Screening and diagnostic tests are important in disease prevention or control. The predictive values of positive and negative (PPV and NPV) test results are two of four operational characteristics of a screening test. We review an existing method based on the generalized estimating equation (GEE) methodology for comparing predictive values from the same sample of subjects and propose two Wald test statistics derived from the weighted least squares (WLS) method for the analysis of categorical data. Using these results, we propose sample size calculation formulae for this problem. Simulation studies are conducted to compare the performances of the two Wald test statistics (one based on the difference of two PPVs or NPVs, another based on the logarithm of the ratio of two PPVs or NPVs) and the score/Wald test statistic derived from GEE. We recommend using the difference‐based WLS approach. Copyright © 2005 John Wiley & Sons, Ltd.