Size: 537
Comment:
|
Size: 3469
Comment:
|
Deletions are marked like this. | Additions are marked like this. |
Line 1: | Line 1: |
Describe FAQ/td here. = How do I convert a t-statistic into an effect size? = |
= How do I convert a t-statistic into an effect size? = |
Line 8: | Line 7: |
Cohen's d = $$\frac{t}{\sqrt{n}}$$ | Cohen's d = $$\frac{t}{\sqrt{n}} = \frac{\mbox{mean-constant}}{\mbox{sd}}$$ |
Line 10: | Line 9: |
__Two sample t__ | This value of Cohen's d is used by Lenth (2006) in his one sample and (paired sample) t-test option. |
Line 12: | Line 11: |
Rosenthal (1994) states for sample sizes $\mbox{n}_text{1}$ and $\mbox{n}_text{2}$, |
__Two sample unpaired t__ |
Line 15: | Line 13: |
Cohen's d = $$\frac{t(\mbox{n}_text{1}+\mbox{n}_text{2})}{\sqrt{\mbox{df}}\sqrt{\mbox{n}_text{1}}\sqrt{\mbox{n}_text{2}} } | Rosenthal (1994) states for sample sizes using an unpaired t-test $$\mbox{n}_text{1}$$, $$\mbox{n}_text{2}$$, |
Line 17: | Line 16: |
When $\mbox{n}_text{1} = \mbox{n}_text{2}$ | Cohen's d = $$\frac{t(\mbox{n}_text{1}+\mbox{n}_text{2})}{\sqrt{\mbox{df}}\sqrt{\mbox{n}_text{1}}\sqrt{\mbox{n}_text{2}} }$$ |
Line 19: | Line 18: |
Cohen's d = $$\frac{\mbox{2t}}{\sqrt{\mbox{df}}} | When $$\mbox{n}_text{1}$$ = $$\mbox{n}_text{2}$$ Cohen's d = $$\frac{\mbox{2t}}{\sqrt{\mbox{df}}}$$ (See also Howell (2013), p.649) __Paired t__ Baguley (2012, p.271) gives a formula, amongst other conversion formulae, for converting a '''paired''' t to d using a joint group size equal to n: d = $$\frac{\mbox{difference in means}{sd of (population) difference}}$$ where the population sd is $$\frac{1}{n-1}$$ (sum of square deviations from average difference). d, above, can also be expressed as d = t \sqrt{\frac{1}{n}} \sqrt{\frac{n}{n-1}}$$ = $$ ( \frac{\mbox{difference in means}}{\mbox{sd of difference}} ) \sqrt{\frac{n}{n-1}}$$ (see p.248 of Baguley (2012)) where the sd of the difference is the square root of 1/n (sum of the squared deviations of each difference from the overall sample mean difference) as defined on page 23 of Baguley (2012) and $$\sqrt{\frac{n}{n-1}}$$ is the correction factor for estimating a population sd from a sample sd (pages 26-27 of Baguley). __2 way interaction__ Abelson and Prentice (1997) suggest a way of converting a F statistic from a two-way interaction into Cohen's d: $$\mbox{Cohen's d} = \sqrt{\mbox{2}} \frac{\sqrt{\mbox{F}}}{\sqrt{\mbox{n}}} where n is the assumed equal number of observations for each combination of the two factors. If these are unequal then we use the [http://en.wikipedia.org/wiki/Harmonic_mean harmonic mean] of the sample sizes. The two sample t-test with equal sample sizes is a special case since t equals $$\sqrt{F}$$ and df is made equal to 2n. __Pearson Correlation__ Rosenthal (1994) also gives a conversion formula to turn a t-statistic into a correlation Correlation = $$\sqrt{\frac{\mbox{t}^text{2}}{\mbox{t}^text{2} + \mbox{df}}$$ __General Conversions__ Jamie DeCoster has written a [attachment:effconv.xls spreadsheet] to convert a range of commonly used effect sizes such as Cohen's d, Pearson's r and odds ratios. __References__ Abelson, R. P. and Prentice, D. A. (1997) Contrast tests of interaction hypotheses. ''Psychological Methods'' '''2(4)''' 315-328. Baguley, T. (2012) Serious Stats. A guide to advanced statistics for the behavioral sciences. Palgrave Macmillan:New York. In addition to those mentioned above, Chapter 7 gives some conversion formulae including converting from r to g, where g is an effect size estimator which is very closely related to d. Howell, D. C. (2013) Statistical methods for psychologists. 8th Edition. International Edition. Wadsworth:Belmont, CA. Lenth, R. V. (2006) Java Applets for Power and Sample Size [Computer software]. Retrieved month day, year, from http://www.stat.uiowa.edu/~rlenth/Power. Rosenthal, R. (1994) Parametric measures of effect size. In H. Cooper and L.V. Hedges (Eds.). ''The handbook of research synthesis.'' New York: Russell Sage Foundation. |
How do I convert a t-statistic into an effect size?
