Example 2014.2: Block randomization

This week I had to block-randomize some units. This is ordinarily the sort of thing I would do in SAS, just because it would be faster for me. But I had already started work on the project R, using knitr/LaTeX to make a PDF, so it made sense to continue the work in R.

R
As is my standard practice now in both languages, I set thing up to make it easy to create a function later. I do this by creating variables with the ingredients to begin with, then call them as variables, rather than as values, in my code. In the example, I assume 40 assignments are required, with a block size of 6.
I generate the blocks themselves with the rep() function, calculating the number of blocks needed to ensure at least N items will be generated. Then I make a data frame with the block numbers and a random variate, as well as the original order of the envelopes. The only possibly confusing part of the sequence is the use of the order() function. What it returns is a vector of integer values with the row numbers of the original data set sorted by the listed variables. So the expression a1[order(a1$block,a1$rand),] translates to "from the a1 data frame, give me the rows ordered by sorting the rand variable within the block variable, and all columns." I assign the arms in a systematic way to the randomly ordered units, then resort them back into their original order.

seed=42
blocksize = 6
N = 40
set.seed(seed)
block = rep(1:ceiling(N/blocksize), each = blocksize)
a1 = data.frame(block, rand=runif(length(block)), envelope= 1: length(block))
a2 = a1[order(a1$block,a1$rand),]
a2$arm = rep(c("Arm 1", "Arm 2"),times = length(block)/2)
assign = a2[order(a2$envelope),]

> head(assign,12)
   block       rand envelope   arm
1      1 0.76450776        1 Arm 1
2      1 0.62361346        2 Arm 2
3      1 0.14844661        3 Arm 2
4      1 0.08026447        4 Arm 1
5      1 0.46406955        5 Arm 1
6      1 0.77936816        6 Arm 2
7      2 0.73352796        7 Arm 2
8      2 0.81723044        8 Arm 1
9      2 0.17016248        9 Arm 2
10     2 0.94472033       10 Arm 2
11     2 0.29362384       11 Arm 1
12     2 0.14907205       12 Arm 1

It's trivial to convert this to a function-- all I have to do is omit the lines where I assign values to the seed, sample size, and block size, and make the same names into parameters of the function.

blockrand = function(seed,blocksize,N){
  set.seed(seed)
  block = rep(1:ceiling(N/blocksize), each = blocksize)
  a1 = data.frame(block, rand=runif(length(block)), envelope= 1: length(block))
  a2 = a1[order(a1$block,a1$rand),]
  a2$arm = rep(c("Arm 1", "Arm 2"),times = length(block)/2)
  assign = a2[order(a2$envelope),]
  return(assign)
}

SAS
This job is also pretty simple in SAS. I use the do loop, twice, to produce the blocks and items (or units) within block, sssign the arm systematically, and generate the random variate which will provide the sort order within block. Then sort on the random order within block, and use the "Obs" (observation number) that's printed with the data as the envelope number.

%let N = 40;
%let blocksize = 6;
%let seed = 42;
data blocks;
call streaminit(&seed);
do block = 1 to ceil(&N/&blocksize);
  do item = 1 to &blocksize;
     if item le &blocksize/2 then arm="Arm 1";
    else arm="Arm 2";
     rand = rand('UNIFORM');
  output;
  end;
end;
run;

proc sort data = blocks; by block rand; run;

proc print data = blocks (obs = 12) obs="Envelope"; run;

Envelope    block    item     arm       rand

    1         1        3     Arm 1    0.13661
    2         1        1     Arm 1    0.51339
    3         1        5     Arm 2    0.72828
    4         1        2     Arm 1    0.74696
    5         1        4     Arm 2    0.75284
    6         1        6     Arm 2    0.90095
    7         2        2     Arm 1    0.04539
    8         2        6     Arm 2    0.15949
    9         2        4     Arm 2    0.21871
   10         2        1     Arm 1    0.66036
   11         2        5     Arm 2    0.85673
   12         2        3     Arm 1    0.98189

It's also fairly trivial to make this into a macro in SAS.

%macro blockrand(N, blocksize, seed); 
data blocks;
call streaminit(&seed);
do block = 1 to ceil(&N/&blocksize);
  do item = 1 to &blocksize;
     if item le &blocksize/2 then arm="Arm 1";
    else arm="Arm 2";
     rand = rand('UNIFORM');
  output;
  end;
end;
run;

proc sort data = blocks; by block rand; run;
%mend blockrand;

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Example 2014.1: "Power" for a binomial probability, plus: News!

Hello, folks! I'm pleased to report that Nick and I have turned in the manuscript for the second edition of SAS and R: Data Management, Statistical Analysis, and Graphics. It should be available this summer. New material includes some of our more popular blog posts, plus reproducible analysis, RStudio, and more.

