Diff for "FAQ/effectSize" - CBU statistics Wiki
location: Diff for "FAQ/effectSize"
Differences between revisions 76 and 77
⇤ ← Revision 76 as of 2012-05-10 13:44:51 →
Size: 6670
Editor: PeterWatson
Comment:
← Revision 77 as of 2012-05-10 13:48:27 → ⇥
Size: 6729
Editor: PeterWatson
Comment:
Deletions are marked like this. Additions are marked like this.
Line 4: Line 4:
Apart from partial $$\omega^text{2}$$ the effect sizes below are taken from Cohen, J. (1988). Statistical power analysis for the behavioral sciences (2nd ed.). Hillsdale, NJ: Lawrence Erlbaum Associates. The scales of magnitude for partial $$\omega^text{2}$$ are taken from Table 2.2 of Murphy and Myors (2004). The scales of magnitude are taken from Cohen, J. (1988). Statistical power analysis for the behavioral sciences (2nd ed.). Hillsdale, NJ: Lawrence Erlbaum Associates. The scales of magnitude for partial $$\omega^text{2}$$ are taken from Table 2.2 of Murphy and Myors (2004).
Line 13: Line 13:
||||||||<style="TEXT-ALIGN: center"> [:FAQ/os2: $$\omega^text{2}$$] || Anova || 0.01 || 0.06 || 0.15 || ||||||||<style="TEXT-ALIGN: center"> [:FAQ/os2: $$\omega^text{2}$$] || Anova || 0.02 || 0.13 || 0.26 ||
Line 73: Line 73:
Murphy KR and Myors B (2004) Statistical power analysis: A Simple and General Model for Traditional and Modern Hypothesis Tests (2nd ed.). Lawrence Erlbaum, Mahwah NJ. Murphy KR and Myors B (2004) Statistical power analysis: A Simple and General Model for Traditional and Modern Hypothesis Tests (2nd ed.). Lawrence Erlbaum, Mahwah NJ. (Alternative rule s of thumb for effect sizes to those from Cohen are given here in Table 2.2).

Rules of thumb on magnitudes of effect sizes

The scales of magnitude are taken from Cohen, J. (1988). Statistical power analysis for the behavioral sciences (2nd ed.). Hillsdale, NJ: Lawrence Erlbaum Associates. The scales of magnitude for partial $$\omega^text{2}$$ are taken from Table 2.2 of Murphy and Myors (2004).

There is also a table of effect size magnitudes at the back of Kotrlik JW and Williams HA (2003) [attachment:powmags.pdf here.] An overview of commonly used effect sizes in psychology is given by Vacha-Haase and Thompson (2004).

Kraemer and Thiemann (1987, p.54 and 55) use the same effect size values (which they call delta) for both intra-class correlations and Pearson correlations. This implies the below rules of thumb from Cohen (1988) for magnitudes of effect sizes for Pearson correlations could also be used for intra-class correlations. It should be noted, however, that the intra-class correlation is computed from a repeated measures ANOVA whose usual effect size (given below) is partial eta-squared. In addition, Shrout and Fleiss (1979) discuss different types of intra-class correlaiton coefficient and how their magnitudes can differ.

Effect Size

Use

Small

Medium

Large

Correlation

0.1

0.3

0.5

$$\eta^text{2}$$

one-way anova (regression)

0.01

0.06

0.14

[:FAQ/os2: $$\omega^text{2}$$]

Anova

0.02

0.13

0.26

[attachment:mvwl.doc Multivariate $$\eta^text{2}$$]

one-way MANOVA

0.01

0.06

0.14

Cohen's f

one-way an(c)ova (regression)

0.10

0.25

0.40

$$\eta^text{2}$$

Multiple regression

0.02

0.13

0.26

$$\kappa^text{2}$$

Mediation analysis

0.01

0.09

0.25

Cohen's f

Multiple Regression

0.14

0.39

0.59

Cohen's d

t-tests

0.2

0.5

0.8

Cohen's $$\omega$$

chi-square

0.1

0.3

0.5

Odds Ratios

2 by 2 tables

1.5

3.5

9.0

[:FAQ/avsp: Average Spearman rho]

Friedman test

0.1

0.3

0.5

Also:Haddock et al (1998) state that $$\sqrt{3/\pi}$$ multiplied by the log of the odds ratio is a standardised difference equivalent to Cohen's d.

