The sample size is an important feature of any empirical study in which the goal is to make inferences about a population from a sample. In practice, the sample size used in a study is usually determined based on the cost, time, or convenience of collecting the data, and the need for it to offer sufficient statistical power. In complicated studies there may be several different sample sizes: for example, in a stratified survey there would be different sizes for each stratum. In a census, data is sought for an entire population, hence the intended size of the sample is equal to the population. In experimental design, where a study may be divided into different treatment groups, there may be different sample sizes for each group.
How to choose the size of the sample:
- using experience – small samples, though sometimes unavoidable, can result in wide confidence intervals and risk of errors in statistical hypothesis testing.
- using a target variance for an estimate to be derived from the sample eventually obtained, i.e. if a high precision is required (narrow confidence interval) this translates to a low target variance of the estimator.
- using a target for the power of a statistical test to be applied once the sample is collected.
- using a confidence level, i.e. the larger the required confidence level, the larger the sample size (given a constant precision requirement).
Larger sample sizes generally lead to increased precision when estimating unknown parameters. For example, if we wish to know the proportion of a certain species of fish that is infected with a pathogen, we would generally have a more precise estimate of this proportion if we sampled and examined 200 rather than 100 fish.
In some situations, the increase in precision for larger sample sizes is minimal, or even non-existent. This can result from the presence of systematic errors or strong dependence in the data, or if the data follows a heavy-tailed distribution.
Sample sizes may be evaluated by the quality of the resulting estimates. For example, if a proportion is being estimated, one may wish to have the 95% confidence interval be less than 0.06 units wide. Alternatively, size may be assessed based on the power of a hypothesis test. For example, if we are comparing the support for a certain political candidate among women with the support for that candidate among men, we may wish to have 80% power to detect a difference in the support levels of 0.04 units.
Wikipedia. Sample Size Determination. https://en.wikipedia.org/wiki/Sample_size_determination