1. Sample size determination Nick Barrowman, PhD Senior Statistician Clinical Research Unit, CHEO Research Institute March 29, 2010

2. Outline Example: lowering blood pressure Introduction to some statistical issues in sample size determination Two simple approximate formulas Descriptions of sample size calculations from the literature

3. Example Physicians design an intervention to reduce blood pressure in patients with high blood pressure But does it work? Need a study. How many participants are required? Too few: may not detect an effect even if there is one. Too many: may unnecessarily expose patients to risk.

4. The null hypothesis For intervention studies, the null hypothesis is usually this: on average there is no effect. “Innocent until proven guilty” The physicians who designed the intervention believe the null hypothesis is false. The study is designed to test the null hypothesis. Often write H 0 for the null hypothesis.

5. The study The population is considered to be all people who might be eligible for the intervention (might depend on age, other medical conditions, etc.) Study participants are viewed as a sample from this population. Suppose for each study participant we measure blood pressure at baseline, and after 6 weeks of intervention Outcome is change in blood pressure H 0 is that mean change in BP is 0.

6. Population vs. sample Population Population mean of the change in blood pressure Random sample Inference Sample mean of the change in blood pressure Calculation

7. Population distribution of change in blood pressure mean ± 1 standard deviation Probability distributions Recall that variance is the square of the standard deviation, often written as  

8. Population distribution of change in blood pressure

9. Sampling distribution of mean change in blood pressure (N=1)

10. Sampling distribution of mean change in blood pressure (N=2)

11. Sampling distribution of mean change in blood pressure (N=5)

12. Sampling distribution of mean change in blood pressure (N=10) Increasing sample size reduces the variability of the sample mean. standard deviation standard error SD N SE =

13. Variance and sample size As we’ve seen, increasing the sample size is akin to reducing the variance Equivalently, reducing the variance (e.g. using a more precise measurement device) can reduce the sample size requirements

14. Hypothesis test Sampling distribution of the mean under the null hypothesis, a.k.a. the null distribution

15. Hypothesis test Rejection region Observed mean Reject the null hypothesis if the observed mean is far in the tails of the null distribution, i.e. we have ruled out chance

16. Possible scenarios Based on the study findings we infer either … that the intervention has no effect (accept H 0 ) that the intervention has an effect (reject H 0 ) or

17. Possible scenarios In reality, either … the intervention has no effect (H 0 is true) the intervention has an effect (H 0 is false) Based on the study findings we infer either … that the intervention has no effect (accept H 0 ) that the intervention has an effect (reject H 0 ) or

18. Four possible scenarios In reality, either … the intervention has no effect (H 0 is true) the intervention has an effect (H 0 is false) Based on the study findings we infer either … that the intervention has no effect (accept H 0 ) that the intervention has an effect (reject H 0 ) or

19. Four possible scenarios In reality, either … the intervention has no effect (H 0 is true) the intervention has an effect (H 0 is false) Based on the study findings we infer either … that the intervention has no effect (accept H 0 ) Correctly accept H 0 that the intervention has an effect (reject H 0 ) or

20. Four possible scenarios In reality, either … the intervention has no effect (H 0 is true) the intervention has an effect (H 0 is false) Based on the study findings we infer either … that the intervention has no effect (accept H 0 ) Correctly accept H 0 that the intervention has an effect (reject H 0 ) Correctly reject H 0 or

21. Four possible scenarios In reality, either … the intervention has no effect (H 0 is true) the intervention has an effect (H 0 is false) Based on the study findings we infer either … that the intervention has no effect (accept H 0 ) Correctly accept H 0 that the intervention has an effect (reject H 0 ) Type-I errorCorrectly reject H 0 or

22. Four possible scenarios In reality, either … the intervention has no effect (H 0 is true) the intervention has an effect (H 0 is false) Based on the study findings we infer either … that the intervention has no effect (accept H 0 ) Correctly accept H 0 Type-II error that the intervention has an effect (reject H 0 ) Type-I errorCorrectly reject H 0 or

23. Type-I error If the null hypothesis is true, the rejection region of the test represents type-I error. The probability of type-I error is the area of the red region below, and is denoted by .

24. Type-II error Type-II error is failing to reject the null hypothesis when it is false. The probability of type-II error is denoted . It depends on how big the true effect is Sample size calculations require specification of an alternative hypothesis, which indicates the size of effect we would like to detect

25. Type-II error

28. Relationship between type-I and type-II error (alpha=0.05)

29. Relationship between type-I and type-II error (alpha=0.10)

30. Relationship between type-I and type-II error (alpha=0.20)

31. Relationship between type-I and type-II error Sample size calculations depend on the tradeoff between type-I and type-II error. We usually fix the probability of type-I error (alpha) at 5% and then try to minimize the probability of type-II error (beta). Define Power = 1 – beta We want to maximize power One way to do this is by increasing the sample size

32. How sample size affects power

33. Sample size (doubled)

34. Sample size (quintupled)

35. An approximate formula for the blood pressure example Suppose the variance in the change in blood pressure, sigma 2, is the same for the null and alternative hypotheses Suppose alpha is fixed at 0.05 and we use two- sided tests (allowing for the possibility that blood pressure could be either increased or decreased by the intervention) Then we will have approximately 80% power to detect a mean change in blood pressure delta if we enroll N participants, where N = 8 sigma 2 / delta 2 (approximately)

36. Example Suppose the standard deviation of the change in blood pressure is anticipated to be 7 mmHg (so the variance is 49) Suppose we fix alpha at 0.05 and we’d like to have approximately 80% power to detect a mean change of 5 mmHg Then we would need about 16 participants

37. When there are two groups So far, the example has used a single group of study participants Usually we want to compare two groups: a control group that receives “standard of care” or placebo, and an experimental group that receives a new intervention This is how most randomized controlled trials are set up In this case, delta is the difference between the means of the two groups. For simplicity, assume that the variance is the same in the two groups.

38. An approximate sample size formula for the case of two groups A similar approximate formula applies, again assuming alpha=0.05 and power=80%: N per group = 16 sigma 2 / delta 2 (approximately) Careful! This is the required sample size per group. Also, note that the constant is double what is was for the case of a single group. So the total sample size is 4 times as large.

39. Example Suppose we want to compare patients randomized to placebo with patients randomized to a new intervention Suppose the standard deviation is anticipated to again be 7 mmHg (so the variance is 49) Suppose we fix alpha at 0.05 and we’d like to have approximately 80% power to detect a change of 5 mmHg Then we would need about 32 participants per group, for a total of about 64 participants

40. Summary increases with variance decreases with size of effect to detect decreases with probability of type-I error, alpha decreases with probability of type-II error, beta Required sample size …

43. Sample size determination has many other aspects Different types of outcomes: dichotomous (e.g. mortality), time-to-event (e.g. survival time), etc. Different designs: observational studies (e.g. case-control), surveys, prevalence studies Practical considerations: e.g. costs, feasibility of recruitment

44. Questions?

45. α = Probability of type-I error (Rejecting the null hypothesis when it is in fact true.) Power = 1 – β (Rejecting the null hypothesis when it is in fact false.) Review: A comedy of errors … Probability of a false conviction Probability of a true conviction