Take the 2-minute tour ×
Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. It's 100% free, no registration required.

Related to an earlier question on power analysis for multiple regression, a social science researcher asked me about power analysis for moderator regression (i.e., an interaction effect). The researcher asked me:

I seem to recall that power of tests for moderation with two continuous predictor variables is low - do you know the minimum sample size requirement in this context?

From the context, it can further be assumed that this is an observational study (not an experimental study) and that the dependent variable is continuous.

Question

  • What advice would you give regarding calculating the minimum sample size required?
  • Are there any caveats that you would present?
share|improve this question
add comment

1 Answer

If I had to do this, I would use a simulation approach. This would involve making assumptions about the regression coefficients, predictor distributions, correlation between predictors, and error variance (with help from the researcher), generating data sets using the assumed model, and seeing what proportion of these give a significant p-value for the interaction. Then use trial and error to find the minimum sample size giving the required power.

share|improve this answer
1  
's sounds like a good plan. I'd add that the power problem would stem not just from having continuous predictors being multiplied, but from having "social science" (i.e., error-prone) variables. Limited reliability gets compounded when multiplying two such variables. –  rolando2 Apr 30 '11 at 0:27
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.