causalis.shared.rct_design.mde¶
Utility functions for calculating Minimum Detectable Effect (MDE) for experimental rct_design.
Module Contents¶
Functions¶
Calculate the Minimum Detectable Effect (MDE) for conversion or continuous data_contracts. |
API¶
- causalis.shared.rct_design.mde.calculate_mde(sample_size: Union[int, Tuple[int, int]], baseline_rate: Optional[float] = None, variance: Optional[Union[float, Tuple[float, float]]] = None, alpha: float = 0.05, power: float = 0.8, data_type: str = 'conversion', ratio: float = 0.5) → Dict[str, Any]¶
Calculate the Minimum Detectable Effect (MDE) for conversion or continuous data_contracts.
Parameters
sample_size : int or tuple of int Total sample size or a tuple of (control_size, treatment_size). If a single integer is provided, the sample will be split according to the ratio parameter. baseline_rate : float, optional Baseline conversion rate (for conversion data_contracts) or baseline mean (for continuous data_contracts). Required for conversion data_contracts. variance : float or tuple of float, optional Variance of the data_contracts. For conversion data_contracts, this is calculated from the baseline rate if not provided. For continuous data_contracts, this parameter is required. Can be a single float (assumed same for both groups) or a tuple of (control_variance, treatment_variance). alpha : float, default 0.05 Significance level (Type I error rate). power : float, default 0.8 Statistical power (1 - Type II error rate). data_type : str, default ‘conversion’ Type of data_contracts. Either ‘conversion’ for binary/conversion data_contracts or ‘continuous’ for continuous data_contracts. ratio : float, default 0.5 Ratio of the sample allocated to the control group if sample_size is a single integer.
Returns
Dict[str, Any] A dictionary containing: - ‘mde’: The minimum detectable effect (absolute) - ‘mde_relative’: The minimum detectable effect as a percentage of the baseline (relative) - ‘parameters’: The parameters used for the calculation
Examples
Calculate MDE for conversion data_contracts with 1000 total sample size and 10% baseline conversion rate
calculate_mde(1000, baseline_rate=0.1, data_type=’conversion’) {‘mde’: 0.0527…, ‘mde_relative’: 0.5272…, ‘parameters’: {…}}
Calculate MDE for continuous data_contracts with 500 samples in each group and variance of 4
calculate_mde((500, 500), variance=4, data_type=’continuous’) {‘mde’: 0.3482…, ‘mde_relative’: None, ‘parameters’: {…}}
Notes
For conversion data_contracts, the MDE is calculated using the formula: MDE = (z_α/2 + z_β) * sqrt((p1*(1-p1)/n1) + (p2*(1-p2)/n2))
For continuous data_contracts, the MDE is calculated using the formula: MDE = (z_α/2 + z_β) * sqrt((σ1²/n1) + (σ2²/n2))
where:
z_α/2 is the critical value for significance level α
z_β is the critical value for power
p1 and p2 are the conversion rates in the control and treatment groups
σ1² and σ2² are the variances in the control and treatment groups
n1 and n2 are the sample sizes in the control and treatment groups