Merge pull request #8096 from bashtage/backport/maintenance/0.13.x/pr…

…-8093 [maintenance/0.13.x] Merge pull request #8093 from josef-pkt/bug_proportion_pwer_2indep
statsmodels · Feb 2, 2022 · ff14cd8 · ff14cd8
2 parents 0e4272f + d226f7c
commit ff14cd8
Show file tree

Hide file tree

Showing 2 changed files with 15 additions and 5 deletions.
diff --git a/statsmodels/stats/proportion.py b/statsmodels/stats/proportion.py
@@ -1836,7 +1836,7 @@ def _std_2prop_power(diff, p2, ratio=1, alpha=0.05, value=0):
     p2_alt = p2
     p1_alt = p2_alt + diff
 
-    std_null = _std_diff_prop(p1_vnull, p2_vnull)
+    std_null = _std_diff_prop(p1_vnull, p2_vnull, ratio=nobs_ratio)
     std_alt = _std_diff_prop(p1_alt, p2_alt, ratio=nobs_ratio)
     return p_pooled, std_null, std_alt
 
@@ -1892,16 +1892,16 @@ def power_proportions_2indep(diff, prop2, nobs1, ratio=1, alpha=0.05,
             pooled proportion, used for std_null
         std_null
             standard error of difference under the null hypothesis (without
-            sqrt(nobs))
+            sqrt(nobs1))
         std_alt
             standard error of difference under the alternative hypothesis
-            (without sqrt(nobs))
+            (without sqrt(nobs1))
     """
     # TODO: avoid possible circular import, check if needed
     from statsmodels.stats.power import normal_power_het
 
-    p_pooled, std_null, std_alt = _std_2prop_power(diff, prop2, ratio=1,
-                                                   alpha=0.05, value=0)
+    p_pooled, std_null, std_alt = _std_2prop_power(diff, prop2, ratio=ratio,
+                                                   alpha=alpha, value=value)
 
     pow_ = normal_power_het(diff, nobs1, alpha, std_null=std_null,
                             std_alternative=std_alt,

diff --git a/statsmodels/stats/tests/test_proportion.py b/statsmodels/stats/tests/test_proportion.py
@@ -909,3 +909,13 @@ def test_power_2indep():
                                                ratio=1, alpha=0.05, value=0,
                                                alternative='two-sided')
     assert_allclose(n2, n, rtol=1e-13)
+
+    # with nobs ratio != 1
+    # note Stata has reversed ratio compared to ours, see #8049
+    pwr_st = 0.7995659211532175
+    n = 154
+    res = power_proportions_2indep(-0.1, 0.2, n, ratio=2.)
+    assert_allclose(res.power, pwr_st, atol=1e-7)
+
+    n2 = samplesize_proportions_2indep_onetail(-0.1, 0.2, pwr_st, ratio=2)
+    assert_allclose(n2, n, rtol=1e-4)