs T2')
kable(power_calc, format = "html", caption = paste("Power Calculations: ",i/1000," Thousand Clicks", "Matrix", o), digits = 3)%>%
kable_styling()%>%
collapse_rows(columns = 1)%>%
scroll_box(height = "100%")%>%
print()
}
}
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1.000 | 0.972 | 0.966 | 0.961 | 1.000 |
| Bonferonni | 1.000 | 0.910 | 0.896 | 0.889 | 1.000 | |
| Holm | 1.000 | 0.971 | 0.962 | 0.955 | 1.000 | |
| Hochberg | 1.000 | 0.971 | 0.964 | 0.957 | 1.000 | |
| Unvax web clicks|Complete | None | 1.000 | 0.393 | 0.470 | 0.444 | 0.852 |
| Bonferonni | 1.000 | 0.193 | 0.236 | 0.230 | 0.671 | |
| Holm | 1.000 | 0.255 | 0.313 | 0.301 | 0.722 | |
| Hochberg | 1.000 | 0.261 | 0.322 | 0.309 | 0.730 | |
| Unvax useful freetext|Complete | None | 0.978 | 0.142 | 0.176 | 0.154 | 0.435 |
| Bonferonni | 0.926 | 0.042 | 0.054 | 0.057 | 0.216 | |
| Holm | 0.926 | 0.048 | 0.069 | 0.073 | 0.240 | |
| Hochberg | 0.927 | 0.051 | 0.071 | 0.076 | 0.243 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.907 | 0.927 | 0.921 | 1.000 |
| Bonferonni | 1 | 0.770 | 0.765 | 0.765 | 1.000 | |
| Holm | 1 | 0.896 | 0.917 | 0.901 | 1.000 | |
| Hochberg | 1 | 0.901 | 0.920 | 0.909 | 1.000 | |
| Unvax useful freetext|Complete | None | 1 | 0.675 | 0.801 | 0.808 | 0.943 |
| Bonferonni | 1 | 0.417 | 0.600 | 0.607 | 0.851 | |
| Holm | 1 | 0.612 | 0.737 | 0.732 | 0.919 | |
| Hochberg | 1 | 0.631 | 0.752 | 0.751 | 0.925 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.351 | 0.452 | 0.398 | 0.815 |
| Bonferonni | 1 | 0.146 | 0.216 | 0.189 | 0.578 | |
| Holm | 1 | 0.201 | 0.280 | 0.259 | 0.648 | |
| Hochberg | 1 | 0.215 | 0.299 | 0.280 | 0.666 | |
| Unvax useful freetext|Complete | None | 1 | 0.677 | 1.000 | 0.772 | 0.952 |
| Bonferonni | 1 | 0.437 | 1.000 | 0.543 | 0.861 | |
| Holm | 1 | 0.640 | 1.000 | 0.724 | 0.938 | |
| Hochberg | 1 | 0.648 | 1.000 | 0.735 | 0.945 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1.000 | 0.998 | 0.995 | 0.997 | 1.000 |
| Bonferonni | 1.000 | 0.986 | 0.977 | 0.983 | 1.000 | |
| Holm | 1.000 | 0.998 | 0.995 | 0.997 | 1.000 | |
| Hochberg | 1.000 | 0.998 | 0.995 | 0.997 | 1.000 | |
| Unvax web clicks|Complete | None | 1.000 | 0.557 | 0.624 | 0.636 | 0.954 |
| Bonferonni | 1.000 | 0.328 | 0.376 | 0.380 | 0.868 | |
| Holm | 1.000 | 0.450 | 0.508 | 0.511 | 0.924 | |
| Hochberg | 1.000 | 0.483 | 0.545 | 0.538 | 0.931 | |
| Unvax useful freetext|Complete | None | 0.997 | 0.213 | 0.233 | 0.265 | 0.599 |
| Bonferonni | 0.987 | 0.070 | 0.096 | 0.110 | 0.325 | |
| Holm | 0.987 | 0.086 | 0.113 | 0.134 | 0.367 | |
| Hochberg | 0.987 | 0.092 | 0.116 | 0.139 | 0.369 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.969 | 0.984 | 0.985 | 1.000 |
| Bonferonni | 1 | 0.913 | 0.940 | 0.954 | 1.000 | |
| Holm | 1 | 0.969 | 0.984 | 0.985 | 1.000 | |
| Hochberg | 1 | 0.969 | 0.984 | 0.985 | 1.000 | |
| Unvax useful freetext|Complete | None | 1 | 0.833 | 0.954 | 0.947 | 0.996 |
| Bonferonni | 1 | 0.655 | 0.837 | 0.813 | 0.966 | |
| Holm | 1 | 0.824 | 0.945 | 0.932 | 0.993 | |
| Hochberg | 1 | 0.826 | 0.948 | 0.937 | 0.993 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.480 | 0.589 | 0.540 | 0.935 |
| Bonferonni | 1 | 0.231 | 0.350 | 0.300 | 0.801 | |
| Holm | 1 | 0.343 | 0.453 | 0.408 | 0.855 | |
| Hochberg | 1 | 0.366 | 0.479 | 0.430 | 0.867 | |
| Unvax useful freetext|Complete | None | 1 | 0.865 | 1.000 | 0.919 | 0.995 |
| Bonferonni | 1 | 0.675 | 1.000 | 0.783 | 0.976 | |
| Holm | 1 | 0.860 | 1.000 | 0.907 | 0.994 | |
| Hochberg | 1 | 0.863 | 1.000 | 0.910 | 0.994 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1.000 | 1.000 | 0.998 | 1.000 | 1.000 |
| Bonferonni | 1.000 | 0.997 | 0.997 | 0.997 | 1.000 | |
| Holm | 1.000 | 1.000 | 0.998 | 1.000 | 1.000 | |
| Hochberg | 1.000 | 1.000 | 0.998 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1.000 | 0.669 | 0.755 | 0.744 | 0.990 |
| Bonferonni | 1.000 | 0.445 | 0.532 | 0.508 | 0.956 | |
| Holm | 1.000 | 0.607 | 0.677 | 0.663 | 0.977 | |
| Hochberg | 1.000 | 0.629 | 0.699 | 0.690 | 0.983 | |
| Unvax useful freetext|Complete | None | 0.999 | 0.265 | 0.305 | 0.299 | 0.732 |
| Bonferonni | 0.999 | 0.102 | 0.132 | 0.134 | 0.506 | |
| Holm | 0.999 | 0.126 | 0.170 | 0.167 | 0.553 | |
| Hochberg | 0.999 | 0.128 | 0.173 | 0.169 | 0.554 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.993 | 0.997 | 0.999 | 1.000 |
