Effect size

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In statistical inference, an effect size is a measure of the strength of the relationship between two variables. Effect sizes are a useful descriptive statistic. Effect sizes provide a standard metric for comparing across studies and thus are critical to meta-analysis.

When reporting statistical significance for an inferential test, effect size(s) should also be reported. This is emphasised by the American Psychological Association (APA) Task Force on Statistical Inference (Wilkinson & APA Task Force on Statistical Inference, 1999), "reporting and interpreting effect sizes in the context of previously reported effects is essential to good research" (p. 599, emphasis added).[1][2]

This page provides an undergraduate-level introduction to effect sizes and their usage.

Why use effect sizes?[edit]

An inferential test may be statistically significant (i.e., unlikely to have occurred by chance), but this doesn’t necessarily indicate how large the effect is.

There may be non-significant, notable effects especially in low powered tests.

Unlike statistical significance, effect sizes are not influenced by N.

Types[edit]

Some commonly used effect size are:

Correlational[edit]

  • All correlations are effect sizes
  • r or r2 (bivariate linear correlation or correlation squared)
  • R or R2 (multiple correlation or coefficient of determination)

Mean difference[edit]

  • Cohen's d, Hedges' g, or other forms of standard deviation unit effect size which provide the difference between two means in standard deviation units:
  • A standardised measure of the difference between two Means:
    • Cohen's d = M2M1 / σ
    • Cohen's d = M2M1 / SDpooled
  • Not readily available in SPSS, so use a separate calculator e.g., Cohensd.xls
  • Interpreting:
    • -ve = negative difference/effect
    • 0 = no difference/effect
    • +ve = positive difference/effect
  • \eta^2 and \eta_p^2 (total variance explained and partial variance explained in ANOVA; each IV will have a \eta_p^2; total \eta^2 is equivalent to R2). See also: Eta-squared

Interpreting standardised mean differences[edit]

There are no agreed standards for how to interpret an ES. Interpretation is ultimately subjective. Best approach is to compare with other studies

  • Cohen (1977):
    • .2 = small
    • .5 = moderate
    • .8 = large
  • Wolf (1986):
    • .25 = educationally significant
    • .50 = practically significant (therapeutic)
  • Standardised Mean ESs are proportional, e.g., .40 is twice as much change as .20
  • The meaning of an effect size depends on context:
    • A small ES can be impressive if, e.g., a variable is difficult to change (e.g. a personality construct) and/or very valuable (e.g. an increase in life expectancy).
    • A large ES doesn’t necessarily mean that there is any practical value e.g., if it isn’t related to the aims of the investigation (e.g. religious orientation).

Converting effect sizes[edit]

Equating d and r[edit]

  1. r = \sqrt{\frac{d^2}{d^2 + 4}}

and conversely,

d = \frac{2r}{\sqrt{1-r^2}}

as discussed by Cohen (1965, 1988), Friedman (1968), Glass, McGraw, and Smith(1981), Rosenthal (1984), and Wolf (1986).

For a correction on this formula, see [3]

Expressing d as a %[edit]

  1. Look up a standard normal table (or use an auto-calculator) for the area under the curve for a given d value. e.g., an d of .5 corresponds to 0.6915 which indicates that 69% of people were better off after treatment.

Exercise[edit]

Q: 20 athletes rate their personal playing ability, M = 3.4 (SD = .6) (on a scale of 1 to 5). After an intensive training program, the players rate their personal playing ability again, M = 3.8 (SD = .6) What is the ES? How good was the intervention? (For simplicity, this example uses the same SD for both occasions.)

A: Standardised mean effect size = (M2 - M1) / SDpooled = (3.8 - 3.4) / .6 = .4 / .6 = .67 = a moderate-large change over time

FAQ[edit]

Eta-squared vs. d[edit]

In ANOVA, is reporting partial eta-squared sufficient, or should Cohen's d also be reported?

Partial eta-squared and Cohen's d provide two different types of effect size and both may be appropriate and useful in reporting the results of ANOVA.

Partial eta-squared indicates the % of variance in the DV attributable to a particular IV. If the model has more than one IV, then report the partial eta-squared for each.

Cohen's d indicates the size of difference between two means in standard deviation units.

To be thorough, should report partial eta-squared for each IV and Cohen's ds for each pairwise comparison of interest (e.g., if post-hoc testing or planned comparisons were conducted then Cohen's d should be provided for each contrast).

If F is non-sig. for an IV, then reporting the partial eta-squared is sufficient and appropriate. If F is sig. and you go on to do planned contrasts or post-hoc tests, then each of these pairwise comparisons should also be accompanied by Cohen's d effect sizes.

Note that if the IV of interest only has two levels, then the partial eta-squared and the Cohen's d will communicate similar information but do so using different scales of measurement (% and SD units respectively).

Power and effect sizes in psychology[edit]

Ward (2002)[4] examined articles in 3 psychology journals to assess the current status of statistical power and effect size measures:

  • Journal of Personality and Social Psychology
  • Journal of Consulting and Clinical Psychology
  • Journal of Abnormal Psychology

Ward (2002) found that:

  • 7% of studies estimate or discuss statistical power.
  • 30% calculate ES measures.
  • A medium ES was discovered as the average ES across studies
  • Current research designs typically do not have sufficient power to detect such an ES.

Summary[edit]

Effect sizes indicate amount of difference or strength of relationship. They have historically been underutilised. Inferential tests should be accompanied by effect sizes and confidence intervals.

Commonly used effect sizes include Cohen’s d, r.

Whilst rules of thumb for interpretating effect sizes are available, it is best to compare effect sizes with similar or related studies.

Standardised mean effect sizes are not available in SPSS – hand calculate or use a spreadsheet calculator.

References[edit]

  1. [1]
  2. Wilkinson, L., & APA Task Force on Statistical Inference. (1999). Statistical methods in psychology journals: Guidelines and explanations. American Psychologist, 54, 594-604.
  3. Aaron, B., Kromrey, J. D., & Ferron, J. M. (1998, November). Equating r-based and d-based effect-size indices: Problems with a commonly recommended formula. Paper presented at the annual meeting of the Florida Educational Research Association, Orlando, FL. (ERIC Document Reproduction Service No. ED433353)
  4. Ward, R. M. (2002). Highly significant findings in psychology: A power and effect size survey.

Coe, R. (2002). It’s the effect size, stupid: What effect size is and why it is important. Paper presented at the Annual Conference of British Education Research Asoociation, Univeristy of Essex England.

Thalheimer, W., & Cook, S. (2002, August). How to calculate effect sizes from published research articles: A simplified methodology.

See also[edit]

External links[edit]