FTestPower.power(effect_size, df_num, df_denom, alpha, ncc=1)
[source]
Calculate the power of a F-test.
Parameters: |
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Returns: |
power – Power of the test, e.g. 0.8, is one minus the probability of a type II error. Power is the probability that the test correctly rejects the Null Hypothesis if the Alternative Hypothesis is true. |
Return type: |
float |
sample size is given implicitly by df_num
set ncc=0 to match t-test, or f-test in LikelihoodModelResults. ncc=1 matches the non-centrality parameter in R::pwr::pwr.f2.test
ftest_power with ncc=0 should also be correct for f_test in regression models, with df_num and d_denom as defined there. (not verified yet)
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.power.FTestPower.power.html