Solved – TOST for equivalence test

equivalencehypothesis testingtost

Let's say that we are measuring the tracking position error of two controllers and we want to know if both controllers are similar (we already perform a "differences" test but we are requested to perform an equivalence test).

For example, if the mean $\mu$ (in meters) of one controller (12 samples) is 0.00344 (standard deviation $\sigma=0.0006481424$), the other (12 samples) is 0.00331 ($\sigma=0.000498$).

If $\varepsilon$ is the magnitude of region similarity. How do we define this $\varepsilon$?

I could consider $\varepsilon$ as $N \cdot \sigma$ as the region of similarity so, for example if $N=3$ then $\varepsilon=3\cdot(0.00064)=0.0019$ (using the data of the first controller).

Or, I could use something like $\varepsilon=\mu \cdot 0.05$, this takes 5% of the mean (of the first controller) which gives $\varepsilon = 0.0172$.

The question is, should we use the data for controller 1 or 2—as in the previous options—to define this parameter; or should do we consider other kind of difference measure between them in order to determine the epsilon parameter?.

Finally, why not use the epsilon as a 0.9 which may indicate that the 90% of the 'data (or the area of the distribution)' should be similiar?

I appreciate any advice in order to determine the epsilon.

Please see e.g. the function here:
https://github.com/cran/equivalence/blob/master/R/rtost.R

http://www.inside-r.org/packages/cran/equivalence/docs/rtost

Thanks

Best Answer

Since no one answered, I will try to show what I understood and how it should be choosen the region of similarity.

The null hypothesis is $H_0 : |\mu_1 - \mu_2| > \varepsilon$ (where $\mu_1$ and $\mu_2$ are means for controller 1 and 2). Thus $\varepsilon$ is the minimum value by which we will define how similar is the response (tracking error) of the controller.

Thus, I think that due to the equipment and the resolution of the mechanical device, $\varepsilon$=1mm is a good choice. But this value is defined subjectively, by experience or taken into account any advice on the particular field of interest.