The POWER Procedure

Analyses in the LOGISTIC Statement

Likelihood Ratio Chi-Square Test for One Predictor (TEST=LRCHI)

The power-computing formula is based on Shieh and O’Brien (1998); Shieh (2000); Self, Mauritsen, and Ohara (1992), and Hsieh (1989).

Define the following notation for a logistic regression analysis:

StartLayout 1st Row 1st Column upper N 2nd Column equals number-sign subjects left-parenthesis NTOTAL right-parenthesis 2nd Row 1st Column upper K 2nd Column equals number-sign predictors left-parenthesis not counting intercept right-parenthesis 3rd Row 1st Column bold x 2nd Column equals left-parenthesis x 1 comma ellipsis comma x Subscript upper K Baseline right-parenthesis prime equals random variables for predictor vector 4th Row 1st Column bold x Subscript negative 1 2nd Column equals left-parenthesis x 2 comma ellipsis comma x Subscript upper K Baseline right-parenthesis Superscript prime Baseline 5th Row 1st Column bold-italic mu 2nd Column equals left-parenthesis mu 1 comma ellipsis comma mu Subscript upper K Baseline right-parenthesis prime equals normal upper E bold x equals mean predictor vector 6th Row 1st Column bold x Subscript i 2nd Column equals left-parenthesis x Subscript i Baseline 1 Baseline comma ellipsis comma x Subscript i upper K Baseline right-parenthesis prime equals predictor vector for subject i left-parenthesis i element-of 1 comma ellipsis comma upper N right-parenthesis 7th Row 1st Column upper Y 2nd Column equals random variable for response left-parenthesis 0 or 1 right-parenthesis 8th Row 1st Column upper Y Subscript i 2nd Column equals response for subject i left-parenthesis i element-of 1 comma ellipsis comma upper N right-parenthesis 9th Row 1st Column p Subscript i 2nd Column equals normal upper P normal r normal o normal b left-parenthesis upper Y Subscript i Baseline equals 1 vertical-bar bold x Subscript i Baseline right-parenthesis left-parenthesis i element-of 1 comma ellipsis comma upper N right-parenthesis 10th Row 1st Column phi 2nd Column equals normal upper P normal r normal o normal b left-parenthesis upper Y Subscript i Baseline equals 1 vertical-bar bold x Subscript i Baseline equals bold-italic mu right-parenthesis left-parenthesis RESPONSEPROB right-parenthesis 11th Row 1st Column upper U Subscript j 2nd Column equals unit change for j th predictor left-parenthesis UNITS right-parenthesis 12th Row 1st Column normal upper O normal upper R Subscript j 2nd Column equals normal upper O normal d normal d normal s left-parenthesis upper Y Subscript i Baseline equals 1 vertical-bar x Subscript i j Baseline equals c right-parenthesis slash normal upper O normal d normal d normal s left-parenthesis upper Y Subscript i Baseline equals 1 vertical-bar x Subscript i j Baseline equals c minus upper U Subscript j Baseline right-parenthesis left-parenthesis c arbitrary comma i element-of 1 comma ellipsis comma upper N comma 13th Row 1st Column Blank 2nd Column j element-of 1 comma ellipsis comma upper K right-parenthesis left-parenthesis TESTODDSRATIO if j equals 1 comma COVODDSRATIOS if j greater-than 1 right-parenthesis 14th Row 1st Column normal upper Psi 0 2nd Column equals intercept in full model left-parenthesis INTERCEPT right-parenthesis 15th Row 1st Column bold upper Psi 2nd Column equals left-parenthesis normal upper Psi 1 comma ellipsis comma normal upper Psi Subscript upper K Baseline right-parenthesis prime equals regression coefficients in full model 16th Row 1st Column Blank 2nd Column left-parenthesis normal upper Psi 1 equals TESTREGCOEFF comma others equals COVREGCOEFFS right-parenthesis 17th Row 1st Column rho 2nd Column equals normal upper C normal o normal r normal r left-parenthesis bold x Subscript negative 1 Baseline comma x 1 right-parenthesis left-parenthesis CORR right-parenthesis 18th Row 1st Column c Subscript j 2nd Column equals number-sign distinct possible values of x Subscript i j Baseline left-parenthesis j element-of 1 comma ellipsis comma upper K right-parenthesis left-parenthesis for any i right-parenthesis left-parenthesis NBINS right-parenthesis 19th Row 1st Column x Subscript g j Superscript star 2nd Column equals g th possible value of x Subscript i j Baseline left-parenthesis g element-of 1 comma ellipsis comma c Subscript j Baseline right-parenthesis left-parenthesis j element-of 1 comma ellipsis comma upper K right-parenthesis 20th Row 1st Column Blank 2nd Column left-parenthesis for any i right-parenthesis left-parenthesis VARDIST right-parenthesis EndLayout
StartLayout 1st Row 1st Column pi Subscript g j 2nd Column equals normal upper P normal r normal o normal b left-parenthesis x Subscript i j Baseline equals x Subscript g j Superscript star Baseline right-parenthesis left-parenthesis g element-of 1 comma ellipsis comma c Subscript j Baseline right-parenthesis left-parenthesis j element-of 1 comma ellipsis comma upper K right-parenthesis 2nd Row 1st Column Blank 2nd Column left-parenthesis for any i right-parenthesis left-parenthesis VARDIST right-parenthesis 3rd Row 1st Column upper C 2nd Column equals product Underscript j equals 1 Overscript upper K Endscripts c Subscript j Baseline equals number-sign possible values of bold x Subscript i Baseline left-parenthesis for any i right-parenthesis 4th Row 1st Column bold x Subscript m Superscript star 2nd Column equals m th possible value of bold x Subscript i Baseline left-parenthesis m element-of 1 comma ellipsis comma upper C right-parenthesis 5th Row 1st Column pi Subscript m 2nd Column equals normal upper P normal r normal o normal b left-parenthesis bold x Subscript i Baseline equals bold x Subscript m Superscript star Baseline right-parenthesis left-parenthesis m element-of 1 comma ellipsis comma upper C right-parenthesis EndLayout

