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- METHODOLOGY
- ILLUSTRATION
- NUMBERS OF SUBJECTS REQUIRED FOR INDIVIDUAL AND CLUSTER-RANDOMIZED LONGITUDINAL DESIGNS
- DISCUSSION
- CONCLUSIONS
- REFERENCES

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Psychiatr Ann. Author manuscript; available in PMC 2009 September 14.

Published in final edited form as:

Psychiatr Ann. 2008 December 1; 38(12): 765–771.

PMCID: PMC2743342

NIHMSID: NIHMS116838

Dulal K. Bhaumik, PhD

Center for Health Statistics, University of Illinois at Chicago.

Dr. Anindya Roy, PhD

Center for Health Statistics, University of Illinois at Chicago.

Department of Mathematics and Statistics, University of Maryland, Baltimore County.

Dr. Subhash Aryal, PhD

Center for Health Statistics, University of Illinois at Chicago.

Department of Biostatistics, University of North Texas Health Science Center, Fort Worth.

Dr. Kwan Hur, PhD

Center for Health Statistics, University of Illinois at Chicago.

Cooperative Studies Program Coordinating Center, Hines VA Hospital, Hines, Illinois.

Sharon-Lise T. Normand, PhD

Department of Health Care Policy, Harvard Medical School; Department of Biostatistics, Harvard School of Public Health, Boston

Dr. C. Hendricks Brown, PhD

Center for Health Statistics, University of Illinois at Chicago.

Prevention Science and Methodology Group, Departments of Epidemiology and Biostatistics, College of Public Health, University of South Florida, Tampa.

Robert D. Gibbons, PhD, Professor, Director

Biostatistics and Psychiatry and Center for Health Statistics, University of Illinois at Chicago.

Address correspondence to: Dulal Bhaumik, PhD, Center for Health Statistics, University of Illinois at Chicago, 1601 W. Taylor, Chicago, IL 60612; fax: 312-996-2113; email: dbhaumik/at/psych.uic.edu.

See other articles in PMC that cite the published article.

Longitudinal studies, in which the same individuals are repeatedly measured over time, have become routine in psychiatric research. In fact, it is difficult to imagine a randomized clinical trial of a new psychiatric intervention that is not longitudinal in nature. For example, all recent trials of antidepressant medications submitted in support of new drug applications (NDAs) to the U.S. Food and Drug Administration (FDA) involve longitudinal randomized clinical trials (RCTs). However, longitudinal designs are not limited to RCTs and are frequently used in observational studies to investigate

associations between treatment and outcomes (eg, the relationship between antidepressants and suicide in U.S. Veterans).^{1} We show that the use of repeated measures lead to very important gains in statistical power relative to studies with a single measurement occasion or simple pre- compared with post-treatment comparison. Longitudinal designs are also common in cluster-randomized trials. For example, an intervention is randomly assigned to all children within a family or within a classroom and the members of the family or classroom are repeatedly evaluated over the course of the study. Although statistical methods for the analysis of longitudinal data with clustering of subjects are now routinely applied,^{2} the design of such studies often suffers from poorly specified and often inadequate sample sizes because of the application of methods for sample size determination based on a single outcome or for longitudinal studies in which the clustering is ignored. The determination of sample sizes when subjects are both repeatedly measured over time and clustered within research centers (eg, multi-center RCTs) can be erroneous unless both factors are taken into account.

This article provides a method to determine both the number of centers, the number of subjects within centers, and the number of observation points that are required to produce a pre-specified level of statistical power (eg, 80%) for a given confidence level (eg, 95% or Type I error rate; eg, 5%). We demonstrate that in multi-center trials, the sample size required to adequately power a study to detect a clinically meaningful difference can vary dramatically depending on whether or not randomization is at the level of the individual subject or at the cluster (eg, classroom, clinic, hospital). Finally, in longitudinal studies, one must also be concerned with both the rate and timing of attrition, which can also play a major role in determining the number of subjects and/or centers needed to adequately power a research study.

