All or nothing (created 1999-08-18)

Dear Professor Mean, I would like to know the minimum number of patients needed in order to achieve statistical significance. I am assuming a perfect research situation where all of the patients who got a treatment lived and all the patients who got the placebo died. What would the proper sample size for an all or nothing response be?-- Hesitant Harrison

Dear Hesitant,

There are some experimental situations, usually involving animal research or in vitro systems that tend to show an all or nothing response. An all or nothing response could mean 100% survival in one group and 0% survival in another group. Or it could mean no overlap between two groups. In other words, the smallest value is one group is much larger than the largest value in another group.

Some simple probability arguments can show that you can achieve statistical significance with six to eight subjects total. Still, you should consult with a professional statistician face-to-face to define an appropriate sample size, even for an all or nothing response. Every problem is different.

More details

Let's conceptualize an experiment where we measure thyroid hormone in eight mice, four with the thyroid gland removed and four with a sham surgery. We get measurable thyroid hormones in four sham surgery mice and nothing in the thyroidectomy mice.

That's a pretty extreme result. If the thyroid gland had nothing to do with thyroid hormones, then it would quite a rare event for the four zeros associated with the thyroidectomy. This is quite a relief, because we didn't want to have to rename the thyroid gland to the "it doesn't produce thyroid hormone" gland.

There are seventy possible ways that we can associate four zero values among 8 mice, and only one other way leads to results as extreme as we have seen: the result where the four zeros all occur in the sham surgery group. So a two-sided p-value for this data would be 2/70 = 0.029.

Let's consider a different experiment, where we measured thyroid levels in six mice, before and after removing the thyroid gland. All six mice had lower levels of thyroid hormone after surgery.

Again, this is an extreme event. If the thyroid gland had no influence on thyroid hormone, then this would be like flipping a coin six times and getting the same result each time. If we ignore the possibility that thyroid levels remain the same, then there are 64 possible outcomes to this experiment, and only one other outcome is as extreme as the results we saw: the event where all six mice showed an increase in thyroid hormone after surgery. So a two-sided p-value would be 2/64 = 0.031.

Now I would hate to plan a study that relied on an all or nothing response. Maybe one of our mice recently returned from a vacation at Chernobyl. So I suspect that a cautious researcher would plan for a few extra mice.

Now don't go telling all your friends that 6 or 8 is a magic sample size. Every research problem is different, and a careful sample size justification requires a face-to-face consultation with a professional statistician.

Summary

Hesitant Harrison wants to know the minimum number of patients that you would need under a perfect research situation where all of the treated patients survive and none of the controls do. Professor Mean explains that some research situations can lead to an "all or nothing" response. With an all or nothing response, you need about six to eight subjects total to achieve statistical significance. Such a small sample size, however, leaves you with no room for error if one of your subjects produces an unexpected response. You should always consult with a professional statistician before starting a research study with such a small sample size.