| Bonferonni | 1 | 0.980 | 0.987 | 0.988 | 1.000 | |
| Holm | 1 | 0.992 | 0.997 | 0.998 | 1.000 | |
| Hochberg | 1 | 0.993 | 0.997 | 0.999 | 1.000 | |
| Unvax useful freetext|Complete | None | 1 | 0.931 | 0.978 | 0.977 | 0.999 |
| Bonferonni | 1 | 0.813 | 0.931 | 0.923 | 0.994 | |
| Holm | 1 | 0.929 | 0.977 | 0.975 | 0.999 | |
| Hochberg | 1 | 0.929 | 0.978 | 0.976 | 0.999 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.591 | 0.706 | 0.657 | 0.978 |
| Bonferonni | 1 | 0.369 | 0.476 | 0.414 | 0.918 | |
| Holm | 1 | 0.501 | 0.618 | 0.564 | 0.956 | |
| Hochberg | 1 | 0.526 | 0.638 | 0.586 | 0.964 | |
| Unvax useful freetext|Complete | None | 1 | 0.946 | 1.000 | 0.966 | 1.000 |
| Bonferonni | 1 | 0.847 | 1.000 | 0.894 | 0.997 | |
| Holm | 1 | 0.944 | 1.000 | 0.962 | 0.999 | |
| Hochberg | 1 | 0.946 | 1.000 | 0.965 | 1.000 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.805 | 0.832 | 0.820 | 0.999 |
| Bonferonni | 1 | 0.590 | 0.645 | 0.633 | 0.992 | |
| Holm | 1 | 0.766 | 0.799 | 0.776 | 0.998 | |
| Hochberg | 1 | 0.775 | 0.812 | 0.791 | 0.998 | |
| Unvax useful freetext|Complete | None | 1 | 0.302 | 0.380 | 0.369 | 0.820 |
| Bonferonni | 1 | 0.130 | 0.190 | 0.174 | 0.633 | |
| Holm | 1 | 0.157 | 0.243 | 0.234 | 0.681 | |
| Hochberg | 1 | 0.163 | 0.252 | 0.243 | 0.687 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1 | |
| Unvax web clicks|Complete | None | 1 | 1.000 | 1.000 | 0.999 | 1 |
| Bonferonni | 1 | 0.995 | 0.997 | 0.996 | 1 | |
| Holm | 1 | 1.000 | 1.000 | 0.999 | 1 | |
| Hochberg | 1 | 1.000 | 1.000 | 0.999 | 1 | |
| Unvax useful freetext|Complete | None | 1 | 0.982 | 0.997 | 0.990 | 1 |
| Bonferonni | 1 | 0.916 | 0.966 | 0.965 | 1 | |
| Holm | 1 | 0.982 | 0.997 | 0.990 | 1 | |
| Hochberg | 1 | 0.982 | 0.997 | 0.990 | 1 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.668 | 0.824 | 0.762 | 0.997 |
| Bonferonni | 1 | 0.447 | 0.617 | 0.543 | 0.977 | |
| Holm | 1 | 0.612 | 0.763 | 0.693 | 0.995 | |
| Hochberg | 1 | 0.628 | 0.777 | 0.712 | 0.995 | |
| Unvax useful freetext|Complete | None | 1 | 0.976 | 1.000 | 0.989 | 1.000 |
| Bonferonni | 1 | 0.903 | 1.000 | 0.951 | 1.000 | |
| Holm | 1 | 0.975 | 1.000 | 0.988 | 1.000 | |
| Hochberg | 1 | 0.976 | 1.000 | 0.989 | 1.000 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.847 | 0.892 | 0.896 | 1.000 |
| Bonferonni | 1 | 0.685 | 0.726 | 0.739 | 0.997 | |
| Holm | 1 | 0.830 | 0.871 | 0.869 | 1.000 | |
| Hochberg | 1 | 0.836 | 0.875 | 0.878 | 1.000 | |
| Unvax useful freetext|Complete | None | 1 | 0.346 | 0.449 | 0.438 | 0.879 |
| Bonferonni | 1 | 0.148 | 0.219 | 0.215 | 0.721 | |
| Holm | 1 | 0.215 | 0.285 | 0.288 | 0.764 | |
| Hochberg | 1 | 0.229 | 0.295 | 0.298 | 0.775 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1 | |
| Unvax web clicks|Complete | None | 1 | 1.000 | 1.000 | 1.000 | 1 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1 | |
| Unvax useful freetext|Complete | None | 1 | 0.991 | 1.000 | 0.997 | 1 |
| Bonferonni | 1 | 0.955 | 0.996 | 0.991 | 1 | |
| Holm | 1 | 0.991 | 1.000 | 0.997 | 1 | |
| Hochberg | 1 | 0.991 | 1.000 | 0.997 | 1 |
| Outcome | Correction | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 | T1 vs T2 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | None | 1 | 1.000 | 1.000 | 1.000 | 1.000 |
| Bonferonni | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Holm | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Hochberg | 1 | 1.000 | 1.000 | 1.000 | 1.000 | |
| Unvax web clicks|Complete | None | 1 | 0.817 | 0.880 | 0.836 | 0.999 |
| Bonferonni | 1 | 0.591 | 0.697 | 0.627 | 0.989 | |
| Holm | 1 | 0.784 | 0.853 | 0.790 | 0.999 | |
| Hochberg | 1 | 0.798 | 0.870 | 0.813 | 0.999 | |
| Unvax useful freetext|Complete | None | 1 | 0.992 | 1.000 | 0.998 | 1.000 |
| Bonferonni | 1 | 0.961 | 1.000 | 0.990 | 1.000 | |
| Holm | 1 | 0.992 | 1.000 | 0.998 | 1.000 | |
| Hochberg | 1 | 0.992 | 1.000 | 0.998 | 1.000 |
We run power calculations on a specific set of outcomes using the Romano-Wolf correction. We will use the Romano-Wolf correction later in experimental analysis to correct for multiple hypothesis. The specific outcomes we are testing are:
N is the number of observations in the sample
B is the number of bootstrap subsamples to draw
n defines the size of the bootstrap subsamples
r is the number of times we replicate this process to get r p-values for each hypotheses test.