In this article, we use recent statistical results in this area^{3} to provide guidance on sample size determination for longitudinal studies in psychiatric research. We restrict our discussion to continuous and normally distributed outcomes for ease of exposition. Future work in this area for categorical (eg, remission of depression) and non-normally distributed counting outcomes (eg, number of mental health service visits) is underway.

An important contribution of the recent work of Roy et al^{3} was to highlight the distinction between subject-level randomization and cluster-level randomization on sample size determination. When research subjects are clustered within research centers, clinics, hospitals, families, classrooms, or schools, it is often not possible to randomize individual subjects to treatment and control conditions because the intervention may be applied at the level of the cluster.^{4} For example, an intervention applied at the level of a classroom does not permit randomization of subjects to treatment and control conditions within a classroom. There are many cases where all subjects within a cluster are exposed to the intervention, thereby precluding randomization to a control condition. In these cases, randomization is performed at the cluster level (eg, school) and the effects of cluster randomization on sample size requirements can be profound. Clustering reduces power in two ways. First, intra-class correlation reduces the effective sample size to only a fraction of the entire sample size. Secondly, statistical power for intervention trials delivered at the level of the group depends much more strongly on the number of groups rather than the number of subjects. Because most cluster randomized trials can only afford a limited number of groups, statistical power can be low even with large numbers of subjects in each group. In longitudinal studies, the statistical power can increase substantially with the number of repeated measures. When a study has both clustering and longitudinal data, the statistical power is a complex function of these characteristics. These effects are more fully explored in the following sections.

Although programs are readily available for calculating statistical power or sample size for cluster randomized trials^{5}^{-}^{7} and for trials with longitudinal designs,^{8}^{,}^{9} there is surprisingly little literature on sample size determination for designs that incorporate both of these factors. Therefore, Roy et al designed a general purpose statistical methodology and related software to simultaneously handle both of these cases.^{3} The problem is complicated by a) attrition, b) possible clustering of individuals within centers, c) allocation of numbers of centers and numbers of subjects within centers, and d) number of measurement occasions. Furthermore, there are many situations in which for a given effect size (ES), which is defined as the difference between the active treated and control conditions at the end of the study expressed in standard deviation units, the number of centers may be inadequate, even if the number of subjects within centers becomes large.^{3}

Donner and Klar^{4} consider sample size determination for cluster randomized trials. There is some literature on sample size determination for simple univariate and multivariate linear models for repeated measurements.^{10}^{-}^{14} Snijders and Bosker^{15} give approximate power computations for testing fixed-effects (eg, treatment) in mixed-effects regression models.^{16} Mixed-effects regression models are particularly relevant to this problem because they can simultaneously incorporate the nesting of repeated measurements within subjects and the nesting of subjects within clusters. The term “mixed-effects” reflects the mixture of fixed effects (eg, treatment) and random effects (eg, subjects and/or clusters) in the statistical model. Some work in this area has also incorporated the effects of dropouts (ie, attrition) on sample size determination.^{17}^{-}^{19} Roy et al^{3} extended the result of Hedeker, Gibbons, and Waternaux^{19} to studies in which subjects are both repeatedly measured over time and clustered within centers. They consider the effects of attrition, cluster randomization compared with subject-level randomization, variance components, and residual error correlation in developing a quite general approach to the problem of sample size determination. Their main focus is on testing the treatment by time interaction for a continuous and normally distributed outcome. For example, in a multi-center RCT of antidepressant treatment of depression, the treatment by time interaction tests the null hypothesis that the rates of improvement over time are the same in treated subjects compared with control subjects. Their theoretical approach is quite general, but their model is illustrated using a random intercept and slope (ie, linear time trend) at both the subject-level and the cluster-level. Two-level models (ie, no subject clustering) represent a special and simpler case of the general result. Sample size computations can be performed using a freely distributed Web-based application (RMASS) that is available at www.healthstats.org. To our knowledge, this is the only computer program that performs sample size determination for studies that involve both clustered and longitudinal data. In the following, we apply this statistical methodology to a relevant psychiatric example to help fix ideas. Estimation for treatment effects and other regression coefficients were performed using the SuperMix program.^{20} All computations are based on two-tailed tests.