To celebrate, here's a new example. Parenthetically, I was fortunate to be able to present my course: R Boot Camp for SAS users at Boston University last week. One attendee cornered me after the course. She said: "Ken, R looks great, but you use SAS for all your real work, don't you?" Today's example might help a SAS diehard to see why it might be helpful to know R.

OK, the example: A colleague contacted me with a typical "5-minute" question. She needed to write a convincing power calculation for the sensitivity-- the probability that a test returns a positive result when the disease is present, for a fixed number of cases with the disease. I don't know how well this has been explored in the peer-reviewed literature, but I suggested the following process:
1. Guess at the true underlying sensitivity
2. Name a lower bound (less than the truth) which we would like the observed CI to exclude
3. Use basic probability results to report the probability of exclusion, marginally across the unknown number of observed positive tests.

This is not actually a power calculation, of course, but it provides some information about the kinds of statements that it's likely to be possible to make.

R

In R, this is almost trivial. We can get the probability of observing x positive tests simply, using the dbinom() function applied to a vector of numerators and the fixed denominator. Finding the confidence limits is a little trickier. Well, finding them is easy, using lapply() on binom.test(), but extracting them requires using sapply() on the results from lapply(). Then it's trivial to generate a logical vector indicating whether the value we want to exclude is in the CI or not, and the sum of the probabilities we see a number of positive tests where we include this value is our desired result.

> truesense = .9
> exclude = .6
> npos = 20
> probobs = dbinom(0:npos,npos,truesense)
> cis = t(sapply(lapply(0:npos,binom.test, n=npos), 
               function(bt) return(bt$conf.int)))
> included = cis[,1] < exclude & cis[,2] > exclude
> myprob = sum(probobs*included)
> myprob
[1] 0.1329533

(Note that I calculated the inclusion probability, not the exclusion probability.)

Of course, the real beauty and power of R is how simple it is to turn this into a function:

> probinc = function(truesense, exclude, npos) {
  probobs = dbinom(0:npos,npos,truesense)
  cis = t(sapply(lapply(0:npos,binom.test, n=npos), 
               function(bt) return(bt$conf.int)))
   included = cis[,1] < exclude & cis[,2] > exclude
   return(sum(probobs*included))
}
> probinc(.9,.6,20)
[1] 0.1329533

SAS

My SAS process took about 4 times as long to write.
I begin by making a data set with a variable recording both the number of events (positive tests) and non-events (false negatives) for each possible value. These serve as weights in the proc freq I use to generate the confidence limits.

%let truesense = .9;
%let exclude = .6;
%let npos = 20;

data rej;
do i = 1 to &npos;
  w = i; event = 1; output;
  w = &npos - i; event = 0; output;
  end;
run;

ods output binomialprop = rej2;
proc freq data = rej;
by i;
tables event /binomial(level='1');
weight w;
run;

Note that I repeat the proc freq for each number of events using the by statement. After saving the results with the ODS system, I have to use proc transpose to make a table with one row for each number of positive tests-- before this, every statistic in the output has its own row.

proc transpose data = rej2 out = rej3;
where name1 eq "XL_BIN" or name1 eq "XU_BIN";
by i;
id name1;
var nvalue1;
run;

In my fourth data set, I can find the probability of observing each number of events and multiply this with my logical test of whether the CI included my target value or not. But here there is another twist. The proc freq approach won't generate a CI for both the situation where there are 0 positive tests and the setting where all are positive in the same run. My solution to this was to omit the case with 0 positives from my for loop above, but now I need to account for that possibility. Here I use the end=option to the set statement to figure out when I've reached the case with all positive (sensitivity =1). Then I can use the reflexive property to find the confidence limits for the case with 0 events. Then I'm finally ready to sum up the probabilities associated with the number of positive tests where the CI includes the target value.

data rej4;
set rej3 end = eof;
prob = pdf('BINOMIAL',i,&truesense,&npos);
prob_include = prob * ((xl_bin < &exclude) and (xu_bin > &exclude));
output;
if eof then do;
   prob = pdf('BINOMIAL',0,&truesense,&npos);
   prob_include = prob * (((1 - xu_bin) < &exclude) and ((1 - xl_bin) > &exclude));
   output;
   end;
run;

proc means data = rej4 sum;
var prob_include;
run;

Elegance is a subjective thing, I suppose, but to my eye, the R solution is simple and graceful, while the SAS solution is rather awkward. And I didn't even make a macro out of it yet!

An unrelated note about aggregators: We love aggregators! Aggregators collect blogs that have similar coverage for the convenience of readers, and for blog authors they offer a way to reach new audiences. SAS and R is aggregated by R-bloggers, PROC-X, and statsblogs with our permission, and by at least 2 other aggregating services which have never contacted us. If you read this on an aggregator that does not credit the blogs it incorporates, please come visit us at SAS and R. We answer comments there and offer direct subscriptions if you like our content. In addition, no one is allowed to profit by this work under our license; if you see advertisements on this page, the aggregator is violating the terms by which we publish our work.