In this output, N = 50000, B = 100,n=3000, and r = 100. We can adjust these later, this is just to keep run time low.
The function is divided into three parts:
compute t statistic/p estimates for each combination of treatment and outcome comparisons (ie treatment A and B for outcome y1) from the full data set
get B bootstrapped samples of size n from the full data set and compute a test statistic for each outcome-treatment comparisons
The actual Romano-Wolf correction
Now we replicate this function r times to get r estimates of pvalues
### romano wolf
romano_wolf <- function(N, B, n){
# number of observations for simulated data set
# N = 50000
# number of bootstrap subsamples to draw
#B= 5000
# size of bootstrap subsamples to draw
#n = 5000
# outcomes
outcomes <- matrix(c(0.04, 0.08, 0.10, 0.14, 0.12, # Pr(unvax complete|click)
0.12, 0.16, 0.18, 0.20, 0.18, # Pr(unvax web click|complete)
1- 0.13, 1- 0.15, 1- 0.20, 1-0.17, 1-0.21), # Pr(useful free text| complete)
nrow = 3, byrow = T)
# treatments
t <- 1:ncol(outcomes)
# make data frame
df <- data.frame(matrix(nrow = N, ncol = 0))
# treatment assignment
df$treat <- sample(t, N, replace=T, c(3/14,3/14,2/14,4/14,2/14))
# generate data with completion outcome
df <- df %>%
mutate(complete = rbinom(n(),1,outcomes[1,treat]))
completes <- df %>%
filter(complete ==1) %>%
mutate(webclick = rbinom(n(),1,outcomes[2,treat]),
useful = rbinom(n(),1,outcomes[3,treat]))
noncompletes <- df %>%
filter(complete ==0) %>%
mutate(webclick = NA,
useful = NA)
d <-rbind(completes, noncompletes) %>%
.[sample(1:nrow(.)), ] #random order
### Romano Wolf Starts Here
# Say that we are interested in testing B vs A, C vs A, D vs A, C vs B, D vs B, and D vs C for each of the outcomes.
# That makes a total of 18 hypotheses.
# We will need the estimates and t-stats (or z-stats) of each parameter about which we are conducting an hypothesis test.
# Eventually, we will also need the standard errors #
comparisons = combn(t,2)[, c(3, 5, 8, 10, 1)]
num_hyp = nrow(outcomes) * ncol(comparisons)
orig_results = data.frame(matrix(NA,num_hyp,3))
colnames(orig_results) = c("estimates","ts","p_val")
### step 1: compute t statistic/p estimates for each combination of treatment and outcome comparisons (ie treatment A and B for outcome y1) from the full data set
i = 1
for (y in c("complete", "webclick", "useful")){
for (comp in 1:ncol(comparisons)){
# We create the name of the hypothesis we are testing, for example y1_A_vs_B #
rownames(orig_results)[i] = paste(y,"_",comparisons[1,comp],"_vs_",comparisons[2,comp],sep="")
# Run the t.test and extract the estimate and t-statistic #
data <- d %>%
select(all_of(c("treat", y))) %>%
drop_na()
test = t.test(data[data$treat==comparisons[1,comp],str_remove(string = y, pattern = "d_")],
data[data$treat==comparisons[2,comp],str_remove(string = y, pattern = "d_")])
orig_results[i,"estimates"] = test$estimate[1] - test$estimate[2]
# We use absolute values for the t-statistic since we want to test two-sided hypothesis #
orig_results[i,"ts"] = abs(test$statistic)
# Also get the p-values to compare
orig_results[i,"p_val"] = test$p.value
i = i+1}}
# We sort the hypotheses by the size of the original t-statistic #
sorted_orig = orig_results[order(-orig_results$ts),]
# We check if we reject the null hypothesis using the unadjusted p-values
alpha = 0.05
sorted_orig$reject = sorted_orig$p_val < alpha
sorted_orig
### bootstrapping
bootstrapped_statistics = data.frame(matrix(NA,B,nrow(sorted_orig)))
# Important, we keep the order of the sorted set of hypotheses #
colnames(bootstrapped_statistics) = rownames(sorted_orig)
#set.seed(777)
# In each of the bootstrap rounds we do the following:
for (b in 1:B){
data <- d
# We sample with replacement the indices which will make up our bootstrap sample
idx = sample(1:nrow(data),n, replace = TRUE)
data_boot = data[idx,]
# We repeat exactly the same procedure as before to get the bootstrap estimates and standard errors
for (y in c("complete","webclick","useful")){
# filter to whichever outcome we are looking at
data_boot_temp <- data_boot %>%
select(all_of(c("treat", y))) %>%
drop_na
for (comp in 1:ncol(comparisons)){
# By getting the name of the hypothesis we are testing we don't need to worry about order, we match by name
hyp = paste(y, "_", comparisons[1,comp],"_vs_",comparisons[2,comp],sep="")
# Run the t.test on the bootstrap sample
test = t.test(data_boot_temp[data_boot_temp$treat==comparisons[2,comp],str_remove(y, "d_")],data_boot_temp[data_boot_temp$treat==comparisons[1,comp],str_remove(y, "d_")])
# The null statistic is computed by subtracting the original estimate from the bootstrap sample and dividing
# by the standard error of the bootstraped estimate
# Remember the absolute value since we are testing a two-sided hypothesis
bootstrapped_statistics[b,hyp] = abs((test$estimate[1] - test$estimate[2] - sorted_orig[hyp,"estimates"])/test$stderr)}
}
}
### The actual Romano-Wolf Correction Step
# Now we compute the "max" statistics and the empirical quantiles #
max_stats = data.frame(matrix(NA,B,num_hyp))
colnames(max_stats) = colnames(bootstrapped_statistics)
for (h in 1:(num_hyp-1)){
max_stats[,h] = apply(bootstrapped_statistics[,h:num_hyp], MARGIN=1, FUN=max)}
max_stats[,num_hyp] = bootstrapped_statistics[,num_hyp]
# And the empirical quantiles given the significance level #
Cs = unname(apply(max_stats, MARGIN=2, FUN=quantile, probs=c(1-alpha)))