The National Institute of Mental Health (NIMH) Schizophrenia Collaborative Study involved nine clinical research centers, three active drug conditions (chlorpromazine, fluphenazine, and thioridazine) and placebo. This is one of the few placebo-controlled schizophrenia studies in existence. For our purposes, the trial was conducted in nine centers with 6 weeks of follow-up on 220 subjects who were randomly assigned to chlorpromazine or to placebo. Because subjects were randomly assigned to a drug condition or placebo within each center, the trial is not a cluster-randomized trial. Nevertheless, because there could be differences in the subjects or the follow-up care across the nine centers, we examined how the variation in centers played a role in response to active drugs and placebo. Hedeker and Gibbons^{16} used the chlorpromazine and placebo data to illustrate the use of three-level mixed-effects regression models. We use these data to estimate a three-level model with random intercept and slope at both the subject and center levels: measurement occasion nested within subject, subject nested within center, and centers. The inclusion of the random intercept and slope at the subject level permits subject to subject variation in time trends within centers; the inclusion of the random intercept and slope at the center level permits the average time trends for each center to vary. We treat the seven-point “severity of illness” measurement as a continuous outcome with larger values indicating increased severity of illness, and take the square root of the measurement occasion (ie, week) as the time metric as an aid to help linearize the time-response function.

Table 1 (see page 766) displays the number of observations at each week. Table 2 (see page 767) displays a breakdown of the measurements across the nine centers. Table 3 presents estimates of fixed effects, random-effect variances and covariances, and corresponding standard errors (SE) and associated probability values for the fixed-effects. Time was entered as the square root of the number of weeks since initiation of treatment.

Estimates, Standard Errors, and Probability Values for the Three-level Mixed-effects Regression Model

Table 1 (see page 766) reveals that the design is highly unbalanced with respect to time in that the number of measurements that were collected across 6 weeks of the study is quite different. It would appear that the primary measurement occasions were baseline (week 0), and treatment weeks 1, 3, and 6, and that weeks 2, 4 and 5 were only used for a small sub-sample of patients that were unavailable on the primary measurement occasions. Table 2 (see page 767) reveals that with respect to centers, there is a reasonably good balance of subjects across the nine centers. Table 3 indicates a large and statistically significant treatment by time interaction (Estimate = −0.643, SE = 0.077, *P* < 0.0001), indicating that the average rate of change per week is more rapid for chlorpromazine treated subjects relative to placebo. We interpret the value of the estimate as indicating that severity of illness decreases by 0.643 units per (square root) week in the treated group compared to the placebo group. As expected, the random effect variance components for subjects were substantially larger than for centers. These variance components describe the variability in intercepts and slopes (ie, rates of change over time) at the subject-level and the center level respectively. Probability values for tests of random-effect variances are not provided because of the statistical complications related to variance components in mixed-effects regression models.^{2} Nevertheless, given the large ratios of variance component estimates to their standard errors, the person-level intercept and slope variances are clearly significant, whereas the center-level variance component estimates do not appear to be. Also note that in this three-level design, an alternative model in which the treatment effect can be allowed to vary across centers could also be considered, but would require additional random effects of both the main effect of treatment and the treatment by time interaction. This analysis is beyond the scope of this article.

