1 Significance and Meaningfulness Effect Size & Statistical Power 1. Effect Size 1 How “meaningful” is the significant difference? KNR 445 Statistics Effect sizes Slide 3 Significance vs. meaningfulness As sample size increases, likelihood of significant difference increases The fact that this sample size is buried down here in the denominator of the test statistic means that as n , p 0. So if your sample is big enough, it will generate significant results t 2 X1 X 2 SE X 1 X 2 SE X 1 X 2 SE X 1 SE X 1 SE X 2 SD s ample n KNR 445 Statistics Effect sizes Slide 4 Significance vs. meaningfulness As sample size increases, likelihood of significant difference increases So statistical difference does not always mean important difference What to do about this? Calculate a measure of the difference that is 1 standardized to be expressed in terms of the variability in the 2 samples, but independent of sample size = EFFECT SIZE KNR 445 Statistics Effect sizes Slide 5 Effect Size EFFECT SIZE - FORMULA 1 d X1 X 2 SD pooled 2 X1 X 2 SS 1 SS 2 n1 n 2 2 KNR 445 Statistics Effect sizes Slide 6 Effect Size EFFECT SIZE – from SPSS Using appendix B data set 2, and submitting DV salary to test of difference across gender, gives the following output (squashed here to fit): T-Test 1 Group Statistics SALAR Y SEX male N female Mean Std. Deviation Std. Error Mean 6 36833.33 19913.9817 8129.8490 6 32500.00 14110.2799 5760.4977 Independent Samples Test Levene's Test for Equality of Variances F SALAR Y Equal variances as sumed Equal variances not assumed Sig. .011 .918 t-tes t for Equality of Means t df Sig. (2-tailed) 95% C onfidence Interval of the Difference Mean Difference Std. Error Difference Lower Upper .435 10 .673 4333.3333 9963.8235 -17867.4 26534.12 .435 9.010 .674 4333.3333 9963.8235 -18202.6 26869.31 KNR 445 Statistics Effect sizes Slide 7 Effect Size 1 EFFECT SIZE – from SPSS T-Test Mean difference to use Group Statistics SALAR Y SEX male N Mean female Std. Deviation Std. Error Mean 6 36833.33 19913.9817 8129.8490 6 32500.00 14110.2799 5760.4977 SD’s to pool Independent Samples Test Levene's Test for Equality of Variances F SALAR Y Equal variances as sumed Equal variances not assumed Sig. .011 .918 t-tes t for Equality of Means t df Sig. (2-tailed) 95% C onfidence Interval of the Difference Mean Difference Std. Error Difference Lower Upper .435 10 .673 4333.3333 9963.8235 -17867.4 26534.12 .435 9.010 .674 4333.3333 9963.8235 -18202.6 26869.31 KNR 445 Statistics Effect sizes Slide 8 Effect Size EFFECT SIZE – from SPSS 1 SD est So… SS sample n 1 d 2 so SS sample ( n 1) SD sample 2 Mean diff ( n1 1)SD ( n 2 1)SD 2 1 n1 n 2 2 2 2 KNR 445 Statistics Effect sizes Slide 9 Effect Size EFFECT SIZE – from SPSS d 1 Mean diff ( n1 1)SD 1 ( n 2 1)SD 2 2 2 n1 n 2 2 Substituting… d 2 4333 . 33 ( 5)19913 . 98 ( 5)14110 . 28 2 10 2 KNR 445 Statistics Effect sizes Slide 10 Effect Size EFFECT SIZE – from SPSS d 4333 . 33 ( 5)19913 . 98 ( 5)14110 . 28 2 10 Calculating… 1 d 4333 . 33 17257 . 85 0 . 25 2 KNR 445 Statistics Effect sizes Slide 11 1 2 Effect Size From Cohen, 1988: d = .20 is small d = .50 is moderate d = .80 is large So our effect size of .25 is small, and concurs on this occasion with the insignificant result The finding is both insignificant and small (a pathetic, measly, piddling little difference of no consequence whatsoever – trivial and beneath us) 1 2 3 4 2. Statistical Power Maximizing the likelihood of significance KNR 445 Statistics Effect sizes Slide 13 Statistical Power The likelihood of getting a significant relationship when you should (i.e. when there is a relationship in reality) 1 Recall from truth table, power = 1 - Truth Table Reality (unknown) Null True Null False Accept Null Type II error (β) Reject Null Type I error (α) Power = 1 - β Decision (1- type II error) KNR 445 Statistics Effect sizes Slide 14 Factors Affecting Statistical Power The big ones: Effect size (bit obvious) 1 Select samples such that difference between them is maximized Combines the effects of sample SD (need to decrease) and mean difference (need to increase) 2 Sample size Most commonly discussed: as n increases, SEM decreases, and test statistic then increases KNR 445 Statistics Effect sizes Slide 15 1 Factors Affecting Statistical Power The others: Level of significance Smaller , less power Larger , more power 2 3 1-tailed vs. 2-tailed tests With good a priori info (i.e. research literature), selecting 1-tailed test increases power Dependent samples Correlation between samples reduces standard error, and thus increases test statistic KNR 445 Statistics Effect sizes Slide 16 1 Calculating sample size a priori 1. Specify effect size 2. Set desired level of power 3. Enter values for effect size and power in appropriate table, and generate desired sample size: Applet for calculating sample size based on above: http://www.stat.uiowa.edu/~rlenth/Power/ Applets for seeing power acting (and interacting) with sample size, effect size, etc… http://statman.stat.sc.edu/~west/applets/power.html http://acad.cgu.edu/wise/power/powerapplet1.html http://www.stat.sc.edu/%7Eogden/javahtml/power/power.html