# And finally we run the rejection algorithm
sorted_orig$adjust_rejected = NA
# R will index the hypothesis we need to test at each round
R = 1
# r will be the counter of rejected hypotheses at each round
r = Inf
# The while loop stops if no hypotheses are rejected in a round or if we reject all.
while (r > 0 & R <= num_hyp){
# We compare the original t-statistics of the hypotheses we haven't tested at each round with the quantiles
sorted_orig$adjust_rejected[R:num_hyp] = (sorted_orig$ts[R:num_hyp] > Cs[R])
r = sum(sorted_orig$adjust_rejected[R:num_hyp])
R = r + R}
sorted_orig[c("reject","adjust_rejected")]
sorted_orig$adj_p_val = NA
sorted_orig$adj_p_val[1] = (sum(max_stats[,1]>=sorted_orig$ts[1])+1)/(B+1)
for (h in 2:num_hyp){
sorted_orig$adj_p_val[h] = max((sum(max_stats[,h]>=sorted_orig$ts[h])+1)/(B+1), sorted_orig$adj_p_val[h-1])}
round(sorted_orig[c("p_val","adj_p_val")],5)
romano_pvalues <- as.data.frame(sorted_orig) %>%
#rownames_to_column(var = "comparison") %>%
select( p_val, adj_p_val) %>%
arrange(rownames(.)) %>% as.matrix()
return(romano_pvalues)
}
r=100
results <- replicate(r, romano_wolf(N = 50000,B = 100, n=3000))
# create matrix to store power calculations
power_calc <- matrix(NA,
nrow = dim(results)[1],
ncol = dim(results)[2])
# for each pairwise treatment comparison
# for each pairwise treatment comparison
for(j in 1:(ncol(power_calc))){
# for each mht correction
for(k in 1:nrow(power_calc)){
# calculate power for completions outcome
power_calc[k, j] <- sum(results[k, j, ] < alpha)/r
# calculate power for website clicks outcome
# power_calc[4+k, j] <- sum(results[k+4, j, ] < alpha)/r
# calculate power for useful informaton outcome
#power_calc[8+k, j] <- sum(results[k+8, j, ] < alpha)/r
}
}
# Generate Graph
rownames(power_calc) <- rownames(results[, , 1])
colnames(power_calc) <- colnames(results[, , 1])
power_calc <- power_calc %>%
as.data.frame() %>%
rownames_to_column(var = "comparison") %>%
mutate(treatments = str_extract(string = comparison, pattern = "[0-9]\\_vs\\_[0-9]"),
outcomes = str_remove(string = comparison, pattern = paste("_", treatments, sep= ""))) %>%
select(outcomes, p_val, adj_p_val, treatments) %>%
pivot_longer(cols = c("p_val", "adj_p_val"), names_to = "p_val_type")%>%
pivot_wider(names_from = treatments, values_from = value) %>%
mutate(outcomes = factor(outcomes, levels = c("complete", "webclick", "useful"))) %>%
arrange(outcomes) %>%
mutate(outcomes = c(rep('Unvax completes|Click',2), rep('Unvax web clicks|Complete', 2),
rep('Unvax useful freetext|Complete', 2)),
p_val_type = ifelse(p_val_type == "p_val", "Romano-Wolf", "Adj. Romano-Wolf")) %>%
rename(correction = p_val_type)
colnames(power_calc) <- c("Outcome","Correction", 'T1 v. T2', 'T1 v. T4', 'T2 v. T3','T3 v. T4', 'T4 v. T5')
i = 50000
o = 1
kable(power_calc, format = "html", caption = paste("Power Calculations: ",i/1000," Thousand Clicks", "Matrix", o), digits = 3)%>%
kable_styling()%>%
collapse_rows(columns = 1)%>%
scroll_box(height = "100%")
| Outcome | Correction | T1 v. T2 | T1 v. T4 | T2 v. T3 | T3 v. T4 | T4 v. T5 |
|---|---|---|---|---|---|---|
| Unvax completes|Click | Romano-Wolf | 1.00 | 1.00 | 1.00 | 1.00 | 0.98 |
| Adj. Romano-Wolf | 1.00 | 1.00 | 0.22 | 0.97 | 0.12 | |
| Unvax web clicks|Complete | Romano-Wolf | 0.42 | 0.94 | 0.21 | 0.31 | 0.27 |
| Adj. Romano-Wolf | 0.00 | 0.02 | 0.00 | 0.00 | 0.00 | |
| Unvax useful freetext|Complete | Romano-Wolf | 0.20 | 0.47 | 0.81 | 0.45 | 0.76 |
| Adj. Romano-Wolf | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 |
The below figure uses the below equation to calculate the sample size needed for each treatment arm, given the parameters.
