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The %LRpowerCorr10 SAS Macro Power Estimation for Logistic Regression Models with Several Predictors of Interest in the Presence of Covariates D. Keith Williams M.P.H. Ph.D. Zoran Bursac M.P.H. Ph.D. Department of Biostatistics University of Arkansas for Medical Sciences

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The Premise for Linear and Logistic Regression Power and Sample Size Power to detect significance among specific predictors in the presence of other covariates in a model. For linear regression Proc Power works great! Logistic regression power estimation is ‘quirky’

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Common Approaches to Estimate Logistic Regression Power Power for one predictor possibly in the presence of other covariates. There may exist correlation among these predictors using %powerlog macro A weakness…commonly we are interested in power to detect the significance of more than one predictor

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A quick look at %LRpowerCorr10

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LRpowerCorr10 1.Up to 10 predictors 2.2 binary, 4 uniform (-3,3), and 4 normal 3.Specify a correlation among predictors 4.Specify an odds ratio value for the predictors 5.Specify the set of factors of interest and the set of covariates

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A Power Scenario logit = -2.2 + ln (1.5) x1 + ln(1.5) x2 + ln(1.1) x3 + ln(1.05) x4 + ln(1.02) x5 + ln(1.05) x6 + ln(1.01) x7 + ln(1.05)x8 +ln( 1.02) x9 + ln(1.03) x10 Risk factors of interest Covariates of interest

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%LRpowerCorr Example %LRpowerCorr10(2000,1000,.2,.1, 1.5,1.5, 1.1, 1.05,1.02,1.05, 1.01,1.05,1.02,1.03, cx1 cx2 cx3 cx4 cx5 cx6 cx7 cx8 cx9 cx10, cx4 cx5 cx6 cx7 cx8 cx9 cx10,.05, 3, 0.1,0.5); The 3 risk factors of interest Full model Reduced model Level of signficance The number of terms of interest Prob of ‘1’ for the binary cx1 and cx2 n number of simulations Correlation among predictors mean number of ‘1’s

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%LRpowerCorr10 Output Sample size = 2000; Simulations = 1000; Rho =.2; P(Y=1) =.1 OR1=1.5, OR2=1.5, OR3=1.1, OR4=1.05, OR5=1.02,OR6=1.05 OR7=1.01, OR8=1.05, OR9=1.02, OR10=1.03 Full Model: cx1 cx2 cx3 cx4 cx5 cx6 cx7 cx8 cx9 cx10 Reduced Model: cx4 cx5 cx6 cx7 cx8 cx9 cx10 Power LCL UCL 88% 86% 90%

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A look at regular linear regression. The basic structure is the same.

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A Key Point about Linear Regression We rarely have a conjectured values for particular betas in a regular linear regression Therefore for linear regression models, one conjectures the difference in R-square between a model that includes predictors of interest and a model without these predictors.

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Example Data Set

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The Hypothetical Scenario A model with 4 terms Predictors for PSA of interest that we choose to power: 1.SVI 2.c_volume Two Covariates to be included : cpen, gleason

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Details The full model We want to power the test that a model with these 2 predictors is statistically better than a model excluding them. The reduced model

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The Corresponding Hypothesis H(o): H(a): At least one of the above is non-zero in the full model when the difference in Rsquare = ?

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Lets go back through those last 3 slides again

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Hypothetical Full Model Root MSE30.98987R-Square 0.4467 Dependent Mean23.73013Adj R-Sq0.4226 Coeff Var130.59291 Predictors of interest Note Parameter Estimates VariableDF Parameter Estimate Standard Errort ValuePr > |t| Intercept1-40.7687833.24420-1.230.2232 c_volume12.028210.584043.470.0008 svi117.8569010.750491.660.1001 cpen11.103811.325380.830.4071 gleason16.392945.025221.270.2065

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Hypothetical Reduced Model Root MSE33.42074R-Square 0.3424 Dependent Mean23.73013Adj R-Sq0.3285 Coeff Var140.83671 Note R-Square difference 0.45 – 0.34= 0.11 Parameter Estimates VariableDF Parameter Estimate Standard Errort ValuePr > |t| Intercept1-71.5982734.91893-2.050.0431 cpen14.828681.016324.75<.0001 gleason112.286615.198732.360.0202

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proc power ; multreg model=fixed alpha=.05 nfullpredictors= 4 ntestpredictors= 2 rsqfull=0.45 rsreduced=0.34 ntotal= 97 80 70 60 50 40 power=. ; plot x=n min=40 max=100 key = oncurves yopts=(ref=0.8.977 crossref=yes) ; run; The POWER Procedure Type III F Test in Multiple Regression Fixed Scenario Elements Method Exact Model Random X Number of Predictors in Full Model 4 Number of Test Predictors 2 Alpha 0.05 R-square of Full Model 0.45 Difference in R-square 0.11 Computed Power N Index Total Power 1 97 0.979 2 80 0.949 3 70 0.916 4 60 0.864 5 50 0.787 6 40 0.677

