week 8 - effect size

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    Effect SizeCohens d & r2

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    Statistical versus

    Practical Significance With Z-tests and t-tests, we are evaluating the

    statistical significance of our result. Can we

    reject the null hypothesis? Practical significance addresses a different

    question: Assuming the result is statistically

    significant, is it practically significant?

    Is the effect big enough to matter?

    Effect Size is a measure of the magnitude of the

    effect. How big an effect was it?

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    Measures of Effect Size:

    Cohens d, and r2

    Cohen's d = standardized

    mean difference betweengroups

    One sample t-test:

    OR

    Two-sample t-test

    Cohens d: Small effect = .20

    Med. effect = .50

    Large effect = .80

    r2 = proportion of variancein the DV that is

    accounted for by the IV

    r2 = t2 / (t2 + df)

    r2 : Small effect = .01

    Med. effect = .09

    Large effect = .25

    sXd /)( 1

    d (X1 X2) /s2p

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    Subjective Life

    Expectancy Accuracy of Subj Life Expectancies: A subjective

    life expectancy is an individuals estimate of what

    age he or she expects to live to. One interestingquestion is how subjective life expectancies

    compare with actual life expectancies as

    represented by actuarial predictions. Financial

    experts worry that many people underestimate

    how long they will live and in doing so fail to plan

    or save enough money to carry them throughout

    their lives.

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    Subjective Life

    Expectancy In a study of this issue, Robbins, (1988) asked 49

    women to indicate their expected age in response

    to the question: Approximately how long do youexpect to live? These estimates were then

    compared with actuarial predictions from the

    National Center for Health Statistics. Results

    showed that mean subjective life expectancy for

    females in the samples was 77.2 years with a

    standard deviation of 3.4 years. The actuarial

    prediction was a mean of 78.2 years. Do females

    significantly underestimate their lifespans?

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    Descriptive Statistics &

    Hypotheses H0: SubLE = 78.2

    H1: SubLE < 78.2

    Sample N = 49

    = 78.2 years

    Sample Mean = 77.2

    years

    s = 3.4 years

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    Expectations Sample distribution of the Mean if we did this experiment over and

    over again, each time drawing 49 females, what values for mean lifeexpectancy would I expect?

    Mean of means = = 78.2

    SE = 3.4/(49) = 0.49 Approx normal (N > 30)

    Decision rule: p = .05 but now fatness of tails change w/ samplesize

    Crit t (48) estimated by being more conservative

    Crit t (40) = 2.021

    Calculate obtained and find critical test stats:

    Obt t (48) = (77.2 78.2) / 0.49 = -2.04

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    Substantive Conclusion On average, women significantly underestimate their life

    expectancy compared to actuarial predictions. Thus, the financial

    experts may be correct they may not be planning ahead

    sufficiently

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    Cohens d Cohen's d is commonly used measure of effect size

    Used to indicate the standardized difference between 2 means.

    The difference between two means divided by a standard deviationfor the data

    Cohens d: Small effect = .20

    mid effect = .50

    large effect = .80

    sXd /

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    How Cohens d Relates to the

    Example

    d = | | / s = |77.2 78.2| / 3.4 = .29

    Here, we rejected H0 and said women significantly underestimate

    their life spans. But the effect size is relatively small, so we might

    have profited from a relatively large sample of 49.

    So, it does have an effect, but how much does it actually tell us about

    how much life span estimates are affected?

    Effect size not influenced by n

    Used before conducting research to see how much power (i.e., n) we

    need, based on similar research effect size(s)

    X

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    Graduates Optimism

    Example A psychologist has prepared an Optimism Test that is

    administered yearly to graduating college seniors. The test

    measures how each graduating class feels about its future thehigher the score, the more optimistic the class. Administratorsare concerned that this years class might be significantly lessoptimistic about the job market than the class 5 years ago due to

    the economy. Five years ago, the graduating class had a mean

    score of 12.3. A randomly-selected sample of 9 seniors from this

    years class was selected and tested. Their scores are:

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    XX

    10X

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    Graduates Optimism

    Example IV & DV

    H0 & H1

    What do you expect under null

    Stats

    Conclusion

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    Graduates Optimism

    Example DV = optimism scores IV = surveyed before or now

    H0: Now = 12.3 (Before) H1: Now < 12.3

    Expect under null

    Mean of means = = 12.3

    SE = 1.14

    Approaches normal (above N=30)

    Decision rule based on =.05 critical t(8) = 2.306

    Stats obtained t(8) = (10-12.3)/1.14 = -2.02

    Conclusion

    Substantive: Based on this sample, there is insufficient evidence tosuggest this years class is any more or less optimistic than the class from5 years ago.

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    Effect size in t-test Cohens d

    d = |mean diff|/s = |10-12.3|/3.43 = 0.67

    Thus, even though unable to reject H0, effect size suggests that

    there is something going on. That there has been a decrease in

    optimism in graduating seniors compared to 5 years ago. We

    just had very low power to detect the effect

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    Power Is the probability that the test will reject a false null hypothesis

    (that it will not make a type II error).

    As power increases, the chances of a Type II error decrease.

    Increases chance of Type I error.

    It can also be used to calculate the minimum

    effect size that is likely to be detected in a study using a given sample

    size. sample size required to accept the outcome of a statistical test with a

    particular level of confidence.