{
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  "path": "/t/sample-size-determination-confirmatory-prognostic-factor-study/28722#post_3",
  "publishedAt": "2026-04-24T15:04:10.000Z",
  "site": "https://discourse.datamethods.org",
  "textContent": "f2harrell:\n\n> For nonlinear model it seems to decrease power but this is a mirage. The standard errors can increase with covariate adjustment in say logistic or Cox models, but the \\hat{\\beta} increase more than that.\n\nThank you for your explanation, it’s very interesting to learn that the apparent loss of power in nonlinear models may be a “mirage.” Could you point me to any references where this phenomenon is discussed in more detail, especially the idea that in logistic or Cox models the standard errors may increase with covariate adjustment but the effect estimate increases more?",
  "title": "Sample size determination-confirmatory prognostic factor study"
}