This cheat sheet covers two common effect sizes in statistics, Cohen's and correlation . Students need effect sizes because statistical significance alone does not show how large or important a result is. Cohen's describes how far apart two means are in standard deviation units.
Correlation describes the strength and direction of a linear relationship between two quantitative variables.
The main formulas include for independent groups and for the pooled standard deviation. For correlations, ranges from to , and gives the proportion of variance explained by a linear model. Larger absolute values of or usually indicate stronger effects, but interpretation should always consider context, sample size, and study design.
Key Facts
- Cohen's for two independent groups is , where is the pooled standard deviation.
- The pooled standard deviation is .
- For a one-sample or paired comparison, Cohen's can be written as or .
- A common rough guide is small, medium, and large.
- The correlation coefficient satisfies , where the sign gives direction and gives strength.
- The coefficient of determination is , which represents the proportion of variation in one variable explained by the linear relationship with the other variable.
- A common rough guide is weak, moderate, and strong.
- Effect size should be reported with context because the same value of or can be small in one field and important in another.
Vocabulary
- Effect size
- A numerical measure of how large or strong a statistical result is.
- Cohen's d
- An effect size that measures the difference between means in standard deviation units.
- Pooled standard deviation
- A weighted average of two group standard deviations used when comparing independent group means.
- Correlation coefficient
- A value from to that measures the direction and strength of a linear relationship.
- Coefficient of determination
- The value that describes the proportion of variance explained by a linear relationship.
- Practical significance
- The real-world importance of a result, judged by its size, context, and consequences.
Common Mistakes to Avoid
- Treating statistical significance as effect size is wrong because a tiny effect can be statistically significant in a very large sample.
- Ignoring the sign of or is wrong because the sign shows direction, such as which group mean is larger or whether the relationship is positive or negative.
- Using the wrong standard deviation in is wrong because independent-group Cohen's usually requires the pooled standard deviation when group spreads are similar.
- Interpreting as a percent is wrong because , not , gives the proportion of variance explained.
- Calling every or automatically important is wrong because practical importance depends on the subject, measurement scale, and consequences.
Practice Questions
- 1 Two classes have means and , with pooled standard deviation . Find Cohen's .
- 2 A study reports between hours of sleep lost and test score. Find and interpret the direction of the relationship.
- 3 Two groups have , , , and . Compute .
- 4 Explain why a result with might still have a small practical effect size.