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This cheat sheet covers two common effect sizes in statistics, Cohen's dd and correlation rr. Students need effect sizes because statistical significance alone does not show how large or important a result is. Cohen's dd describes how far apart two means are in standard deviation units.

Correlation rr describes the strength and direction of a linear relationship between two quantitative variables.

The main formulas include d=xˉ1xˉ2spd = \frac{\bar{x}_1 - \bar{x}_2}{s_p} for independent groups and sp=(n11)s12+(n21)s22n1+n22s_p = \sqrt{\frac{(n_1 - 1)s_1^2 + (n_2 - 1)s_2^2}{n_1 + n_2 - 2}} for the pooled standard deviation. For correlations, rr ranges from 1-1 to 11, and r2r^2 gives the proportion of variance explained by a linear model. Larger absolute values of dd or rr usually indicate stronger effects, but interpretation should always consider context, sample size, and study design.

Key Facts

  • Cohen's dd for two independent groups is d=xˉ1xˉ2spd = \frac{\bar{x}_1 - \bar{x}_2}{s_p}, where sps_p is the pooled standard deviation.
  • The pooled standard deviation is sp=(n11)s12+(n21)s22n1+n22s_p = \sqrt{\frac{(n_1 - 1)s_1^2 + (n_2 - 1)s_2^2}{n_1 + n_2 - 2}}.
  • For a one-sample or paired comparison, Cohen's dd can be written as d=xˉμ0sd = \frac{\bar{x} - \mu_0}{s} or d=dˉsdd = \frac{\bar{d}}{s_d}.
  • A common rough guide is d0.2d \approx 0.2 small, d0.5d \approx 0.5 medium, and d0.8d \approx 0.8 large.
  • The correlation coefficient satisfies 1r1-1 \le r \le 1, where the sign gives direction and r|r| gives strength.
  • The coefficient of determination is r2r^2, which represents the proportion of variation in one variable explained by the linear relationship with the other variable.
  • A common rough guide is r0.1|r| \approx 0.1 weak, r0.3|r| \approx 0.3 moderate, and r0.5|r| \approx 0.5 strong.
  • Effect size should be reported with context because the same value of dd or rr 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 rr from 1-1 to 11 that measures the direction and strength of a linear relationship.
Coefficient of determination
The value r2r^2 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 dd or rr 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 d=xˉ1xˉ2spd = \frac{\bar{x}_1 - \bar{x}_2}{s_p} is wrong because independent-group Cohen's dd usually requires the pooled standard deviation when group spreads are similar.
  • Interpreting rr as a percent is wrong because r2r^2, not rr, gives the proportion of variance explained.
  • Calling every d=0.8d = 0.8 or r=0.5r = 0.5 automatically important is wrong because practical importance depends on the subject, measurement scale, and consequences.

Practice Questions

  1. 1 Two classes have means xˉ1=84\bar{x}_1 = 84 and xˉ2=78\bar{x}_2 = 78, with pooled standard deviation sp=12s_p = 12. Find Cohen's dd.
  2. 2 A study reports r=0.60r = -0.60 between hours of sleep lost and test score. Find r2r^2 and interpret the direction of the relationship.
  3. 3 Two groups have n1=20n_1 = 20, s1=5s_1 = 5, n2=18n_2 = 18, and s2=7s_2 = 7. Compute sp=(n11)s12+(n21)s22n1+n22s_p = \sqrt{\frac{(n_1 - 1)s_1^2 + (n_2 - 1)s_2^2}{n_1 + n_2 - 2}}.
  4. 4 Explain why a result with p<0.05p < 0.05 might still have a small practical effect size.