We now consider how we might have redesigned this trial to more efficiently examine whether intervention affects treatments. For a new study, we assume an attrition rate of 5% per week [for a total attrition at the end of 6 weeks of 30% (ie, 0-1 5%, 1-3 10%, and 3-6 15%) and four measurement occasions (weeks 0, 1, 3, 6)]. Our primary interest in selecting a sample size (number of centers and subjects within centers) is for testing the drug by linear time interaction with power of 80% and a Type I error rate of 5%. Table 4 displays the predicted effect sizes for the observed data. Based on the model specification, the differences between groups are linearly increasing over time. The standard deviations also increase over time. By week 1, the effect size (ES), defined as the between group difference divided by the standard deviation at week 1 (based on the model estimates), is already 0.58 standard deviation (SD) units and increases to a full standard deviation unit difference at week 6. Based on such a large standardized difference, even with only six centers and five subjects per center (ie, a total of 30 subjects), we will have 80% power to detect a significant drug by time interaction, as calculated using RMASS. Increasing power to 95% increases the number of subjects per center to eight. Adding an attrition rate of 5% per week increases the number of subjects per center to nine or a total of 54 subjects. These computations are based on subject-level randomization, that is, within a center, subjects are randomized to drug and placebo conditions in equal proportion. If we randomize centers to treatment conditions, such that everyone in a center either receives drug or placebo, assuming an attrition rate of 5% per week, power of 95% is obtained for 12 subjects per center (ie, 6 centers and a total of 72 subjects), a 33% increase in sample size.

In practice, we rarely design a study to detect a difference of an entire SD unit. More realistically, we may be interested in a more modest effect of 0.5 or even as small as 0.3 SD units at the end of the study. We can explore these smaller effect sizes by entering the desired ES at the end of the study in SD units into the RMASS program. For subject-level randomization, power of 95%, attrition of 5% per week, and ES = 0.5 SD units at the end of the study, with six centers, n = 34 subjects per center are required for a total of 204 subjects. Decreasing power to 80% decreases the number of subjects per center to n = 19 or a total of 114 subjects. Note that for subject-level randomization, if we double the number of centers from six to 12, one-half of the number of subjects per center are required (eg, n = 17 for power of 95%). This result is expected because

when using subject-level randomization, the sample size formula does not involve center-level random effect variances. This is not true if we were to randomize centers to different interventions. With cluster randomization, power of 80% is achieved for a study with six centers and n = 47 subjects per center; a total of 282 subjects as compared with 114 subjects for subject-level randomization. Increasing the number of centers to 12 decreases the number of subjects per center to n = 14, or a total of only 168 subjects. Under cluster randomization, there is a substantial tradeoff between number of centers and number of subjects per center, which can affect the total number of subjects required. If we were to require power of 95%, then a minimum of eight centers are required. With eight centers, n = 114 subjects per center are required or a total of 912 subjects. This is more than four times as many subjects than are required for subject-level randomization (n = 204). However, increasing the number of centers to 12 decreases the number of subjects per center to 35 (420 total), and increasing the number of centers to 50 decreases the total sample size to n = 250 (ie, n = 5 per center). As can be seen, cluster randomization imposes a substantial tradeoff between numbers of centers and total number of subjects.

Finally, decreasing the ES to 0.3 SD units further increases sample size requirements as expected. Under subject-level randomization, power of 80% is achieved for any combination of centers and number of subjects within centers that totals to n = 320, and for 95% power a total of n = 560 subjects are required. For cluster randomization, a minimum of 11 centers are required for power of 80% (n = 290 per center) and a minimum of 19 centers for power of 95% (n = 335 per center). More conservatively, assuming 25 centers, power of 80% is achieved for n = 21 per center and power of 95% is achieved for n = 73 per center. As such, cluster-level randomization increases the total number of subjects from 320 for subject level randomization to a total of 525 subjects, assuming that 25 centers are available. For the same 25 centers, requiring power of 95% more than triples the total sample size.