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Now the logistic regression case

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Logistic Regression LR test review

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Model Fit Statistics Intercept Intercept and Criterion Only Covariates AIC 124.318 113.996 SC 126.903 139.846 -2 Log L 122.318 93.996 The SAS System Analysis of Maximum Likelihood Estimates Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq Intercept 1 -5.5161 2.2471 6.0260 0.0141 age 1 0.0646 0.0583 1.2294 0.2675 sesdum2 1 -1.7862 3.0841 0.3354 0.5625 sesdum3 1 0.2955 2.2550 0.0172 0.8957 sector 1 2.9796 1.2481 5.6988 0.0170 age_ses2 1 0.1054 0.0559 3.5514 0.0595 age_ses3 1 0.0140 0.0316 0.1952 0.6586 age_sect 1 -0.0342 0.0309 1.2231 0.2688 ses2_sect 1 -0.3094 1.4409 0.0461 0.8300 ses3_sect 1 -0.7396 1.2489 0.3507 0.5537

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Model Fit Statistics Intercept Intercept and Criterion Only Covariates AIC 124.318 111.054 SC 126.903 123.979 -2 Log L 122.318 101.054 Analysis of Maximum Likelihood Estimates Standard Wald Parameter DF Estimate Error Chi-Square Pr > ChiSq Intercept 1 -3.8874 0.9955 15.2496 <.0001 age 1 0.0297 0.0135 4.8535 0.0276 sesdum2 1 0.4088 0.5990 0.4657 0.4950 sesdum3 1 -0.3051 0.6041 0.2551 0.6135 sector 1 1.5746 0.5016 9.8543 0.0017

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The Corresponding Hypothesis H(o): H(a): At least one of the above is non-zero in the full model LRchisq = 101.054 – 93.996 = 7.0582 Pvalue = 0.22 (Implies none are helpful)

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Power for Logistic Models Background Most existing tools are based on Hsieh, Block, and Larsen (1998) paper, and Agresti (1996) text. %powerlog macro and other software. Recent publication by Demidenko (2008)

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SAS 9.2 Proc Power for Logistic The LOGISTIC statement performs power and sample size analyses for the likelihood ratio chi- square test of a single predictor in binary logistic regression, possibly in the presence of one or more covariates. All predictor variables are assumed to be independent of each other. So, this analysis is not applicable to studies with correlated predictors — for example, most observational studies (as opposed to randomized studies).LOGISTIC

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Common Approaches to Estimate Logistic Regression Power Calculate the power to detect significance of one predictor possibly in the presence of other predictors. There may exist correlation among these predictors using %powerlog macro A weakness…In many instances we are interested in power to detect the significance of more than one predictor

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A demonstration of the %Powerlog macro

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The %PowerLog Macro Logistic Regression Power for a one s.d. unit increase from the mean of X1 Any number of other covariates in the model are accounted for by putting the R-Square of a regular regression model:

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%Powerlog Function Example %powerlog(p1=.5, p2=.6667, power=.8,rsq=%str(0,.0565,.1141),alpha=.05); Prob of 1 at mean of X1 Prob of 1 at mean + SD of X1 Three hypothetical values of the rsquare of X1 regressed on any number of other covariates

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%Powerlog Output Alpha=.05, p1=.5 p2=.6667

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%LRpowerCorr10 versus %powerlog n=70 Sample size = 70; Simulations = 1000; Rho = 0 ; P(Y=1) =.5 OR1=1, OR2=1, OR3=1, OR4=1, OR5=1, OR6=1 OR7=2, OR8=1, OR9=1, OR10=1 Full Model: cx7 cx8 cx9 cx10 Reduced Model: cx8 cx9 cx10 Power LCL UCL 79% 76% 81%

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%LRpowerCorr10 versus %powerlog n=75 Sample size = 75; Simulations = 1000; Rho =.1 ; P(Y=1) =.5 OR1=1, OR2=1, OR3=1, OR4=1, OR5=1, OR6=1 OR7=2, OR8=1, OR9=1, OR10=1 Full Model: cx7 cx8 cx9 cx10 Reduced Model: cx8 cx9 cx10 Power LCL UCL 81% 78% 83%

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%LRpowerCorr10 versus %powerlog n=80 Sample size = 80; Simulations = 1000; Rho =.2 ; P(Y=1) =.5 OR1=1, OR2=1, OR3=1, OR4=1, OR5=1, OR6=1 OR7=2, OR8=1, OR9=1, OR10=1 Full Model: cx7 cx8 cx9 cx10 Reduced Model: cx8 cx9 cx10 Power LCL UCL 80% 77% 82%

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Again…only one predictor of interest using %powerlog

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The %LRpowerCorr10 Macro Power Estimation –One or more predictors of interest –Different distributions of predictors –Other covariates in model –Correlation among predictors –Specify OR values associated with predictors –Average proportion of ‘1’s

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%LRpowerCorr (N, Simulations, Correlation) Define logit: Specify associations between each covariate x and outcome y through parameter estimate . PROC LOGISTIC: fit the full multivariate model. Save -2LnLikelihood. PROC LOGISTIC: fit the reduced multivariate model. Save -2LnLikelihood. Perform Likelihood Ratio test. (The difference in the reduced and full -2LnLikelihoods) Is the resulting chi-square test statistic> chi-square critical value? (With respect to correct number of d.f.) Loop If so reject the null. If not fail to reject the null. Save the result. Calculate the proportion of correct rejections (i.e. power to detect the specified associations) Sample of size N from the specified logit. Convert logits to binary.

