12

SAMPLE SIZE
ESTIMATION

KSU COLLEGE OF MEDICINE

2019 - 2020

ACKNOWLEDGMENTS
TEAM MEMBERS
DIMAH ALARAIFI
AHAD ALGRAIN
REVIEWER
YAZEED AL-DOSSARE
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TABLE OF CONTENTS

Before You
Why to
Can
calculate
Determine
sample size?
Sample Size

Diagnosis
Sample size
and
for adequate
statistical
precision
reasoning

LECTURE OBJECTIVES
By the end of this lecture, I am able to:
Know the importance of sample size in a research project.
Understand the simple mathematics & assumptions involved in
QU

the sample size calculations.

IZ

Apply sample size methods appropriately in their research

projects.
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Overview
Why to calculate sample size?
● To show that under certain conditions, the hypothesis test has a good chance of
showing a desired difference (if it exists).
● To show to the funding agency that the study has a reasonable chance to obtain
a conclusive result.
● To show that the necessary resources (human, monetary, time) will be minimized
and well utilized.

What do I need to know to calculate sample size?

● Most Important: sample size calculation is an educated guess.
● It is more appropriate for studies involving hypothesis testing.
● There is no magic involved; only statistical and mathematical logic and some
algebra.
● Researchers need to know something about what they are measuring and how it
varies in the population of interest.

● Sample size:
How many subjects are needed to assure a given probability of detecting a statistically
significant effect of a given magnitude if one truly exists?
● Power:
If a limited pool of subjects is available, what is the likelihood of finding a statistically
significant effect of a given magnitude if one truly exists?
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Before You Can Determine Sample Size

You Need To Answer The Following:
1. What is the main purpose of the study?
2. What is the primary outcome measure? Is it a continuous or dichotomous outcome?
3. How will the data be analyzed to detect a group difference?
4. How small a difference is clinically important to detect?
5. How much variability is in our population?
6. What is the desired a and b?
7. What is the anticipated drop out and non-response % ?

Where do we get this knowledge?

1. Previous published studies
2. Pilot studies
If information is lacking, there is no good way to calculate the sample size

Errors:

● Type I error: Rejecting H0 when H0 is true. Usually not more than 0.05 or 5% errors
● α: The type I error rate.
● Type II error: Failing to reject H0 when H0 is false .10-20% it’s more common.
● β: The type II error rate.
● Power (1 - β): Probability of detecting group difference given the size of the
effect (Δ) and the sample size of the trial (N). PWR is nothing but Sensitivity :
ability to detect if the pt has the disease
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In statics we give chance for

errors to happens bc it’s
Diagnosis and statistical reasoning impossible to avoid them

Disease status Significance Difference is:

Present Absent Present Absent

(H0 not true) (H0 is true)
True +ve
Positive False +ve
Test results

No error Type I error

Test results
(Sensitivity) Reject H0
1-β α

True -ve Accept Type II error No error

Negative False -ve
(Specificity) H0 β 1-α

This table is for the diagnostic [Link] of them is ● α: Significance level

gold standard (specificity) and one to rule out
(sensitivity) . So we can do the same for research ● 1-β: Power
errors in the second table, the easiest way to These errors will happen in all decision
remember error 1&2 is to know it’s false +ve or false -ve making process (political/military)

Estimation of Sample Size by Three ways:

By using:
1. Formulae (manual calculations)
2. Sample size tables or Nomogram
3. Softwares. If it’s online make sure it’s authenticated

Scenario 1: Precision Scenario 2: Power

Precision reliability
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Sample size for adequate precision

● In a descriptive study
● Summary statistics (mean, proportion)
● Reliability (or) precision
● By giving “confidence interval”. Instead of giving a pinpoint i'll give interval to
accommodate the errors but make sure if the study is repeated the result will be within
the interval
● Wider the C.I – sample statistic is not reliable and it may not give an
accurate estimate of the true value of the population parameter
Wider sample = small sample size Close sample = large sample size

