Three algorithms and SAS macros for estimating power and sample size for logistic models with one or more independent variables of interest in the presence of covariates

David Keith Williams, Zoran Bursac

Research output: Contribution to journalArticle

Abstract

Background: Commonly when designing studies, researchers propose to measure several independent variables in a regression model, a subset of which are identified as the main variables of interest while the rest are retained in a model as covariates or confounders. Power for linear regression in this setting can be calculated using SAS PROC POWER. There exists a void in estimating power for the logistic regression models in the same setting. Methods: Currently, an approach that calculates power for only one variable of interest in the presence of other covariates for logistic regression is in common use and works well for this special case. In this paper we propose three related algorithms along with corresponding SAS macros that extend power estimation for one or more primary variables of interest in the presence of some confounders. Results: The three proposed empirical algorithms employ likelihood ratio test to provide a user with either a power estimate for a given sample size, a quick sample size estimate for a given power, and an approximate power curve for a range of sample sizes. A user can specify odds ratios for a combination of binary, uniform and standard normal independent variables of interest, and or remaining covariates/confounders in the model, along with a correlation between variables. Conclusions: These user friendly algorithms and macro tools are a promising solution that can fill the void for estimation of power for logistic regression when multiple independent variables are of interest, in the presence of additional covariates in the model.

Original languageEnglish (US)
Article number24
JournalSource Code for Biology and Medicine
Volume9
Issue number1
DOIs
StatePublished - Nov 15 2014

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Sample Size
Macros
Logistics
Logistic Models
Linear Models
Linear regression
Odds Ratio
Research Personnel
Logistic model
Covariates
Sample size

All Science Journal Classification (ASJC) codes

  • Information Systems
  • Computer Science Applications
  • Health Informatics
  • Information Systems and Management

Cite this

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title = "Three algorithms and SAS macros for estimating power and sample size for logistic models with one or more independent variables of interest in the presence of covariates",
abstract = "Background: Commonly when designing studies, researchers propose to measure several independent variables in a regression model, a subset of which are identified as the main variables of interest while the rest are retained in a model as covariates or confounders. Power for linear regression in this setting can be calculated using SAS PROC POWER. There exists a void in estimating power for the logistic regression models in the same setting. Methods: Currently, an approach that calculates power for only one variable of interest in the presence of other covariates for logistic regression is in common use and works well for this special case. In this paper we propose three related algorithms along with corresponding SAS macros that extend power estimation for one or more primary variables of interest in the presence of some confounders. Results: The three proposed empirical algorithms employ likelihood ratio test to provide a user with either a power estimate for a given sample size, a quick sample size estimate for a given power, and an approximate power curve for a range of sample sizes. A user can specify odds ratios for a combination of binary, uniform and standard normal independent variables of interest, and or remaining covariates/confounders in the model, along with a correlation between variables. Conclusions: These user friendly algorithms and macro tools are a promising solution that can fill the void for estimation of power for logistic regression when multiple independent variables are of interest, in the presence of additional covariates in the model.",
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