\[ n \geq \dfrac{4(1-p)}{\lambda^2p} \times (z_\alpha + \Phi^{-1}(1-\beta))^2 \]
### DEFINE PARAMETERS ###
# outcome
p <- 0.14365 #from pilot 5 descriptive analytics analysis 595/4142
# standard deviation
sd <- sqrt(p * (1 - p))
# define the possible treatment effect sizes in *percent*
lambda <- seq(from = 0.1, to = 0.3, length.out = 100 )
# alpha
alpha <- 0.05
# beta
beta <- 0.2
# number of treatments
treat <- cbind(5,7)
### DEFINE FUNCTION ###
vax_power <- function(t, lambda) {
4 * (qnorm(1-alpha/2/(3*factorial(t)/2))+(qnorm(1 - beta)))^2 * ((1 - p)/((lambda * lambda) * p))}
### CREATE PLOT ###
# create vector to hold number of observations for each value of lambda and number of treatments
n_obs <- matrix(NA, nrow = length(lambda), ncol = length(treat))
# calculate number of observations for each value of lambda
for (i in 1:length(lambda)) {
for (j in 1:length(treat)){
n_obs[i,j] <- vax_power(treat[j], lambda[i])
}
}
# create data frame that combines data to graph
df <- data.frame(cbind(n_obs,lambda))
# create the graph
ggplot(df, aes(x = lambda)) +
geom_line(aes(y = df[,1], color = "5")) +
geom_line(aes(y = df[,2], color = "7")) +
labs(x = 'Treatment effect size (in percentage terms)',
y = 'Number of clicks needed per treatment arm') +
scale_color_manual(name = "Number of treatment arms", values = c("5" = "darkblue", "7" = "red"))
Then, we can calculate total costs based on $0.155 per click.
Let’s say instead that we only compare each treatment arm to one other treatment arm. This approach is what we have outlined in the experimental design document. Then, the below figure contains the same information as the above figure, but we are conducting fewer hypothesis tests.
### DEFINE PARAMETERS ###
# outcome
p <- 0.14365 #from pilot 5 descriptive analytics analysis 595/4142
# standard deviation
sd <- sqrt(p * (1 - p))
# define the possible treatment effect sizes in *percent*
lambda <- seq(from = 0.1, to = 0.3, length.out = 100 )
# alpha
alpha <- 0.05
# beta
beta <- 0.2
# number of treatments
treat <- cbind(5,7)
### DEFINE FUNCTION ###
vax_power <- function(t, lambda) {
4 * (qnorm(1-alpha/2/(3*(t-1)))+(qnorm(1 - beta)))^2 * ((1 - p)/((lambda * lambda) * p))}
### CREATE PLOT ###
# create vector to hold number of observations for each value of lambda and number of treatments
n_obs <- matrix(NA, nrow = length(lambda), ncol = length(treat))
# calculate number of observations for each value of lambda
for (i in 1:length(lambda)) {
for (j in 1:length(treat)){
n_obs[i,j] <- vax_power(treat[j], lambda[i])
}
}
# create data frame that combines data to graph
df <- data.frame(cbind(n_obs,lambda))
# create the graph
ggplot(df, aes(x = lambda)) +
geom_line(aes(y = df[,1], color = "5")) +
geom_line(aes(y = df[,2], color = "7")) +
labs(x = 'Treatment effect size (in percentage terms)',
y = 'Number of clicks needed per treatment arm') +
scale_color_manual(name = "Number of treatment arms", values = c("5" = "darkblue", "7" = "red"))
Then, we can again calculate total costs based on $0.155 per click.
print(paste("For treatment effect of 15% over baseline, the treatment effect would need to be",round(0.15*p,4)," and you would need:"))
## [1] "For treatment effect of 15% over baseline, the treatment effect would need to be 0.0215 and you would need:"
print(paste(round(vax_power(treat,0.15),0),"clicks per treatment arm for", treat,"treatment arms, for a total number of ", round(treat*vax_power(treat,0.15),0),"clicks at a total cost of $",round(0.155*treat*vax_power(treat,0.15),0)))
## [1] "14563 clicks per treatment arm for 5 treatment arms, for a total number of 72813 clicks at a total cost of $ 11286"
## [2] "15570 clicks per treatment arm for 7 treatment arms, for a total number of 108989 clicks at a total cost of $ 16893"
The below figure uses the previous equation to calculate the sample size needed for each treatment arm, given the parameters.
### DEFINE PARAMETERS ###
# outcome
p <- 0.2
# standard deviation
sd <- sqrt(p * (1 - p))
# define the possible treatment effect sizes in *percent*
lambda <- seq(from = 0.1, to = 0.3, length.out = 100 )
# alpha
alpha <- 0.05
# beta
beta <- 0.2
# number of treatments
treat <- cbind(5,7)
### DEFINE FUNCTION ###
vax_power <- function(t, lambda) {
4 * (qnorm(1-alpha/2/(3*factorial(t)/2))+(qnorm(1 - beta)))^2 * ((1 - p)/((lambda * lambda) * p))}
### CREATE PLOT ###
# create vector to hold number of observations for each value of lambda and number of treatments
n_obs <- matrix(NA, nrow = length(lambda), ncol = length(treat))
# calculate number of observations for each value of lambda
for (i in 1:length(lambda)) {
for (j in 1:length(treat)){
n_obs[i,j] <- vax_power(treat[j], lambda[i])
}
}
# create data frame that combines data to graph
df <- data.frame(cbind(n_obs,lambda))
# create the graph
ggplot(df, aes(x = lambda)) +
geom_line(aes(y = df[,1], color = "5")) +
geom_line(aes(y = df[,2], color = "7")) +
labs(x = 'Treatment effect size (in percentage terms)',
y = 'Number of completes needed per treatment arm') +
scale_color_manual(name = "Number of treatment arms", values = c("5" = "darkblue", "7" = "red"))
Then, we can calculate total costs based on $1.30 per unvaccinated complete.
print(paste("For treatment effect of 25% over baseline, the treatment effect would need to be",round(0.25*p,4)," and you would need:"))
## [1] "For treatment effect of 25% over baseline, the treatment effect would need to be 0.05 and you would need:"
print(paste(round(vax_power(treat,0.25),0),"completes per treatment arm for", treat,"treatment arms, for a total number of ", round(treat*vax_power(treat,0.25),0),"clicks at a total cost of $",round(1.3*treat*vax_power(treat,0.25),0)))
## [1] "5131 completes per treatment arm for 5 treatment arms, for a total number of 25654 clicks at a total cost of $ 33350"
## [2] "7320 completes per treatment arm for 7 treatment arms, for a total number of 51241 clicks at a total cost of $ 66614"
Let’s say instead that we only compare each treatment arm to one other treatment arm. This approach is what we have outlined in the experimental design document. Then, the below figure contains the same information as the above figure, but we are conducting fewer hypothesis tests.