Sample size formulae for reporting precision

● For single meas: n = Z2α S2 / d2 Just understand don’t memorize the equation

Where S = sd (σ)
● For a single proportion: n = Z2α P(1-P)/d2 Alpha= type 1 error
Where: Z: normal distribution of the
- Zα= 1.96 for 95% confidence level corresponding alpha value.
- Zα= 2.58 for 99% confidence level S : standard deviation

Problem 1 (Single mean)

A study is to be performed to determine a certain parameter (BMI) in a community.
From a previous study (From LR (variability)) a sd of 46 was obtained.
If a sample error of up to 4 is to be accepted. How many subjects should be included
in this study at 99% level of confidence?

Answer:
n= (Zα/2)2 σ2/d2
- σ: standard deviation = 46
- d: the accuracy of estimate (how close to the true mean) = given sample error =4
- Zα/2: A Normal deviate reflects the type I error. For 99% the critical value =2.58

n= (2.582 x 462)/42 = 880.3 ~881

-Why is it very large sample ? 1- the accuracy 2- standard very large
-Always remember if the study have a large variability data you need large
sample size and vise versa
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Problem 2 (Single proportion)

It was desired to estimate proportion of anemic children in a certain preparatory school.
In a similar study at another school a proportion of 30 % was detected.
Compute the minimal sample size required at a confidence limit of 95% and accepting a
difference of up to 4% of the true population.

Answer:
n= (Zα/2)2 p(1-p)/d2
- p: Proportion to be estimated = 30% (0.30)
- d: The accuracy of estimate (how close to the true proportion) = 4% (0.04)
- Zα/2: A Normal deviate reflects the type I error. For 95% the critical value =1.96
Add 10% due unresponsive
n= [1.962 x 0.3(1-0.3)]/0.042 = 504.21 ~505 participants with incomplete data

Scenario 2

Quantities related to the research question (defined by the researcher)

● α= Probability of rejecting H0 when H0 is true

● α= Is called significance level of the test
● β= Probability of not rejecting H0 when H0 is false
● 1-β is called statistical power of the test
● Researcher fixes probabilities of type I and II errors
○ Prob (type I error) = Prob (reject H0 when H0 is true) = α
i. Smaller error > greater precision > need more information > need
larger sample size
○ Prob (type II error) = Prob (don’t reject H0 when H0 is false) = β
○ Power = 1- β
i. More power > smaller error > need larger sample size
● Size of the measure of interest to be detected
○ Difference between two or more means
○ Odds ratio
○ Change in R2, etc
● The magnitude of these values depend on the research question and objective of
the study (for example, clinical relevance)
For ex ; surgeon wants to reduce the complications by 10%
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Clinical Effect Size

“What is a meaningful difference between the groups”
● It is truly an estimate and often the most challenging aspect of sample size
planning
● Large difference – small sample size
● Small differences – large sample size
● Cost/benefit

All statistical tests are based on the following ratio: Variability

● Test Statistic = Difference between parameters
Variability
v/√n
As n increases > v/√n decrease > Test statistic increase

● Sample size formulae for comparing two means: n= 2 S2(Zα+Zβ)2/d2

Where S=sd; d= difference
● Two proportions:

- Zα= 1.96 for 95% confidence level

- Zα= 2.58 for 99% confidence level
- Zβ= 0.842 for 80% power
- Zβ= 1.282 for 90% power

Example 1:
Does the consumption of large doses of vitamin A in tablet form prevent breast
cancer?
- Suppose we know from our tumor-registry data that incidence rate of breast
cancer over a 1-year period for women aged 45 – 49 is 150 cases per 100,000.
- Women randomized to Vitamin A vs. placebo.
Group 1: Control group given placebo pills. Expected to have same disease rate as
registry (150 cases per 100,000)
Group 2: Intervention group given vitamin A tablets. Expected to have 20% reduction in
risk (120 cases per 100,000)
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Cont. Example 1:
- Want to compare incidence of breast cancer over 1-year
- Planned statistical analysis: Chi-square test to compare two proportions from
independent samples
- H0: p1=p2 Vs. HA : p1 not equal to p2

Does ingestion of large doses of vitamin A prevent breast cancer?