  • [:FAQ/anceta:Using partial eta-squared in an ANCOVA in SPSS]
  • [http://www.sportsci.org/resource/stats/effectmag.html Further details on the derivation of the Odds Ratio effect sizes]

  • [:FAQ/baserat: Cohen's d adjusted for base rates]
  • [:FAQ/dunlap: A quick guide to choice of sample sizes for Cohen's effect sizes]
  • [:FAQ/nonpz: A nonparametric analogue of Cohen's d]

Definitions

$$\mbox{Cohen's d} = \frac{\mbox{difference between a pair of group means}}{\mbox{averaged group standard deviation}}$$ = $$\frac{2|t|}{\sqrt{\mbox{df(error)}}$$ (Howell, 2013, p. 649)

$$\eta^text{2} = \frac{\mbox{ SS(effect)} }{\mbox{Sum of SS(effects having the same error term as effect of interest) + SS(the error associated with these effects)} $$

$$\mbox{Cohen's f} = \sqrt{\frac{\etatext{2} }{1 - \etatext{2}} }$$

There is also a $$\mbox{Partial } \eta^text{2} = \frac{\mbox{ SS(effect)} }{\mbox{SS(effect) + SS(error for that effect)} $$

Multivariate $$\etatext{2}$$ = $$1 - \Lambdatext{1/s}$$ where $$\Lambda$$ is Wilk's lambda and s is equal to the number of levels of the factor minus 1 or the number of dependent variables, whichever is the smaller (See Green et al (1997)). It may be interpreted as a partial eta-squared.

$$kappa^text{2} = \frac{\mbox{ab}}{\mbox{Maximum value of ab}}$$ where a and b are the regression coefficients representing the independent variable to mediator effect and the mediator to outcome respectively to estimate the indirect effect of IV on outcome. See Preacher and Kelley (2011) for further details including MBESS procedure software for fitting this in R. For further details on mediation analysis see also [:FAQ/SobelTest: here.]

Suggestion : Use the square of a Pearson correlation for effect sizes for partial $$\etatext{2}$$ giving 0.01 (small), 0.09 (medium) and 0.25 (large) giving intuitively larger values than $$\etatext{2}$$.

$$\omega = \sqrt{ \sum_text{1}text{no. groups} \frac{\mbox{(observed proportion - expected proportion)}text{2}}{ \mbox{ expected proportion}}}$$

* [wiki:FAQ/oddsr Odds Ratio definition]

References

Cohen, J. (1988) Statistical power analysis for the behavioral sciences (2nd ed.). Hillsdale, NJ: Erlbaum.

Green, SB, Salkind, NJ & Akey, TM (1997). Using SPSS for Windows:Analyzing and understanding data. Upper Saddle River, NJ:

Haddock, CK, Rinkdskopf, D. & Shadish, C. (1998) Using odds ratios as effect sizes for meta-analysis of dichotomous data: A primer on methods and issues. Psychological Methods 3 339-353.

Howell, DC (2013). Statistical methods for psychology. 8th Edition. International Edition. Wadsworth:Belmont,CA.

Kotrlik, JW and Williams, HA (2003) The incorporation of effect size in information technology, learning, and performance research. Information Techology, Learning, and Performance Journal 21(1) 1-7.

Kraemer HC and Thiemann S (1987) How many subjects? Statistical power analysis in research. Sage:London. In CBSU library.

Murphy KR and Myors B (2004) Statistical power analysis: A Simple and General Model for Traditional and Modern Hypothesis Tests (2nd ed.). Lawrence Erlbaum, Mahwah NJ. (Alternative rule s of thumb for effect sizes to those from Cohen are given here in Table 2.2).

Preacher, KJ and Kelley, K (2011) Effect size measures for mediation models: quantitative strategies for communicating indirect effects. Psychological Methods 16(2) 93-115.

Shrout, PE and Fleiss, JL (1979) Intraclass Correlations: Uses in Assessing Rater Reliability, Psychological Bulletin, 86 (2) 420-428. (A good primer showing how anova output can be used to compute ICCs).

Tabachnick, BG and Fidell, LS (2007) Using multivariate statistics. Fifth Edition. Pearson Education:London.

Vacha-Haase, T and Thompson, B (2004) How to estimate and interpret various effect ssizes. Journal of Counseling Psychology 51(4) 473-481.

None: FAQ/effectSize (last edited 2021-11-30 08:52:14 by PeterWatson)