topic What is the value of the stddev option in the PROC POWER coxreg procedure? in Statistical Procedures

What is the value of the stddev option in the PROC POWER coxreg procedure?

TomHsiung — Sun, 21 Apr 2024 11:31:35 GMT

Hi, everyone

I met a trouble when doing with the power and sample size stuff with PROC POWER coxreg procedure. I am not sure about the values of the option stddev. I compute its value from the study's HR confidence interval via (logHRupper - logHRlower)/(2 x 1.96). I know this is a standard error but I don't know how to derive the standard deviation of it.

I also have used Stata to compare my results. Same problem. The values of stddev I configured must have been wrong. How could a 80% power require so much events number?

Re: What is the value of the stddev option in the PROC POWER coxreg procedure?

FreelanceReinh — Sun, 21 Apr 2024 14:12:42 GMT

Hello @TomHsiung,

The PROC POWER documentation says

STDDEV=number-list
STD=number-list

specifies the standard deviation of the predictor of interest.

So my understanding is: If x₁ is the predictor of interest and b₁ its regression coefficient (exp(b₁) being the hazard ratio specified in the HAZARDRATIO= option of the COXREG statement), you specify the standard deviation s of x₁ (or a list of reasonably possible values of s) in the STDDEV= option, not the standard deviation of b₁.

The formula in https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/statug/statug_power_details22.htm implies that increasing s will increase the power, which seems plausible: With smaller values of s it tends to be less likely to obtain a significant (score) test result about b₁.

Similarly, the RSQUARE= option is about an aspect of the joint distribution of the predictors x_i.

Re: What is the value of the stddev option in the PROC POWER coxreg procedure?

TomHsiung — Mon, 22 Apr 2024 04:46:12 GMT

Hello, Freelance

I think you're right. The default value of stddev is 0.5, which is the standard deviation of a binary 1:1 match grouping variable, i.e., square root of 0.5(1 - 0.5). Thank you.