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{{notability|date=July 2011}}
What is RSS? <br><br>


In [[statistics]], the '''standardized mean of a contrast variable (SMCV''' or '''SMC)''', is a parameter assessing [[effect size]]. The SMCV is defined as [[mean]] divided by the [[standard deviation]] of a [[Contrast (statistics)|contrast variable]].<ref name=ZhangBook2011>{{cite book
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|author= Zhang XHD
|year=2011
|title= Optimal High-Throughput Screening: Practical Experimental Design and Data Analysis for Genome-scale RNAi Research
|publisher =Cambridge University Press
|url= |isbn=978-0-521-73444-8}}</ref><ref name=ZhangPharmacogenomics2009>{{cite journal |author=Zhang XHD
|title= A method for effectively comparing gene effects in multiple conditions in RNAi and expression-profiling research
|journal=Pharmacogenomics |volume=10 |issue= |pages=345–58
|year=2009 |month= |pmid=20397965  |doi=10.2217/14622416.10.3.345 |url=}}</ref>
The SMCV was first proposed for one-way [[ANOVA]] cases
<ref name="ZhangPharmacogenomics2009"/>
and was then extended to multi-factor [[ANOVA]] cases
.<ref name=ZhangPharmacogenomics2010>{{cite journal |author=Zhang XHD
|title= Assessing the size of gene or RNAi effects in multifactor high-throughput experiments
|journal=Pharmacogenomics |volume=11 |issue= |pages=199–213
|year=2010 |month= |pmid= 20136359|doi=10.2217/PGS.09.136 |url=}}</ref>
 
==Background==
Consistent interpretations for the strength of group comparison, as represented by a contrast, are important.<ref name=RosenthaletalBook2000>{{cite book
|author= Rosenthal R, Rosnow RL, Rubin DB
|year=2000
|title= Contrasts and Effect Sizes in Behavioral Research
|publisher =Cambridge University Press
|url= |isbn=0-521-65980-9}}</ref><ref name=Huberty2002>{{cite journal |author=Huberty CJ
|title= A history of effect size indices
|journal=Educational and Psychological Measurement |volume=62 |issue= |pages=227–40
|year=2002 |month= |pmid= |doi=10.1177/0013164402062002002 |url=}}</ref> 
The standardized mean of a contrast variable, along with [[c+-probability|c<sup>+</sup>-probability]]
, can provide a consistent interpretation of the strength of a comparison.<ref name=ZhangJBiometBiostat2010>{{cite journal |author=Zhang XHD
|title= Contrast variable potentially providing a consistent interpretation to effect sizes
|journal=Journal of Biometrics & Biostatistics |volume=1 |issue= |pages=108
|year=2010 |month= |pmid= |doi=10.4172/2155-6180.1000108
|url= http://www.omicsonline.org/2155-6180/2155-6180-1-108.php}}</ref> When there are only two groups involved in a comparison, SMCV is the same as [[SSMD]]. SSMD belongs to a popular type of effect-size measure called "standardized mean differences"<ref name=Kirk1996>{{cite journal |author=Kirk RE
|title= Practical significance: A concept whose time has come
|journal=Educational and Psychological Measurement |volume=56 |issue= |pages=746–59
|year=1996 |month= |pmid= |doi= 10.1177/0013164496056005002 |url=}}</ref> which includes Cohen's <math>d</math><ref name=Cohen1962>{{cite journal |author=Cohen J
|title= The statistical power of abnormal-social psychological research: A review
|journal= Journal of Abnormal and Social Psychology |volume=65 |issue= |pages=145–53
|year=1962 |month= |pmid= 13880271 |doi= |url=}}</ref>  and Glass's <math> \delta.</math><ref name=Glass1976>{{cite journal |author=Glass GV
|title= Primary, secondary, and meta-analysis of research
|journal= Educational Researcher |volume=5 |issue= |pages=3–8
|year=1976 |month= |pmid= |doi= 10.3102/0013189X005010003 |url=}}</ref>
In [[ANOVA]], a similar parameter for measuring the strength of group comparison is standardized effect size (SES).<ref>{{cite journal |author=Steiger JH
|title= Beyond the F test: Effect size confidence intervals and tests of close fit in the analysis of variance and contrast analysis
|journal= Psychological Methods |volume=9 |issue= |pages=164–82
|year=2004 |month= |pmid= |doi= |url=}}</ref>  One issue with SES is that its values are incomparable for contrasts with different coefficients. SMCV does not have such an issue.
 
