given two vectors:
x <- rnorm(10, 10, 1)
y <- rnorm(10, 5, 5)
How to calculate Cohen's d for effect size?
For example, I want to use the pwr package to estimate the power of a t-test with unequal variances and it requires Cohen's d.
Calculate Cohen's d by taking the difference between two means and dividing by the data's standard deviation. This measure reports the size of the mean difference by comparing it to the data's variability.
Generally, effect size is calculated by taking the difference between the two groups (e.g., the mean of treatment group minus the mean of the control group) and dividing it by the standard deviation of one of the groups.
Interpreting cohen's d A commonly used interpretation is to refer to effect sizes as small (d = 0.2), medium (d = 0.5), and large (d = 0.8) based on benchmarks suggested by Cohen (1988).
d = (M1 – M2) / spooled M1 = mean of group 1. M2 = mean of group 2. spooled = pooled standard deviations for the two groups. The formula is: √[(s12+ s22) / 2]
Following this link and wikipedia, Cohen's d for a t-test seems to be:
Where sigma
(denominator) is:
So, with your data:
set.seed(45) ## be reproducible
x <- rnorm(10, 10, 1)
y <- rnorm(10, 5, 5)
cohens_d <- function(x, y) {
lx <- length(x)- 1
ly <- length(y)- 1
md <- abs(mean(x) - mean(y)) ## mean difference (numerator)
csd <- lx * var(x) + ly * var(y)
csd <- csd/(lx + ly)
csd <- sqrt(csd) ## common sd computation
cd <- md/csd ## cohen's d
}
> res <- cohens_d(x, y)
> res
# [1] 0.5199662
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