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SAMPLESIZE The sample size to be evaluated NSIMS The number of simulation runs P The correlation among the predictors AVEP The average number of “1” responses in the samples with only intercept in model OR1 - OR2 The odds ratios associated with binary CX1-CX2 OR3 – OR6 The odds ratio associated with uniform (-3,3) CX3-CX6 OR7 - CX10 The odds ratio associated with N(0,1) CX7-CX10 FULLMODEL The predictor terms in the full model among CX1 CX2 CX3 CX4 CX5 CX6 CX7 CX8 CX9 CX10 REDUCEDMODEL The predictor terms in the reduced model among CX1 CX2 CX3 CX4 CX5 CX6 CX7 CX8 CX9 CX10 ALPHA The significance level of the testing DFTEST The degrees freedom of the testing PCX1 Probability of ‘1’ for binary CX1 PCX2 Probability of ‘1’ for binary CX2 %LRpowerCorr10 Variables

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Example from Hosmer Applied Logistic Regression ‘The low birth weight study’ Primary Risk Factors of Interest Confounders

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We wish to find the power to detect significance for at least one of the risk factors in the full model Full Model Reduced Model

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The Corresponding Hypothesis H(o): H(a): At least one of the above is non-zero in the full model

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Hypothesized Odds Ratios AGE OR=1.1 (CX7) Normal LBT OR=1.5 (CX1) Binary RACE OR=1.5 (CX2) Binary FTV OR=1.1 (CX3) Uniform SMOKE OR=1.02 (CX8) Normal PLT OR=1.02 (CX9) Normal HT OR=1.02 (CX10) Normal UI OR=1.02 (CX4) Uniform P(Y=1)=0.1 Investigate N = 900 Rho=0.2

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Macro Commands %LRpowerCorr10 (900,1000,.2,.1, 1.5,1.5, 1.1,1.02,1.02,1.02, cx1 cx2 cx3 cx7 cx4 cx8 cx9 cx10, cx4 cx8 cx9 cx10,.05, 4, 0.25,0.5);

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Output Sample size = 900; Simulations = 1000; Rho =.2; P(Y=1) =.1 OR1=1.5, OR2=1.5, OR3=1.1, OR4=1.02, OR5=1.02,OR6=1.02 OR7=1.1, OR8=1.02, OR9=1.02, OR10=1.02 Full Model: cx1 cx2 cx3 cx7 cx4 cx8 cx9 cx10 Reduced Model: cx4 cx8 cx9 cx10 Power LCL UCL 73% 70% 75%

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Recent Development %Quickpower Macro %quickpower2(100,.2,.1, 1.5,1.5, 1.1,1.02,1.02,1.02, cx1 cx2 cx3 cx7 cx4 cx8 cx9 cx10, cx4 cx8 cx9 cx10, 8,.05, 4, 0.25,0.5);

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A trick to get a good guess for N The POWER Procedure Type III F Test in Multiple Regression Fixed Scenario Elements Method Exact Model Random X Number of Predictors in Full Model 8 Number of Test Predictors 4 Alpha 0.05 R-square of Full Model 0.01971 R-square of Reduced Model 0.007397 Nominal Power 0.8 Computed N Total Actual N Power Total 0.800 962

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Resulting in… Sample size = 962; Simulations = 1000; Rho =.2; P(Y=1) =.1 OR1=1.5, OR2=1.5, OR3=1.1, OR4=1.02, OR5=1.02,OR6=1.02 OR7=1.1, OR8=1.02, OR9=1.02, OR10=1.02 Full Model: cx1 cx2 cx3 cx7 cx4 cx8 cx9 cx10 Reduced Model: cx4 cx8 cx9 cx10 Power LCL UCL 76% 74% 79%

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LRpowerCorr C Macro Approximate Power Curve %LRpowerCorr10C (50,150,500,.1,.5, 1,1, 1,1,1,1, 2.0,1,1,1, cx7 cx8 cx9 cx10, cx8 cx9 cx10,.05, 1,.25,.25); ods graphics on; proc logistic data=base desc plots(only)=(roc(id=obs) effect); model reject=n1/; run; ods graphics off;

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The SAS Macros www.uams.edu/biostat/williams Text file versions of the %LRpowerCorr and %quickpower SAS macros with an example Copy and paste into SAS to run.

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