### DEFINE PARAMETERS ###
# outcome
p <- 0.2
# standard deviation
sd <- sqrt(p * (1 - p))
# define the possible treatment effect sizes in *percent*
lambda <- seq(from = 0.1, to = 0.3, length.out = 100 )
# alpha
alpha <- 0.05
# beta
beta <- 0.2
# number of treatments
treat <- cbind(5,7)
### DEFINE FUNCTION ###
vax_power <- function(t, lambda) {
4 * (qnorm(1-alpha/2/(3*(t-1)))+(qnorm(1 - beta)))^2 * ((1 - p)/((lambda * lambda) * p))}
### CREATE PLOT ###
# create vector to hold number of observations for each value of lambda and number of treatments
n_obs <- matrix(NA, nrow = length(lambda), ncol = length(treat))
# calculate number of observations for each value of lambda
for (i in 1:length(lambda)) {
for (j in 1:length(treat)){
n_obs[i,j] <- vax_power(treat[j], lambda[i])
}
}
# create data frame that combines data to graph
df <- data.frame(cbind(n_obs,lambda))
# create the graph
ggplot(df, aes(x = lambda)) +
geom_line(aes(y = df[,1], color = "5")) +
geom_line(aes(y = df[,2], color = "7")) +
labs(x = 'Treatment effect size (in percentage terms)',
y = 'Number of completes needed per treatment arm') +
scale_color_manual(name = "Number of treatment arms", values = c("5" = "darkblue", "7" = "red"))
Then, we can again calculate total costs based on $1.30 per unvaccinated complete.
print(paste("For treatment effect of 25% over baseline, the treatment effect would need to be",round(0.25*p,4)," and you would need:"))
## [1] "For treatment effect of 25% over baseline, the treatment effect would need to be 0.05 and you would need:"
print(paste(round(vax_power(treat,0.25),0),"completes per treatment arm for", treat,"treatment arms, for a total number of ", round(treat*vax_power(treat,0.25),0),"completes at a total cost of $",round(1.3*treat*vax_power(treat,0.25),0)))
## [1] "3518 completes per treatment arm for 5 treatment arms, for a total number of 17588 completes at a total cost of $ 22865"
## [2] "3761 completes per treatment arm for 7 treatment arms, for a total number of 26327 completes at a total cost of $ 34225"
The below figure uses the below equation to calculate the power needed for each treatment arm, given the parameters.
\[ \boxed{1-\beta = \Phi\left( \frac{\tau}{2\sigma/\sqrt{n}} - z_{1-\alpha} \right)} \]
## DEFINE PARAMETERS ###
# define the possible total number of clicks
n <- seq(from = 50000, to = 300000, length.out = 100 )
# outcome
p <- 0.14365 #from pilot 5 descriptive analytics analysis 595/4142
# standard deviation
sd <- sqrt(p * (1 - p))
# define the possible treatment effect sizes in *percent*
lambda <- cbind(0.1, 0.15, 0.2)
# alpha
alpha <- 0.05
# beta
beta <- 0.2
# number of treatments
treat <- cbind(5,7)
### DEFINE FUNCTION ###
vax_power2 <- function(lambda, n, t) {
pnorm(
( lambda*p / (2 * sd / sqrt(n / t))) - qnorm(1-alpha/2/(3*factorial(t)/2))
)
}
### CREATE PLOT ###
# create vector to hold number of observations for each value of lambda, number of observations, and number of treatments
power <- matrix(NA, nrow = length(n), ncol = length(treat)*length(lambda))
# calculate number of observations for each value of lambda
for (i in 1:length(lambda)) {
for (j in 1:length(treat)){
for (k in 1:length(n)){
power[k,j+2*i-2] <- vax_power2(lambda[i], n[k], treat[j])
}
}
}
# create data frame that combines data to graph
df <- data.frame(cbind(power,n))
# create the graph
ggplot(df, aes(x = n)) +
geom_line(aes(y = df[,1], color = "lambda = 0.1, treat = 5")) +
geom_line(aes(y = df[,2], color = "lambda = 0.1, treat = 7")) +
geom_line(aes(y = df[,3], color = "lambda = 0.15, treat = 5")) +
geom_line(aes(y = df[,4], color = "lambda = 0.15, treat = 7")) +
geom_line(aes(y = df[,5], color = "lambda = 0.2, treat = 5")) +
geom_line(aes(y = df[,6], color = "lambda = 0.2, treat = 7")) +
labs(x = 'Number of Total Clicks',
y = 'Power') +
scale_color_manual(name = "Number of treatment arms", values = c("lambda = 0.1, treat = 5" = "darkblue", "lambda = 0.1, treat = 7" = "red", "lambda = 0.15, treat = 5" = "darkgreen", "lambda = 0.15, treat = 7" = "turquoise4", "lambda = 0.2, treat = 5" = "darkorchid4", "lambda = 0.2, treat = 7" = "springgreen2"))
Let’s say instead that we only compare each treatment arm to one other treatment arm. This approach is what we have outlined in the experimental design document. Then, the below figure contains the same information as the above figure, but we are conducting fewer hypothesis tests.
