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I am interested in multivariate investigations. I have been trying to learn about designing such experiments where there is one dependent variable (a class/group) and many independent variables that ideally would help discriminate between the groups. However, the 'basic' issue I am running into is the problem of sample size calculation. I have been pouring through literature to see if there is a consensus how to calculate sample size for a multivariate investigation. Does anyone here know of a method to accomplish this task? I am primarily familiar with the R program but I am also competent with SAS and the Python programming language. Is anyone familiar with this task?

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    $\begingroup$ Framing the task as the very general "multivariate investigation" won't be enough: you'll need to narrow things down to a specific procedure and then you'll be able to find specific help on sample size / power analysis. $\endgroup$
    – rolando2
    Mar 11, 2013 at 23:38
  • $\begingroup$ Some general guidelines is what I am after. I recognize that each case is specific and requires fine tuning. I'm just trying to find a place to start, some calculations, literature, etc. $\endgroup$
    – Liam
    Mar 12, 2013 at 3:28

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Sample size calculation is a part of power analysis. There are two general ways to approach a power analysis: You can rely on some canned program or you can simulate.

To rely on a canned program, you will need to know what test you are using (e.g. linear regression, logistic regression ....), the effect size that you want to be able to detect, and your tolerances for type I and type II errors.

Then, all three of the programs you mention have programs to do power analysis. SAS, for example, has PROC POWER and PROC GLMPOWER.

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