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help for ^mvsamp1i^                                              (David E. Moore)
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Sample size and power determination for multivariate regression
---------------------------------------------------------------

      ^mvsamp1i^ # [^, a^lpha^(^#^) p^ower^(^#^) n(^#^) ny(^#^) nx(^#^) nc(^#^)^ ]


Description
-----------

^mvsamp1i^ estimates required sample size or power of tests for multivariate
F tests derived from Wilks' lambda.  If ^n()^ is specified, ^mvsamp1i^ computes 
power; otherwise, it computes sample size.  ^mvsamp1i^ is an immediate command; 
all of its arguments are numbers; see help @immed@.

At a given value of Wilks' lambda, ^mvsamp1i^ computes power for alpha and n, 
or sample size for alpha and power.  


Options
-------

^alpha(^#^)^ specifies the significance level of the test; the default is 
    1-level/100 from ^set level^, see help @level@.  

^power(^#^)^ is power of the test; the default is ^power(.90)^.

^n(^#^)^ specifies the size of the sample.  If specified, ^mvsamp1i^
    reports the power calculation.  If not specified, ^mvsamp1i^ computes
    sample size.

^ny(^#^)^ specifies the number of dependent variables.  Default is 1.

^nx(^#^)^ specifies the number of independent variables.  Count all but one
    category of any categorical variable as separate independent variables
    (e.g., a five category variable counts as four independent variables).
    Default is 1.

^nc(^#^)^ specifies the number of control variables; categorical variables
    treated as in ^nx()^.  Default is 0.


Remarks
-------

^mvsamp1i^ follows Cohen's method of calculating power for multivariate
F tests based on Wilks' lambda (Cohen, 1988: 550-552).  A square root 
normal approximation of the noncentral F distribution is used to obtain
power values.  The noncentrality parameter is a function of effect size,
sample size, and numerator df; effect size depends on Wilks' lambda, and
the number of dependent and independent variables.


Examples
--------

Compute power with lambda = .75, ny = 8, nx = 6, nc = 0, n = 100, 
    alpha = .01:

 . ^mvsamp1i .75, n(100) ny(8) nx(6) a(.01)^

Compute sample size with lambda = .75, ny = 8, nx = 6, nc = 0, power = .8:

 . ^mvsamp1i .75, ny(8) nx(6) p(.8)^


Stored results
--------------


^mvsamp1i^ stores in the ^$S_^# macros:

   ^S_1^    Sample size
   ^S_2^    Alpha
   ^S_3^    Power
   ^S_4^    Wilks' lambda
   ^S_5^    Effect size
   ^S_6^    F associated with Wilks' lambda
   ^S_7^    df1 for F associated with Wilks' lambda
   ^S_8^    df2 for F associated with Wilks' lambda
   ^S_9^    R squared 
   ^S_10^    Adjusted R squared
   ^S_11^    Noncentrality parameter


Author
------

   David E. Moore
   The Hartman Group, Inc.
   email: david@tinderboxthg.com


Also see
--------

   Manual:  ^[R] sampsi^
Reference:  Cohen, J.  1988.  Statistical Power Analysis for the Behavioral
                Sciences, 2nd Ed.  Hillsdale, New Jersey: LEA.