Empirical detection robustness method suggested by Serlin (2000)
Source:R/Serlin2000.R
Serlin2000.Rd
Hypothesis test to determine whether an observed empirical detection rate, coupled with a given robustness interval, statistically differs from the population value. Uses the methods described by Serlin (2000) as well to generate critical values (similar to confidence intervals, but define a fixed window of robustness). Critical values may be computed without performing the simulation experiment (hence, can be obtained a priori).
Arguments
- p
(optional) a vector containing the empirical detection rate(s) to be tested. Omitting this input will compute only the CV1 and CV2 values, while including this input will perform a one-sided hypothesis test for robustness
- alpha
Type I error rate (e.g., often set to .05)
- delta
(optional) symmetric robustness interval around
alpha
(e.g., a value of .01 whenalpha = .05
would test the robustness window .04-.06)- R
number of replications used in the simulation
- CI
confidence interval for
alpha
as a proportion. Default of 0.95 indicates a 95% interval
References
Chalmers, R. P., & Adkins, M. C. (2020). Writing Effective and Reliable Monte Carlo Simulations
with the SimDesign Package. The Quantitative Methods for Psychology, 16
(4), 248-280.
doi:10.20982/tqmp.16.4.p248
Serlin, R. C. (2000). Testing for Robustness in Monte Carlo Studies. Psychological Methods, 5, 230-240.
Sigal, M. J., & Chalmers, R. P. (2016). Play it again: Teaching statistics with Monte
Carlo simulation. Journal of Statistics Education, 24
(3), 136-156.
doi:10.1080/10691898.2016.1246953
Author
Phil Chalmers rphilip.chalmers@gmail.com
Examples
# Cochran's criteria at alpha = .05 (i.e., 0.5 +- .01), assuming N = 2000
Serlin2000(p = .051, alpha = .05, delta = .01, R = 2000)
#> p z(|p-a| - d)) Pr(>|z|) robust CV1 CV2
#> 1 0.051 -1.846761 0.03239089 yes 0.04125991 0.05864068
# Bradley's liberal criteria given p = .06 and .076, assuming N = 1000
Serlin2000(p = .060, alpha = .05, delta = .025, R = 1000)
#> p z(|p-a| - d)) Pr(>|z|) robust CV1 CV2
#> 1 0.06 -2.176429 0.01476161 yes 0.03815878 0.06259781
Serlin2000(p = .076, alpha = .05, delta = .025, R = 1000)
#> p z(|p-a| - d)) Pr(>|z|) robust CV1 CV2
#> 1 0.076 0.1450953 0.4423178 no 0.03815878 0.06259781
# multiple p-values
Serlin2000(p = c(.05, .06, .07), alpha = .05, delta = .025, R = 1000)
#> p z(|p-a| - d)) Pr(>|z|) robust CV1 CV2
#> 1 0.05 -3.6273813 0.0001431552 yes 0.03815878 0.06259781
#> 2 0.06 -2.1764288 0.0147616080 yes 0.03815878 0.06259781
#> 3 0.07 -0.7254763 0.2340799549 no 0.03815878 0.06259781
# CV values computed before simulation performed
Serlin2000(alpha = .05, R = 2500)
#> CV1 CV2
#> 1 0.04210768 0.05763959