This is an implementation of the power calculation method described in Section 14.12 (page 807)
of Rosner (2006). The method was proposed by Freedman (1982).
Suppose we want to compare the survival curves between an experimental group (\(E\)) and
a control group (\(C\)) in a clinical trial with a maximum follow-up of \(t\) years.
The Cox proportional hazards regression model is assumed to have the form:
$$h(t|X_1)=h_0(t)\exp(\beta_1 X_1).$$
Let \(n_E\) be the number of participants in the \(E\) group
and \(n_C\) be the number of participants in the \(C\) group.
We wish to test the hypothesis \(H0: RR=1\) versus \(H1: RR\) not equal to 1,
where \(RR=\exp(\beta_1)=\)underlying hazard ratio
for the \(E\) group versus the \(C\) group. Let \(RR\) be the postulated hazard ratio,
\(\alpha\) be the significance level. Assume that the test is a two-sided test.
If the ratio of participants in group
E compared to group C \(= n_E/n_C=k\), then the power of the test is
$$power=\Phi(\sqrt{k*m}*|RR-1|/(k*RR+1)-z_{1-\alpha/2}),$$
where \(z_{1-\alpha/2}\)
is the \(100 (1-\alpha/2)\)-th percentile of
the standard normal distribution \(N(0, 1)\), \(\Phi\) is the cumulative distribution function (CDF)
of \(N(0, 1)\).