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Versatile sample-size calculation using simulation

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  • Richard Hooper

    (Queen Mary, University of London)

Abstract

I present a new Stata command, simsam, that uses simulation to determine the sample size required to achieve a given statistical power for any hypothesis test under any probability model that can be programmed in Stata. simsam returns the smallest sample size (or smallest multiple of 5, 10, or some other user-specified increment) so that the estimated power exceeds the target. The user controls the precision of the power estimate, and power is reported with a confidence interval. The sample size returned is reliable to the extent that if simsam is repeated, it will, nearly every time, give a sample size no more than one increment away. Copyright 2013 by StataCorp LP.

Suggested Citation

  • Richard Hooper, 2013. "Versatile sample-size calculation using simulation," Stata Journal, StataCorp LP, vol. 13(1), pages 21-38, March.
  • Handle: RePEc:tsj:stataj:v:13:y:2013:i:1:p:21-38
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    References listed on IDEAS

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    1. A. H. Feiveson, 2002. "Power by simulation," Stata Journal, StataCorp LP, vol. 2(2), pages 107-124, May.
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    Cited by:

    1. Brendon McConnell & Marcos Vera-Hernandez, 2015. "Going beyond simple sample size calculations: a practitioner's guide," IFS Working Papers W15/17, Institute for Fiscal Studies.

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