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How do I derive statistical power value using Microsoft excel

  1. #1
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    How do I derive statistical power value using Microsoft excel

    I am trying to reverse engineer hypothesis test results from an online calculator using Microsoft excel or Googlesheets. The inputs/outputs for the online calculator are shown in the screenshot


    control_exposures = 917
    control_conversions = 126

    variant_exposures = 1002
    variant_conversions = 142

    control_cvr_rate = control_conversions/control_exposures = 13.74%
    variant_cvr_rate = variant_conversions/variant_exposures = 14.17%

    control_std_error = sqrt((control_cvr_rate*(1-control_cvr_rate)/control_exposures)) = 1.14%
    variant_std_error = sqrt((variant_cvr_rate*(1-variant_cvr_rate)/variant_exposures)) = 1.10%

    z_score = (control_cvr_rate- variant_cvr_rate)/sqrt(power(control_std_error,2)+power(variant_std_error,2)) = -0.2724

    p_value = normdist(z_score,0,1,TRUE) = 0.3927


    Based on this, how do I derive that statistical power value of 5.9% in the screenshot?








    stat_sig.PNG

  2. #2
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    Re: How do I derive statistical power value using Microsoft excel

    How much of the question is specific to Excel and how much is a broader statistics question?

    When I put "how to calculate statistical power" into my favorite search engine, it seems that most sites simple say, "it is complex enough that it is best to let your statistical software package do the calculation." Obviously assuming that you are using a statistical package that has a built in "statistical power" function/utility. I don't think Excel has such a built in function, so you would need to build your own formula for it that requires that you know the equations and formulas needed to calculate power before you can program those into Excel. Since I see no attempt to explain the statistical formulas needed to calculate power, I'm not sure how much help we can be (unless one of our users just happens to know those formulas).

    For almost anything delving deep into statistics in Excel, I find Charles's website useful (link to his "statistical power" page): https://www.real-statistics.com/hypo...istical-power/. His real statistics add-in for Excel has several functions related to statistics (including, if I read the linked page right, functions for calculating power). If you are allowed to use third party add-ins, this might be a useful resource for this and other statistical functions you are trying to do in Excel.

    Of course, there's also the old statistician's standby (posted on the door of a former coworker with significant education in statistics) -- Friends don't let friends use Excel for statistics. If you are not required to use Excel, there might be value in seeking out a more robust statistics package/application.
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.

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