~~NOTOC~~ ====== Cohen's d for independent two-sample design ====== For studying the standardized group mean difference in an independent two-sample design, the most popular effect size measure is defined as $$ \delta = \frac{\mu_1 - \mu_2}{\sigma} $$ where $\mu_1$ and $\mu_2$ are the population means of the two groups and $\sigma$ is the common standard deviation for the two populations. ==== Cohen's d ==== One estimator of the population effect size is Cohen's d. It is calculated as $$ d = \frac{\bar{y}_1 - \bar{y}_2}{\sqrt{\frac{(n_{1}-1)s_{1}^{2}+(n_{2}-1)s_{2}^{2}}{n_{1}+n_{2}-2}}} $$ where $n_1$ and $n_2$ are sample sizes, $\bar{y}_1$ and $\bar{y}_1$ are sample means, and $s_1^2$ and $s_2^2$ are sample variances under the two different conditions, respectively. ==== Confidence Intervals ==== Algina and Keselman (2003) constructed a confidence interval for the population effect size based on a non-central t-distribution. In the method, one first gets the lower and upper bounds of the non-centrality parameter as $\lambda_L$ and $\lambda_U$ by solving $$2[1-pt(d/\sqrt{1/n_{1}+1/n_{2}},n_{1}+n_{2}-2,\lambda_{L})]=1-\alpha$$ and $$2[1-pt(d/\sqrt{1/n_{1}+1/n_{2}},n_{1}+n_{2}-2,\lambda_{U})]=\alpha$$ where $pt$ is the cdf of the t-distribution. Now the confidence interval is given by $$ \left[\lambda_L \sqrt{\frac{1}{n_{1}}+\frac{1}{n_{2}}}, \lambda_U \sqrt{\frac{1}{n_{1}}+\frac{1}{n_{2}}}\right] $$ ==== Assumptions ==== * Normally distributed data * Equal group variances ==== Issues ==== Cohen's d is a biased estimator of the population effect size for standardized group mean difference. An alternative measure is [[hedge_s_g|Hedges' g]]. ---- ===== Calculator =====