IDEAS home Printed from https://ideas.repec.org/p/boc/norl13/13.html
   My bibliography  Save this paper

powersim: simulation-based power analysis for linear and generalized linear models

Author

Listed:
  • Joerg Luedicke

    () (Yale University
    University of Florida)

Abstract

A widespread tool in the context of a point null hypothesis significance testing framework is the computation of statistical power, especially in the planning stage of quantitative studies. However, asymptotic power formulas are often not readily available for certain tests, or are too restrictive in their underlying assumptions to be of much use in practice. The Stata package -powersim- exploits the flexibility of a simulation-based approach by providing a facility for automated power simulations in the context of linear and generalized linear regression models. The package supports a wide variety of uni- and multivariate covariate distributions, and all family and link choices that are implemented in Stata's -glm- command. The package mainly serves two purposes: first, it provides access to simulation-based power analyses for researchers without much experience in simulation studies. Second, it provides a convenient simulation facility for more advanced users who can easily complement the automated data generation with their own code for creating more complex synthetic datasets. The presentation will discuss some advantages of the simulation-based power analysis approach and will go through a number of worked examples to demonstrate key features of the package.

Suggested Citation

  • Joerg Luedicke, 2013. "powersim: simulation-based power analysis for linear and generalized linear models," 2013 Stata Conference 13, Stata Users Group.
  • Handle: RePEc:boc:norl13:13
    as

    Download full text from publisher

    File URL: http://repec.org/norl13/luedicke.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. Aaberge, Rolf & Dagsvik, John K & Strom, Steinar, 1995. " Labor Supply Responses and Welfare Effects of Tax Reforms," Scandinavian Journal of Economics, Wiley Blackwell, vol. 97(4), pages 635-659, December.
    2. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521766555, December.
    3. Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
    4. Peter Haan & Arne Uhlendorff, 2006. "Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 6(2), pages 229-245, June.
    5. Hoynes, Hilary Williamson, 1996. "Welfare Transfers in Two-Parent Families: Labor Supply and Welfare Participation under AFDC-UP," Econometrica, Econometric Society, vol. 64(2), pages 295-332, March.
    6. Arthur van Soest, 1995. "Structural Models of Family Labor Supply: A Discrete Choice Approach," Journal of Human Resources, University of Wisconsin Press, vol. 30(1), pages 63-88.
    7. Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
    Full references (including those not matched with items on IDEAS)

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:norl13:13. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: http://edirc.repec.org/data/stataea.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.