==Concept==
Suppose the random values in t groups represented by random variables <math>G_1, G_2, \ldots, G_t </math> have means <math>\mu_1, \mu_2, \ldots, \mu_t </math> and variances <math>\sigma_1^2, \sigma_2^2, \ldots, \sigma_t^2 </math>, respectively. A contrast variable <math>V</math> is defined by
:<math>V=\sum_{i=1}^t c_i G_i ,</math>
where the <math>c_i</math>'s are a set of coefficients representing a comparison of interest and satisfy <math>\sum_{i=1}^t c_i = 0</math>. The SMCV of contrast variable <math>V</math>, denoted by <math>\lambda</math>, is defined as<ref name="ZhangBook2011"/>
 
:<math>\lambda = \frac{\operatorname{E}(V)}{\operatorname{stdev}(V)}
=\frac{\sum_{i=1}^t c_i \mu_i}{\sqrt{\text{Var}(\sum_{i=1}^t c_i G_i)}}
=\frac{\sum_{i=1}^t c_i \mu_i}{\sqrt{\sum_{i=1}^t c_i^2 \sigma_i^2 + 2\sum_{i=1}^t \sum_{j=i} c_i c_j \sigma_{ij} }} </math>
 
where <math> \sigma_{ij}</math> is the covariance of <math>G_{i}</math> and <math>G_{j}</math>. When <math>G_1, G_2, \ldots, G_t </math> are independent,
 
:<math>\lambda = \frac{\sum_{i=1}^t c_i \mu_i}{\sqrt{\sum_{i=1}^t c_i^2 \sigma_i^2 }}. </math>
 
==Classifying rule for the strength of group comparisons==
The population value (denoted by <math>\lambda</math> ) of SMCV can be used to classify the strength of a comparison represented by a [[contrast variable]], as shown in the following table.<ref name="ZhangBook2011"/><ref name="ZhangPharmacogenomics2009"/>
This classifying rule has a probabilistic basis due to the link between SMCV and [[c+-probability|c<sup>+</sup>-probability]].<ref name="ZhangBook2011"/>
 
{| class="wikitable"
|-
! Effect type !! Effect subtype !!Thresholds for negative SMCV !! Thresholds for positive SMCV
|-
|rowspan=4|Extra large ||Extremely strong || <math>\lambda \le -5</math>  || <math>\lambda \ge 5</math>
|-
|Very strong || <math>-5 < \lambda \le -3</math>  || <math> 5 > \lambda \ge 3</math>
|-
|Strong || <math>-3 < \lambda \le -2</math> || <math> 3 > \lambda \ge 2</math>
|-
|Fairly strong || <math>-2 < \lambda \le -1.645</math>  || <math> 2 > \lambda \ge 1.645</math>
|-
| rowspan=2|Large ||Moderate || <math>-1.645 < \lambda \le -1.28</math> || <math>1.645 > \lambda \ge 1.28</math>
|-
|Fairly moderate || <math>-1.28 < \lambda \le -1</math> || <math>1.28 > \lambda \ge 1</math>
|-
| rowspan=3|Medium ||Fairly weak || <math>-1 < \lambda \le -0.75</math> || <math> 1 > \lambda \ge 0.75</math>
|-
|Weak || <math>-0.75 < \lambda < -0.5</math> || <math> 0.75 > \lambda > 0.5</math>
|-
|Very weak || <math>-0.5 \le \lambda < -0.25</math> || <math>0.5 \ge \lambda > 0.25</math>
|-
| rowspan=2|Small ||Extremely weak || <math>-0.25 \le \lambda < 0</math> || <math>0.25 \ge \lambda > 0</math>
|-
|No effect || colspan=2 | <math> \lambda = 0</math>
|}
 
==Statistical estimation and inference==
The estimation and inference of SMCV presented below is for one-factor experiments.<ref name="ZhangBook2011"/><ref name="ZhangPharmacogenomics2009"/>  
Estimation and inference of SMCV for multi-factor experiments has also been discussed.<ref name="ZhangBook2011"/><ref name="ZhangPharmacogenomics2010"/><ref name="ZhangJBiometBiostat2010"/>
 
The estimation of SMCV relies on how samples are obtained in a study. When the groups are correlated, it is usually difficult to estimate the covariance among groups. In such a case, a good strategy is to obtain matched or paired samples (or subjects) and to conduct contrast analysis based on the matched samples. A simple example of matched contrast analysis is the analysis of paired difference of drug effects after and before taking a drug in the same patients. By contrast, another strategy is to not match or pair the samples and to conduct contrast analysis based on the unmatched or unpaired samples. A simple example of unmatched contrast analysis is the comparison of efficacy between a new drug taken by some patients and a standard drug taken by other patients. Methods of estimation for SMCV and c<sup>+</sup>-probability in matched contrast analysis may differ from those used in unmatched contrast analysis.
 