One sample t
Since $$\frac{\sqrt{\mbox{n}} \mbox{mean}}{\mbox{sd}}$$ = t
Cohen's d = $$\frac{t}{\sqrt{n}} = \frac{\mbox{mean-constant}}{\mbox{sd}}$$
This value of Cohen's d is used by Lenth (2006) in his one sample and (paired sample) t-test option.
Two sample unpaired t
Rosenthal (1994) states for sample sizes using an unpaired t-test $$\mbox{n}_text{1}$$, $$\mbox{n}_text{2}$$,
Cohen's d = $$\frac{t(\mbox{n}_text{1}+\mbox{n}_text{2})}{\sqrt{\mbox{df}}\sqrt{\mbox{n}_text{1}}\sqrt{\mbox{n}_text{2}} }$$
When $$\mbox{n}_text{1}$$ = $$\mbox{n}_text{2}$$
Cohen's d = $$\frac{\mbox{2t}}{\sqrt{\mbox{df}}}$$ (See also Howell (2013), p.649)
Paired t
Baguley (2012, p.271) gives a formula, amongst other conversion formulae, for converting a paired t to d using a joint group size equal to n:
d = $$\frac{\mbox{difference in means}{sd of (population) difference}}$$ where the population sd is $$\frac{1}{n-1}$$ (sum of square deviations from average difference).
d, above, can also be expressed as
d = t \sqrt{\frac{1}{n}} \sqrt{\frac{n}{n-1}}$$ = $$ ( \frac{\mbox{difference in means}}{\mbox{sd of difference}} ) \sqrt{\frac{n}{n-1}}$$ (see p.248 of Baguley (2012)) where the sd of the difference is the square root of 1/n (sum of the squared deviations of each difference from the overall sample mean difference) as defined on page 23 of Baguley (2012) and $$\sqrt{\frac{n}{n-1}}$$ is the correction factor for estimating a population sd from a sample sd (pages 26-27 of Baguley).
2 way interaction
Abelson and Prentice (1997) suggest a way of converting a F statistic from a two-way interaction into Cohen's d:
$$\mbox{Cohen's d} = \sqrt{\mbox{2}} \frac{\sqrt{\mbox{F}}}{\sqrt{\mbox{n}}}
where n is the assumed equal number of observations for each combination of the two factors. If these are unequal then we use the [http://en.wikipedia.org/wiki/Harmonic_mean harmonic mean] of the sample sizes.
The two sample t-test with equal sample sizes is a special case since t equals $$\sqrt{F}$$ and df is made equal to 2n.
Pearson Correlation
Rosenthal (1994) also gives a conversion formula to turn a t-statistic into a correlation
Correlation = $$\sqrt{\frac{\mbox{t}text{2}}{\mbox{t}text{2} + \mbox{df}}$$
General Conversions
Jamie DeCoster has written a [attachment:effconv.xls spreadsheet] to convert a range of commonly used effect sizes such as Cohen's d, Pearson's r and odds ratios.
References
Abelson, R. P. and Prentice, D. A. (1997) Contrast tests of interaction hypotheses. Psychological Methods 2(4) 315-328.
Baguley, T. (2012) Serious Stats. A guide to advanced statistics for the behavioral sciences. Palgrave Macmillan:New York. In addition to those mentioned above, Chapter 7 gives some conversion formulae including converting from r to g, where g is an effect size estimator which is very closely related to d.
Howell, D. C. (2013) Statistical methods for psychologists. 8th Edition. International Edition. Wadsworth:Belmont, CA.
Lenth, R. V. (2006) Java Applets for Power and Sample Size [Computer software]. Retrieved month day, year, from http://www.stat.uiowa.edu/~rlenth/Power.
Rosenthal, R. (1994) Parametric measures of effect size. In H. Cooper and L.V. Hedges (Eds.). The handbook of research synthesis. New York: Russell Sage Foundation.