The logistic regression model is

log left-parenthesis StartFraction p Subscript i Baseline Over 1 minus p Subscript i Baseline EndFraction right-parenthesis equals normal upper Psi 0 plus bold upper Psi prime bold x Subscript i

The hypothesis test of the first predictor variable is

StartLayout 1st Row 1st Column upper H 0 colon 2nd Column normal upper Psi 1 equals 0 2nd Row 1st Column upper H 1 colon 2nd Column normal upper Psi 1 not-equals 0 EndLayout

Assuming independence among all predictor variables, pi Subscript m is defined as follows:

pi Subscript m Baseline equals product Underscript j equals 1 Overscript upper K Endscripts pi Subscript h left-parenthesis m comma j right-parenthesis j Baseline left-parenthesis m element-of 1 comma ellipsis comma upper C right-parenthesis

where h left-parenthesis m comma j right-parenthesis is calculated according to the following algorithm:

StartLayout 1st Row  z equals m semicolon 2nd Row  normal d normal o j equals upper K normal t normal o 1 semicolon 3rd Row  h left-parenthesis m comma j right-parenthesis equals normal m normal o normal d left-parenthesis z minus 1 comma c Subscript j Baseline right-parenthesis plus 1 semicolon 4th Row  z equals normal f normal l normal o normal o normal r left-parenthesis left-parenthesis z minus 1 right-parenthesis slash c Subscript j Baseline right-parenthesis plus 1 semicolon 5th Row  normal e normal n normal d semicolon EndLayout

This algorithm causes the elements of the transposed vector StartSet h left-parenthesis m comma 1 right-parenthesis comma ellipsis comma h left-parenthesis m comma upper K right-parenthesis EndSet to vary fastest to slowest from right to left as m increases, as shown in the following table of h left-parenthesis m comma j right-parenthesis values:

StartLayout 1st Row 1st Column Blank 2nd Column Blank 3rd Column Blank 4th Column Blank 5th Column j 6th Column Blank 7th Column Blank 2nd Row 1st Column h left-parenthesis m comma j right-parenthesis 2nd Column Blank 3rd Column 1 4th Column 2 5th Column midline-horizontal-ellipsis 6th Column upper K minus 1 7th Column upper K 3rd Row 1st Column Blank 2nd Column 1 3rd Column 1 4th Column 1 5th Column midline-horizontal-ellipsis 6th Column 1 7th Column 1 4th Row 1st Column Blank 2nd Column 1 3rd Column 1 4th Column 1 5th Column midline-horizontal-ellipsis 6th Column 1 7th Column 2 5th Row 1st Column Blank 2nd Column vertical-ellipsis 3rd Column Blank 4th Column Blank 5th Column vertical-ellipsis 6th Column Blank 7th Column Blank 6th Row 1st Column Blank 2nd Column vertical-ellipsis 3rd Column 1 4th Column 1 5th Column midline-horizontal-ellipsis 6th Column 1 7th Column c Subscript upper K 7th Row 1st Column Blank 2nd Column vertical-ellipsis 3rd Column 1 4th Column 1 5th Column midline-horizontal-ellipsis 6th Column 2 7th Column 1 8th Row 1st Column Blank 2nd Column vertical-ellipsis 3rd Column 1 4th Column 1 5th Column midline-horizontal-ellipsis 6th Column 2 7th Column 2 9th Row 1st Column Blank 2nd Column vertical-ellipsis 3rd Column Blank 4th Column Blank 5th Column vertical-ellipsis 6th Column Blank 7th Column Blank 10th Row 1st Column m 2nd Column vertical-ellipsis 3rd Column 1 4th Column 1 5th Column midline-horizontal-ellipsis 6th Column 2 7th Column c Subscript upper K 11th Row 1st Column Blank 2nd Column vertical-ellipsis 3rd Column Blank 4th Column Blank 5th Column vertical-ellipsis 6th Column Blank 7th Column Blank 12th Row 1st Column Blank 2nd Column vertical-ellipsis 3rd Column c 1 4th Column c 2 5th Column midline-horizontal-ellipsis 6th Column c Subscript upper K minus 1 7th Column 1 13th Row 1st Column Blank 2nd Column vertical-ellipsis 3rd Column c 1 4th Column c 2 5th Column midline-horizontal-ellipsis 6th Column c Subscript upper K minus 1 7th Column 2 14th Row 1st Column Blank 2nd Column vertical-ellipsis 3rd Column Blank 4th Column Blank 5th Column vertical-ellipsis 6th Column Blank 7th Column Blank 15th Row 1st Column Blank 2nd Column upper C 3rd Column c 1 4th Column c 2 5th Column midline-horizontal-ellipsis 6th Column c Subscript upper K minus 1 7th Column c Subscript upper K EndLayout

