Optimal sample size allocation for Welch's test in one-way heteroscedastic ANOVA

Abstract

The determination of an adequate sample size is a vital aspect in the planning stage of research studies. A prudent strategy should incorporate all of the critical factors and cost considerations into sample size calculations. This study concerns the allocation schemes of group sizes for Welch\'s test in a one-way heteroscedastic ANOVA. Optimal allocation approaches are presented for minimizing the total cost while maintaining adequate power and for maximizing power performance for a fixed cost. The commonly recommended ratio of sample sizes is proportional to the ratio of the population standard deviations or the ratio of the population standard deviations divided by the square root of the ratio of the unit sampling costs. Detailed numerical investigations have shown that these usual allocation methods generally do not give the optimal solution. The suggested procedures are illustrated using an example of the cost-efficiency evaluation in multi-disciplinary pain centers.