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The effectsize
package contains function to convert
among indices of effect size. This can be useful for meta-analyses, or
any comparison between different types of statistical analyses.
The most basic conversion is between r values, a measure of standardized association between two continuous measures, and d values (such as Cohen’s d), a measure of standardized differences between two groups / conditions.
Let’s looks at some (simulated) data:
> salary xtra_hours n_comps age seniority is_senior
> 1 19745 4.16 1 32 3 FALSE
> 2 11302 1.62 0 34 3 FALSE
> 3 20636 1.19 3 33 5 TRUE
> 4 23047 7.19 1 35 3 FALSE
> 5 27342 11.26 0 33 4 FALSE
> 6 25657 3.63 2 30 5 TRUE
We can compute Cohen’s d between the two groups:
> Cohen's d | 95% CI
> --------------------------
> -0.72 | [-0.90, -0.53]
>
> - Estimated using pooled SD.
But we can also compute a point-biserial correlation, which is
Pearson’s r when treating the 2-level is_senior
variable as a numeric binary variable:
> Parameter1 | Parameter2 | r | 95% CI | t(498) | p
> ------------------------------------------------------------------
> salary | is_senior | 0.34 | [0.26, 0.41] | 7.95 | < .001***
>
> Observations: 500
But what if we only have summary statistics? Say, we only have \(d=-0.72\) and we want to know what the r would have been? We can approximate r using the following formula (Borenstein et al. 2009):
\[
r \approx \frac{d}{\sqrt{d^2 + 4}}
\] And indeed, if we use d_to_r()
, we get a pretty
decent approximation:
> [1] -0.339
(Which also works in the other way, with r_to_d(0.12)
gives 0.723)
As we can see, these are rough approximations, but they can be useful when we don’t have the raw data on hand.
Although not exactly a classic Cohen’s d, we can also approximate a partial-d value (that is, the standardized difference between two groups / conditions, with variance from other predictors partilled out). For example:
> Parameter | Coefficient | SE | 95% CI | t(497) | p
> -----------------------------------------------------------------------------
> (Intercept) | 14258.87 | 238.71 | [13789.86, 14727.87] | 59.73 | < .001
> is seniorTRUE | 1683.65 | 316.85 | [ 1061.12, 2306.17] | 5.31 | < .001
> xtra hours | 1257.75 | 40.33 | [ 1178.51, 1336.99] | 31.19 | < .001
>
> Uncertainty intervals (equal-tailed) and p-values (two-tailed) computed
> using a Wald t-distribution approximation.
> [1] 0.495
> [1] 0.476
We can convert these semi-d values to r values, but in this case these represent the partial correlation:
> r | 95% CI
> -------------------
> 0.23 | [0.15, 0.31]
correlation::correlation(hardlyworking[, c("salary", "xtra_hours", "is_senior")],
include_factors = TRUE,
partial = TRUE
)[2, ]
> # Correlation Matrix (pearson-method)
>
> Parameter1 | Parameter2 | r | 95% CI | t(498) | p
> ------------------------------------------------------------------
> salary | is_senior | 0.23 | [0.15, 0.31] | 5.32 | < .001***
>
> p-value adjustment method: Holm (1979)
> Observations: 500
> [1] 0.229
In binomial regression (more specifically in logistic regression), Odds ratios (OR) are themselves measures of effect size; they indicate the expected change in the odds of a some event.
In some fields, it is common to dichotomize outcomes in order to be able to analyze them with logistic models. For example, if the outcome is the count of white blood cells, it can be more useful (medically) to predict the crossing of the threshold rather than the raw count itself. And so, where some scientists would maybe analyze the above data with a t-test and present Cohen’s d, others might analyze it with a logistic regression model on the dichotomized outcome, and present OR. So the question can be asked: given such a OR, what would Cohen’s d have been?
Fortunately, there is a formula to approximate this (Sánchez-Meca, Marı́n-Martı́nez, and Chacón-Moscoso 2003):
\[ d = log(OR) \times \frac{\sqrt{3}}{\pi} \]
which is implemented in the oddsratio_to_d()
function.
Let’s give it a try:
# 1. Set a threshold
thresh <- 22500
# 2. dichotomize the outcome
hardlyworking$salary_high <- hardlyworking$salary < thresh
# 3. Fit a logistic regression:
fit <- glm(salary_high ~ is_senior,
data = hardlyworking,
family = binomial()
)
parameters::model_parameters(fit)
> Parameter | Log-Odds | SE | 95% CI | z | p
> -----------------------------------------------------------------
> (Intercept) | 1.55 | 0.16 | [ 1.25, 1.87] | 9.86 | < .001
> is seniorTRUE | -1.22 | 0.21 | [-1.63, -0.82] | -5.86 | < .001
>
> Uncertainty intervals (profile-likelihood) and p-values (two-tailed)
> computed using a Wald z-distribution approximation.
>
> The model has a log- or logit-link. Consider using `exponentiate =
> TRUE` to interpret coefficients as ratios.
> [1] -0.673
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.