The bold x Subscript m Superscript star values are determined in a completely analogous manner.

The discretization is handled as follows (unless the distribution is ordinal, or binomial with sample size parameter at least as large as requested number of bins): for x Subscript j, generate c Subscript j quantiles at evenly spaced probability values such that each such quantile is at the midpoint of a bin with probability StartFraction 1 Over c Subscript j Baseline EndFraction. In other words,

StartLayout 1st Row 1st Column x Subscript g j Superscript star 2nd Column equals left-parenthesis StartFraction g minus 0.5 Over c Subscript j Baseline EndFraction right-parenthesis th quantile of relevant distribution 2nd Row 1st Column Blank 2nd Column left-parenthesis g element-of 1 comma ellipsis comma c Subscript j Baseline right-parenthesis left-parenthesis j element-of 1 comma ellipsis comma upper K right-parenthesis 3rd Row 1st Column pi Subscript g j 2nd Column equals StartFraction 1 Over c Subscript j Baseline EndFraction left-parenthesis same for all g right-parenthesis EndLayout

The primary noncentrality for the power computation is

normal upper Delta Superscript star Baseline equals 2 sigma-summation Underscript m equals 1 Overscript upper C Endscripts pi Subscript m Baseline left-bracket b prime left-parenthesis theta Subscript m Baseline right-parenthesis left-parenthesis theta Subscript m Baseline minus theta Subscript m Superscript star Baseline right-parenthesis minus left-parenthesis b left-parenthesis theta Subscript m Baseline right-parenthesis minus b left-parenthesis theta Subscript m Superscript star Baseline right-parenthesis right-parenthesis right-bracket

where

StartLayout 1st Row 1st Column b prime left-parenthesis theta right-parenthesis 2nd Column equals StartFraction exp left-parenthesis theta right-parenthesis Over 1 plus exp left-parenthesis theta right-parenthesis EndFraction 2nd Row 1st Column b left-parenthesis theta right-parenthesis 2nd Column equals log left-parenthesis 1 plus exp left-parenthesis theta right-parenthesis right-parenthesis 3rd Row 1st Column theta Subscript m 2nd Column equals normal upper Psi 0 plus bold upper Psi prime bold x Subscript m Superscript star Baseline 4th Row 1st Column theta Subscript m Superscript star 2nd Column equals normal upper Psi 0 Superscript star Baseline plus bold upper Psi Superscript star prime Baseline bold x Subscript m Superscript star EndLayout

where

StartLayout 1st Row 1st Column normal upper Psi 0 Superscript star 2nd Column equals normal upper Psi 0 plus normal upper Psi 1 mu 1 equals intercept in reduced model comma absorbing the tested predictor 2nd Row 1st Column bold upper Psi Superscript star 2nd Column equals left-parenthesis 0 comma normal upper Psi 2 comma ellipsis comma normal upper Psi Subscript upper K Baseline right-parenthesis prime equals coefficients in reduced model EndLayout

The power is

normal p normal o normal w normal e normal r equals upper P left-parenthesis chi squared left-parenthesis 1 comma normal upper Delta Superscript star Baseline upper N left-parenthesis 1 minus rho squared right-parenthesis right-parenthesis greater-than-or-equal-to chi Subscript 1 minus alpha Superscript 2 Baseline left-parenthesis 1 right-parenthesis right-parenthesis

The factor left-parenthesis 1 minus rho squared right-parenthesis is the adjustment for correlation between the predictor that is being tested and other predictors, from Hsieh (1989).

Alternative input parameterizations are handled by the following transformations:

StartLayout 1st Row 1st Column normal upper Psi 0 2nd Column equals log left-parenthesis StartFraction phi Over 1 minus phi EndFraction right-parenthesis minus bold upper Psi prime bold-italic mu 2nd Row 1st Column normal upper Psi Subscript j 2nd Column equals StartFraction log left-parenthesis normal upper O normal upper R Subscript j Baseline right-parenthesis Over upper U Subscript j Baseline EndFraction left-parenthesis j element-of 1 comma ellipsis comma upper K right-parenthesis EndLayout
Last updated: December 09, 2022