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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 (see also here). The
2
scales of magnitude for partial 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)
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 correlation coefficient and
how their magnitudes can differ.

The general rules of thumb given by Cohen and Miles & Shevlin (2001) are for eta-squared, which
uses the total sum of squares in the denominator, but these would arguably apply more to partial
eta-squared than to eta-squared. This is because partial eta-squared in factorial ANOVA arguably
more closely approximates what eta-squared would have been for the factor had it been a one-way
ANOVA and it is presumably a one-way ANOVA which gave rise to Cohen's rules of thumb.

Effect Size Use Small Medium Large

Correlation 0.1 0.3 0.5
2 Anova 0.01 0.06 0.14
omega-squared Anova; See Field (2013) 0.01 0.06 0.14
Multivariate eta-squared one-way MANOVA 0.01 0.06 0.14
Cohen's f one-way an(c)ova (regression) 0.10 0.25 0.40
2 Multiple regression 0.02 0.13 0.26
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 chi-square 0.1 0.3 0.5
Odds Ratios 2 by 2 tables 1.5 3.5 9.0
Average Spearman rho Friedman test 0.1 0.3 0.5

3
Also:Haddock et al (1998) state that multiplied by the log of the odds ratio is a standardised

difference equivalent to Cohen's d.

Using partial eta-squared in an ANCOVA in SPSS

Effect size for multilevel models
Further details on the derivation of the Odds Ratio effect sizes
Cohen's d adjusted for base rates

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A quick guide to choice of sample sizes for Cohen's effect sizes

A nonparametric analogue of Cohen's d and applicability to three or more groups
Contingency Coefficient effect size for r x c tables
Comprehensive summary of effect sizes

Definitions

For two-sample t-tests Cohen's d = (difference between a pair of group means) / (averaged group
standard deviation) = t Sqrt [(1/n1) + (1/n2)] (Pustejovsky (2014), p.95 and Borenstein (2009), Table
12.1)

For a one-sample t-test Cohen's d = difference between the mean and its expected value / standard
deviation = t / Sqrt(n) for n subjects in each group. Cohen's d also equals t / Sqrt(n) in a paired t-test
(Rosenthal, 1991) since t / Sqrt(n) = difference between two means / standard deviation of the
difference and the t-test on the difference score is regarded as a special case of a one-sample
t-test. Dunlap, Cortina, Vaslow and Burke (1996) suggest in their equation (3) using an alternative
transformation of the paired t statistic to obtain d = t Sqrt[2(1-r)/n] for n subjects and a correlation, r,
between the paired responses. They argue their estimator of d is preferred over Rosenthal's since it
adjusts Cohen's d for the correlation resulting from the paired design. They do conclude, however,
that for sample sizes of less than 50 the differences between the two effect size estimates for
Cohen's d are 'quite small and trivial'.

Other effect sizes using t-ratios

2=SS(effect) / [ Sum of SS(effects having the same error term as effect of interest) + SS(the error
associated with these effects) ]

Cohen's f = Square Root of eta-squared / (1-eta-squared)

There is also a Partial 2 = SS(effect) / [ SS(effect) + SS(error for that effect) ]

Multivariate 2 = 1 - Λ1/s where Λ 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.

2=ab / (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. There is also an on-line calculator for working out 2 here.
For further details on mediation analysis see also here. Field (2013) also refers to this measure.
Wen and Fan (2015) suggest limitations in using 2and instead suggest using ab/c. where c is the
sum of indirect effect (ab) and direct effect (c') using the notation in Preacher and Kelley's paper.

Suggestion : Use the square of a Pearson correlation for effect sizes for partial 2 (R-squared in a
multiple regression) giving 0.01 (small), 0.09 (medium) and 0.25 (large) which are intuitively larger
values than eta-squared. Further to this Cohen, Cohen, West and Aiken (2003) on page 95 of
Applied Multiple Regression/Correlation Analysis for the behavioral Sciences third edition for looking
at semi-partial effects of single predictors in a regression rather than an overall model R-squared ie
looking at sqrt(change in R-squared) from a model with and without the regressor and using the
Pearson correlations as a rule of thumb for effect sizes.

Cohen's 2= Sum over all the groups ((observed proportion - expected proportion) 2) / (expected
proportion)

* Odds Ratio definition

References

Borenstein, M (2009) Effect sizes for continuous data. In H. Cooper, L. V.Hedges, & J. C. Valentine
(Eds.), The handbook of research synthesis and meta-analysis (2nd ed., pp. 221–235). Sage
Foundation:New York, NY.

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

Cohen, J, Cohen, P, West, SG and Aiken, LS (2003) Applied multiple regression/correlation analysis
for the behavioral sciences. Third Edition. Routledge:New York.

Dunlap, WP, Cortina, JM, Vaslow, JB and Burke, MJ (1996). Meta-Analysis of Experiments With
Matched Groups or Repeated Measures Designs. Psychological Methods 1(2) 170-177.

Field, A (2013) Discovering statistics using IBM SPSS Statistics. Fourth Edition. Sage:London.

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.

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.

Miles J and Shevlin M (2001) Applying Regression and Correlation: A Guide for Students and
Researchers. Sage:London.

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.

Pustejovsky JE (2014) Converting From d to r to z When the Design Uses Extreme Groups,
Dichotomization, or Experimental Control. Psychological Methods 19(1) 92-112. This reference also
gives several useful formulae for variances of effect sizes such as d and also on how to convert d to
a Pearson r.

Rosenthal R (1991). Meta-analytic procedures for social research. Sage:Newbury Park, CA.

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.

Wen, Z. and Fan, X. (2015) Monotonicity of Effect Sizes: Questioning Kappa-Squared as Mediation
Effect Size Measure. Psychological Methods 20(2) 193-203.

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