===Unmatched samples===
Consider an independent sample of size <math>n_i</math>,
 
: <math>Y_i=(Y_{i1}, Y_{i2}, \ldots, Y_{i n_i})</math>
 
from the  <math>i^\text{th} (i=1, 2, \ldots, t)</math> group <math>G_i</math>.  
<math>Y_i</math>'s are independent. Let <math>\bar{Y}_i = \frac{1}{n_i} \sum_{j=1}^{n_i} Y_{ij}</math>,
 
: <math>s_i^2 = \frac{1}{n_i-1} \sum_{j=1}^{n_i} (Y_{ij}-\bar{Y}_i)^2,</math>
: <math>N = \sum_{i=1}^t n_i</math>
and
: <math>\text{MSE } =\frac{1}{N-t} \sum_{i=1}^t (n_i-1)s_i^2.</math>
 
When the <math>t</math> groups have unequal variance, the maximal likelihood estimate (MLE) and method-of-moment estimate (MM) of SMCV (<math>\lambda</math>) are, respectively<ref name="ZhangBook2011"/><ref name="ZhangPharmacogenomics2009"/>
:<math>\hat{\lambda}_\text{MLE }
= \frac{\sum_{i=1}^t c_i \bar{Y}_i}{\sqrt{\sum_{i=1}^t \frac{n_i-1}{n_i}c_i^2 s_i^2 }} </math>  
and
:<math>\hat{\lambda}_\text{MM}
= \frac{\sum_{i=1}^t c_i \bar{Y}_i}{\sqrt{\sum_{i=1}^t c_i^2 s_i^2 }}. </math>
 
When the <math>t</math> groups have equal variance, under normality assumption, the uniformly minimal variance unbiased estimate (UMVUE) of SMCV (<math>\lambda</math>) is<ref name="ZhangBook2011"/><ref name="ZhangPharmacogenomics2009"/>
:<math>\hat{\lambda}_\text{UMVUE}
= \sqrt\frac{K}{N-t}
\frac{\sum_{i=1}^t c_i \bar{Y}_i}{\sqrt{\sum_{i=1}^t \text{MSE } c_i^2 }} </math>  
where <math>K = \frac{2 (\Gamma(\frac{N-t}{2}) )^2}{(\Gamma(\frac{N-t-1}{2}) )^2}</math>. The confidence interval of SMCV can be made using the following [[non-central t-distribution]]:<ref name="ZhangBook2011"/><ref name="ZhangPharmacogenomics2009"/>
:<math>T = \frac{\sum_{i=1}^t c_i \bar{Y}_i}{\sqrt{\sum_{i=1}^t \text{MSE } c_i^2/n_i }} \sim \text{noncentral } t(N-t, b\lambda) </math>
where <math>b=\sqrt{\frac{\sum_{i=1}^t c_i^2}{\sum_{i=1}^t c_i^2/n_i}}. </math>
 
===Matched samples===
In matched contrast analysis, assume that there are <math>n</math> independent samples <math>(Y_{1j}, Y_{2j}, \cdots, Y_{tj})</math> from <math>t</math> groups (<math>G_i</math>'s), where <math>i = 1, 2, \cdots, t; j = 1, 2, \cdots, n</math>. Then
the <math>j^\text{th}</math> observed value of a contrast
<math>V = \sum_{i=1}^t c_i G_i</math> is <math>v_j = \sum_{i=1}^t c_i Y_i</math>.  
Let <math>\bar{V}</math> and <math>s_V^2</math> be the sample mean and sample variance of the contrast variable <math>V</math>, respectively. Under normality assumptions, the [[Minimum-variance unbiased estimator|UMVUE]] estimate of SMCV is<ref name="ZhangBook2011"/>
:<math>\hat{\lambda}_\text{UMVUE}
= \sqrt\frac{K}{n-1}\frac{\bar{V}}{s_V } </math>
where <math>K = \frac{2 (\Gamma(\frac{n-1}{2}) )^2}{(\Gamma(\frac{n-2}{2}) )^2}.</math>
 
A [[confidence interval]] for SMCV can be made using the following [[non-central t-distribution]]:<ref name="ZhangBook2011"/>
:<math>T = \frac{\bar{V}}{s_V/\sqrt{n} } \sim \text{noncentral } t(n-1, \sqrt{n}\lambda). </math>
 
==See also==
* [[Dual-flashlight plot]]
 
==References==
{{reflist}}
 
{{DEFAULTSORT:SMCV}}
[[Category:Effect size]]
[[Category:Analysis of variance]]

Latest revision as of 15:38, 12 March 2014

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