Although it should be clear that sample size determination is study-specific, it is possible to provide some general guidelines. For example, consider a study involving five measurement occasions (eg, baseline and four weekly measurements during the active treatment/intervention phase of the study) and a two-group comparison (eg, drug versus placebo). For subject-level randomization with no variation in impact as a function of center, the total number of centers provides a negligible effect on statistical power and sample size. As such, we can compute the total number of subjects that are required for a given ES at the final time-point, under the assumption of a linear time by treatment interaction. For example, assuming subject-level randomization, five time-points, power of 80%, a Type I error rate of 5% and no attrition, to detect a one-half standard deviation unit difference at the end of the study requires a total sample size of 90 subjects or 45 per treatment arm. To detect a one-third standard deviation unit difference at the end of the study assuming all of the other conditions remained the same, a total of 200 subjects or 100 subjects per treatment arm are required (eg, 40 subjects in each of five centers or 20 subjects in each of 10 centers). Adding attrition of 5% per wave increases the required sample size by about 15%, and adding attrition of 10% per wave increases the required sample size by about 30% relative to no attrition.

For cluster-level randomization, the results are more complicated. Assuming the same conditions as above, and 10 centers, to detect a one-half standard deviation unit difference at the end of the study would require a total sample size of 200 subjects (20 per center) or 100 per treatment arm. To detect a one-third standard deviation unit difference at the end of the study assuming all of the other conditions remained the same, would require a minimum of 14 centers, regardless of the number of subjects per center. Conservatively, if we increase the number of centers to 20, a total of 560 subjects (28 per center) or 280 subjects per treatment arm are required. Similar to subject-level randomization, adding attrition of 5% per wave increases the required sample size by about 15%, and adding attrition of 10% per wave increases the required sample size by about 30% relative to no attrition.

Evaluation of the required sample size for a given level of statistical power has been generally overlooked in the design of longitudinal studies despite the tremendous growth in their prominence in medical research in general

and psychiatric research in particular. The recent results of Roy et al^{3} and corresponding software provides a direct method for precisely determining sample size requirements in advance of conducting the study, based on relevant aspects of the study to be carried out. With more recent interest in cluster-randomized studies, it is perhaps even more important to fully consider sample size requirements, because they are much larger than for corresponding subject-level randomized studies. Nevertheless, sample size determination for cluster-randomized studies is often based on methods developed for subject-level randomization. As shown here, this will result in grossly under-powered studies, particularly when the number of available centers is small. Furthermore, in many cases, the number of centers that are available for study may be inadequate to detect a relevant ES of interest, regardless of the number of subjects that are available for study within each center. As one approaches the critical number of centers, the number of subjects required within each center can be extremely high. As such, further increase in number of centers or numbers of follow-up assessments may ultimately be cost-effective in reducing the total number of subjects that are required.

This article illustrates different uses of the RMASS program for computing power for a wide range of hypotheses and alternative designs. Although we have only considered the case of equal allocation to treatment and control conditions, these results are fully general to the case of unequal allocation to treatment and control conditions as well. The RMASS program can be used for the unequal allocation case as well.

The sample sizes needed in complex designs depend in subtle ways on the particular hypothesis, the change in effect size over time, as well as the magnitude of the different sources of variance. Because of the sensitivity of the sample size to these factors, it is valuable to compute power under different alternatives, using available data from prior studies and/or analyses whenever available. Also, there can be compelling reasons to increase the sample size of individuals within each cluster above that deemed necessary by standard power calculations. In particular, larger numbers of subjects within centers will allow for the examination of variation in impact across subgroups or by risk status.^{21}

The results described here only apply to continuous and normally distributed outcome measures. For studies that are designed to detect differences in proportions or counts of events, the methodology described by Roy et al^{3} and illustrated here are not appropriate. Further work on sample size determination for non-normally distributed outcomes and for categorical (binary, ordinal, nominal) outcomes is underway.

This work was supported by a grant from the National Institute of Mental Health R01-MH069353.

Dr. Bhaumik, Dr. Roy, Dr. Aryal, Dr. Hur, Dr. Duan, Dr. Normand, Dr. Brown, and Dr. Gibbons have disclosed no relevant financial relationships.

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