topic Re: Bootstrapping in SAS Procedures

Bootstrapping

Uche_Okoro — Mon, 19 Feb 2018 18:57:52 GMT

I need help with the codes for determining sample size for independent t tests by bootstrapping. I calculated the sample size by hand and got 62. My mu1=8, mu2=15 std dev.=12, alpha=0.05 and 1-beta=0.9.

Thank you.

Re: Bootstrapping

Reeza — Mon, 19 Feb 2018 19:23:55 GMT

Please see the fully worked example here:

http://documentation.sas.com/?docsetId=statug&docsetTarget=statug_power_gettingstarted02.htm&docsetVersion=14.3&locale=en

If you have more specific issues with your PROC POWER, please post back with the code you tried and explain what issues you're having.

Re: Bootstrapping

Uche_Okoro — Mon, 19 Feb 2018 21:09:55 GMT

Thank you for prompt response but it does not have a closed-form solution.
By bootstrapping, I am to estimate the sample size that will give me a
power of 90%. I know from the initial calculation I got 62. I am expected
to start with eg 30 run simulations 1000 times using the independent t-test
then check the p-value each time. if I reject that could be coded as 1 when
fail to reject, I code that as 0. I am to do that a 1000 times, then take
an average of the variables which is the power. I am to continue increasing
the sample size and the power is expected to increase as I do so. Then stop
at a sample size that gives me a power of 90%.

I need a sas code to enable me so do.

Thank you again.

Re: Bootstrapping

Rick_SAS — Tue, 20 Feb 2018 12:29:40 GMT

The general idea is shown in "Using simulation to estimate the power of a statistical test." That example uses simulation to generate the many (re)samples, but you can replace the simulation step by using the bootstrap resampling. A general discussion of bootstrapping in SAS is available at "Compute a bootstrap confidence interval in SAS".

If this is a MATCHED t-test, then you should use a permutation test, as shown in "Resampling and permutation tests in SAS".

Re: Bootstrapping

Rick_SAS — Tue, 20 Feb 2018 12:35:28 GMT

If you have SAS 9.4M5, you can use the new BOOTSTRAP statement in PROC TTEST:

http://go.documentation.sas.com/?docsetId=statug&docsetTarget=statug_ttest_syntax02.htm&docsetVersion=14.3&locale=en