● Test H0: p1=p2 Vs. HA : p1 not equal to p2
● Assume 2-sided test with α=0.05 and 80% power

● p1 = 150 per 100,000 = .0015

● p2 = 120 per 100,000 = .0012 (20% rate reduction)
● Δ = p1 – p2 = .0003
● z1-a/2 = 1.96 , z1-β = .84
● n per group = 234,882
Too many to recruit in one year!

Example 2:
Does a special diet help to reduce cholesterol levels?
- Suppose an investigator wishes to determine sample size to detect a 10 mg/dl
difference in cholesterol level in a diet intervention group compared to a control
(no diet) group
- Subjects with baseline total cholesterol of at least 300 mg/dl randomized
- Group 1: A six week diet intervention
- Group 2: No changes in diet
- Investigator wants to compare total cholesterol at the end of the six week study
● Planned statistical analysis: two sample t-test (for independent
samples)(comparison of two means)
- H0: μ1= μ2 Vs. HA: μ1not equal to μ2

Sample Size Formula

To Compare Two Means From Independent Samples: H0: µ1 = µ2
1. α level
2. β level (1 – power)
3. Expected population difference (Δ= |µ1 - µ2|)
4. Expected population standard deviation (σ1, σ2)
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Cont. Example 2:
Continuous Outcome (2 Independent Samples)
- Test H0: μ1= μ2 Vs. HA: μ1not equal to μ2
- Two-sided alternative
- Assume outcome normally distributed with:

S= Standard deviation; d= Difference between two means;

Zα= 1.96 for 95% confidence level; Zβ= 1.28 for 90% power

Answer:
- Test H0: μ1= μ2 Vs. HA: μ1not equal to μ2
- Assume 2-sided test with a=0.05 and 90% power
- d= µ1- µ2 = 10 mg/dl
- σ1= σ2= (50 mg/dl)
- Ζα= 1.96, Ζβ= 1.28
- n per group= 525
- Suppose 10% loss to follow-up expected, adjust n= 525 /0.9 = 584 per group

Problem (comparison of two means)

● A study is to be done to determine effect of 2 drugs (A and B) on blood glucose
level. From previous studies using those drugs, Sd of BGL of 8 and 12 g/dl were
obtained respectively.
● A significant level of 95% and a power of 90% is required to detect a mean
difference between the two groups of 3 g/dl. How many subjects should be
include in each group?

Answer:
n= (SD1+SD2)2 X f(α,β)
Δ2
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Comparison of two means

Objective:
To observe whether feeding milk to 5 year old children enhances growth.
Groups:
1. Extra milk diet
2. Normal milk diet
Outcome:
Height ( in cms.)
Assumptions or specifications:
- Type-I error (α) =0.05
- Type-II error (β) = 0.20
- i.e., Power (1-β) = 0.80
- Clinically significant difference (∆)= 0.5 cm.,
- Measure of variation (SD) =2.0 cm.,
( from literature or “Guesstimate”)
Using the appropriate formula:
n= 2(SD)2 X f(α,β)
Δ2
n= 2(2)2 X 7.9 >>> = 252.8 ( in each group)
0.52

The following steps constitute a pragmatic approach to decision taking on Sample

size:
1. Remember that there is no stock answer.
2. Initiate early discussion among research team members.
3. Use correct assumptions – consider various possibilities.
4. Consider other factors also– eg., availability of cases, cost, time.
5. Make a balanced choice
6. Ask if this number gives you a reasonable prospect of coming to useful
conclusion.
7. If yes, proceed, if no, reformulate your problem for study.
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Summary
● Define research question well
● Consider study design, type of response variable, and type of data analysis
● Decide on the type of difference or change you want to detect (make sure it
answers your research question)
● Choose α and β
● Use appropriate equation for sample size calculation or sample size tables/
nomogram or software.