## DEFINE PARAMETERS ###
# define the possible total number of clicks
n <- seq(from = 50000, to = 300000, length.out = 100 )
# outcome
p <- 0.14365 #from pilot 5 descriptive analytics analysis 595/4142
# standard deviation
sd <- sqrt(p * (1 - p))
# define the possible treatment effect sizes in *percent*
lambda <- cbind(0.1, 0.15, 0.2)
# alpha
alpha <- 0.05
# beta
beta <- 0.2
# number of treatments
treat <- cbind(5,7)
### DEFINE FUNCTION ###
vax_power2 <- function(lambda, n, t) {
pnorm(
( lambda*p / (2 * sd / sqrt(n / t))) - qnorm(1-alpha/2/(3*(t-1)))
)
}
### CREATE PLOT ###
# create vector to hold number of observations for each value of lambda, number of observations, and number of treatments
power <- matrix(NA, nrow = length(n), ncol = length(treat)*length(lambda))
# calculate number of observations for each value of lambda
for (i in 1:length(lambda)) {
for (j in 1:length(treat)){
for (k in 1:length(n)){
power[k,j+2*i-2] <- vax_power2(lambda[i], n[k], treat[j])
}
}
}
# create data frame that combines data to graph
df <- data.frame(cbind(power,n))
# create the graph
ggplot(df, aes(x = n)) +
geom_line(aes(y = df[,1], color = "lambda = 0.1, treat = 5")) +
geom_line(aes(y = df[,2], color = "lambda = 0.1, treat = 7")) +
geom_line(aes(y = df[,3], color = "lambda = 0.15, treat = 5")) +
geom_line(aes(y = df[,4], color = "lambda = 0.15, treat = 7")) +
geom_line(aes(y = df[,5], color = "lambda = 0.2, treat = 5")) +
geom_line(aes(y = df[,6], color = "lambda = 0.2, treat = 7")) +
labs(x = 'Number of Total Clicks',
y = 'Power') +
scale_color_manual(name = "Number of treatment arms", values = c("lambda = 0.1, treat = 5" = "darkblue", "lambda = 0.1, treat = 7" = "red", "lambda = 0.15, treat = 5" = "darkgreen", "lambda = 0.15, treat = 7" = "turquoise4", "lambda = 0.2, treat = 5" = "darkorchid4", "lambda = 0.2, treat = 7" = "springgreen2"))
The below figure uses the previous equation to calculate the power needed for each treatment arm, given the parameters.
\[ \boxed{1-\beta = \Phi\left( \frac{\tau}{2\sigma/\sqrt{n}} - z_{1-\alpha} \right)} \]
## DEFINE PARAMETERS ###
# define the possible total number of completes
n <- seq(from = 10000, to = 100000, length.out = 100 )
# outcome
p <- 0.2 #from pilot 5 descriptive analytics analysis 595/4142
# standard deviation
sd <- sqrt(p * (1 - p))
# define the possible treatment effect sizes in *percent*
lambda <- cbind(0.2, 0.25, 0.3)
# alpha
alpha <- 0.05
# beta
beta <- 0.2
# number of treatments
treat <- cbind(5,7)
### DEFINE FUNCTION ###
vax_power2 <- function(lambda, n, t) {
pnorm(
( lambda*p / (2 * sd / sqrt(n / t))) - qnorm(1-alpha/2/(3*factorial(t)/2))
)
}
### CREATE PLOT ###
# create vector to hold number of observations for each value of lambda, number of observations, and number of treatments
power <- matrix(NA, nrow = length(n), ncol = length(treat)*length(lambda))
# calculate number of observations for each value of lambda
for (i in 1:length(lambda)) {
for (j in 1:length(treat)){
for (k in 1:length(n)){
power[k,j+2*i-2] <- vax_power2(lambda[i], n[k], treat[j])
}
}
}
# create data frame that combines data to graph
df <- data.frame(cbind(power,n))
# create the graph
ggplot(df, aes(x = n)) +
geom_line(aes(y = df[,1], color = "lambda = 0.2, treat = 5")) +
geom_line(aes(y = df[,2], color = "lambda = 0.2, treat = 7")) +
geom_line(aes(y = df[,3], color = "lambda = 0.25, treat = 5")) +
geom_line(aes(y = df[,4], color = "lambda = 0.25, treat = 7")) +
geom_line(aes(y = df[,5], color = "lambda = 0.3, treat = 5")) +
geom_line(aes(y = df[,6], color = "lambda = 0.3, treat = 7")) +
labs(x = 'Number of Total Completes',
y = 'Power') +
scale_color_manual(name = "Number of treatment arms", values = c("lambda = 0.2, treat = 5" = "darkblue", "lambda = 0.2, treat = 7" = "red", "lambda = 0.25, treat = 5" = "darkgreen", "lambda = 0.25, treat = 7" = "turquoise4", "lambda = 0.3, treat = 5" = "darkorchid4", "lambda = 0.3, treat = 7" = "springgreen2"))
Let’s say instead that we only compare each treatment arm to one other treatment arm. This approach is what we have outlined in the experimental design document. Then, the below figure contains the same information as the above figure, but we are conducting fewer hypothesis tests.
## DEFINE PARAMETERS ###
# define the possible total number of completes
n <- seq(from = 10000, to = 75000, length.out = 100 )
# outcome
p <- 0.2 #from pilot 5 descriptive analytics analysis 595/4142
# standard deviation
sd <- sqrt(p * (1 - p))
# define the possible treatment effect sizes in *percent*
lambda <- cbind(0.2, 0.25, 0.3)
# alpha
alpha <- 0.05
# beta
beta <- 0.2
# number of treatments
treat <- cbind(5,7)
### DEFINE FUNCTION ###
vax_power2 <- function(lambda, n, t) {
pnorm(
( lambda*p / (2 * sd / sqrt(n / t))) - qnorm(1-alpha/2/(3*(t-1)))
)
}
### CREATE PLOT ###
# create vector to hold number of observations for each value of lambda, number of observations, and number of treatments
power <- matrix(NA, nrow = length(n), ncol = length(treat)*length(lambda))
# calculate number of observations for each value of lambda
for (i in 1:length(lambda)) {
for (j in 1:length(treat)){
for (k in 1:length(n)){
power[k,j+2*i-2] <- vax_power2(lambda[i], n[k], treat[j])
}
}
}
# create data frame that combines data to graph
df <- data.frame(cbind(power,n))
# create the graph
ggplot(df, aes(x = n)) +
geom_line(aes(y = df[,1], color = "lambda = 0.2, treat = 5")) +
geom_line(aes(y = df[,2], color = "lambda = 0.2, treat = 7")) +
geom_line(aes(y = df[,3], color = "lambda = 0.25, treat = 5")) +
geom_line(aes(y = df[,4], color = "lambda = 0.25, treat = 7")) +
geom_line(aes(y = df[,5], color = "lambda = 0.3, treat = 5")) +
geom_line(aes(y = df[,6], color = "lambda = 0.3, treat = 7")) +
labs(x = 'Number of Total Completes',
y = 'Power') +
scale_color_manual(name = "Number of treatment arms", values = c("lambda = 0.2, treat = 5" = "darkblue", "lambda = 0.2, treat = 7" = "red", "lambda = 0.25, treat = 5" = "darkgreen", "lambda = 0.25, treat = 7" = "turquoise4", "lambda = 0.3, treat = 5" = "darkorchid4", "lambda = 0.3, treat = 7" = "springgreen2"))
To assess the power for testing multiple correlated hypotheses, I simulate data, test the hypotheses, correct the p-values, and repeat for r repetitions, then calculate the proportion of repetitions in which I reject each hypothesis. The variables needed in the simulated data are the treatment assignment and the two outcomes: completion and clicking on the website link. In particular, we are interested in unvaccinated completes and unvaccinated website clicks. The sample for completion are clicks, while the sample for clicking on the website link are completes.
The data generation process is as follows:
Power is calculated using the following parameters:
Results are reported for uncorrected p-values and for p-values corrected using Bonferonni, Holm, and Hochberg.
First, we consider multiple hypothesis correction for evaluating all pairwise comparisons of treatments.
set.seed(94305)
### DEFINE PARAMETERS ###
outcomes1 <- matrix(c(0.04, 0.06, 0.08, 0.10, 0.12, 0.14, 0.12, # Pr(unvax complete|click)
0.10, 0.12, 0.14, 0.16, 0.18, 0.20, 0.18, # Pr(unvax web click|complete)
1- 0.13, 1- 0.15, 1- 0.20, 1-0.17, 1-0.21, 1-.2, 1-.16), # Pr(useful free text| complete)
nrow = 3, byrow = T)
outcomes2 <- outcomes1 + 0.05
outcomes_list <- list(outcomes1, outcomes2)
t_list <- lapply(outcomes_list, FUN=function(x){c(1:ncol(x))})
### POWER CALCULATIONS ###
for (i in n){
for(o in 1:length(outcomes_list)){
treatments <- t_list[[o]]
outcome_matrix <- outcomes_list[[o]]
# complete r replications of n trials
results <- replicate(r, trial(i, outcomes = outcome_matrix, t = treatments))
# create matrix to store power calculations
power_calc <- matrix(NA,
nrow = nrow(outcome_matrix)*4,
ncol = (length(treatments) * (length(treatments) - 1)/2))
# for each pairwise treatment comparison
for(j in 1:(length(treatments) * (length(treatments) - 1)/2)){
# for each mht correction
for(k in 1:4){
# calculate power for completions outcome
power_calc[k, j] <- sum(results[k, j, ] < alpha)/r
# calculate power for website clicks outcome
power_calc[4+k,j] <- sum(results[k+4,j,]<alpha)/r
# calculate power for useful information outcome
power_calc[8+k,j] <- sum(results[k+8,j,]<alpha)/r
}
}
# Generate Graph
power_calc <- data.frame(outcome = c(rep('Unvax completes|Click',4),
rep('Unvax web clicks|Complete', 4),
rep('Unvax useful freetext|Complete', 4)),
test = rep(c("None","Bonferonni", "Holm", "Hochberg"), 3),
power_calc)
colnames(power_calc) <- c("Outcome","Correction",
'T1 v. T2', 'T1 v. T3', 'T1 v. T4','T1 v. T5','T1 v. T6','T1 v. T7','T2 v. T3','T2 v. T4','T2 v. T5','T2 v. T6','T2 v. T7','T3 v. T4','T3 v. T5','T3 v. T6','T3 v. T7','T4 v. T5','T4 v. T6','T4 v. T7','T5 v. T6','T5 v. T7','T6 v. T7')
kable(power_calc, format = "html", caption = paste("Power Calculations: ",i/1000," Thousand Clicks", "Matrix", o), digits = 3) %>%
collapse_rows(columns = 1) %>%
print()
}
}
Then, I evaluate how adding structure to the hypothesis testing increases power. Specifically, each treatment \(t\) is designed to be compared to the treatment below it and the treatment above it. So, for five treatments, we make 4 comparisons: T1 v. T2, T2 v. T3, T3 v. T4, and T4 v. T5.
set.seed(94305)
### DEFINE PARAMETERS ###
# parameters defined in previous code chunk
for (i in n){
for(o in 1:length(outcomes_list)){
treatments <- t_list[[o]]
outcome_matrix <- outcomes_list[[o]]
# complete r replications of n trials
results <- replicate(r, trial_subset(i, outcomes = outcome_matrix, t = treatments))
# create matrix to store power calculations
power_calc <- matrix(NA,
nrow = nrow(outcome_matrix)*4,
ncol = length(treatments)-1)
# for each pairwise treatment comparison
for(j in 1:(length(treatments) - 1)){
# for each mht correction
for(k in 1:4){
# calculate power for completions outcome
power_calc[k, j] <- sum(results[k, j, ] < alpha)/r
# calculate power for website clicks outcome
power_calc[4+k,j] <- sum(results[k+4,j,]<alpha)/r
# calculate power for useful information outcome
power_calc[8+k,j] <- sum(results[k+8,j,]<alpha)/r
}
}
# Generate Graph
power_calc <- data.frame(outcome = c(rep('Unvax completes|Click',4),
rep('Unvax web clicks|Complete', 4),
rep('Unvax useful freetext|Complete', 4)),
test = rep(c("None","Bonferonni", "Holm", "Hochberg"), 3),
power_calc)
colnames(power_calc) <- c("Outcome","Correction",
'T1 v. T2', 'T2 v. T3','T3 v. T4','T4 v. T5','T5 v. T6','T6 v. T7')
kable(power_calc, format = "html", caption = paste("Power Calculations: ",i/1000," Thousand Clicks", "Matrix", o), digits = 3) %>%
collapse_rows(columns = 1) %>%
print()
}
}