effectsize: Estimation of Effect Size Indices and Standardized Parameters

In both theoretical and applied research, it is often of interest to assess the strength of an observed association. This is typically done to allow the judgment of the magnitude of an effect (especially when units of measurement are not meaningful, e.g., in the use of estimated latent variables; Bollen, 1989), to facilitate comparing between predictors’ importance within a given model, or both. Though some indices of effect size, such as the correlation coefficient (itself a standardized covariance coefficient) are readily available, other measures are often harder to obtain. effectsize is an R package (R Core Team, 2020) that fills this important gap, providing utilities for easily estimating a wide variety of standardized effect sizes (i.e., effect sizes that are not tied to the units of measurement of the variables of interest) and their confidence intervals (CIs), from a variety of statistical models. effectsize provides easy-to-use functions, with full documentation and explanation of the various effect sizes offered, and is also used by developers of other R packages as the back-end for effect size computation, such as parameters (Lüdecke et al., 2020), ggstatsplot (Patil, 2018), gtsummary (Sjoberg et al., 2020) and more.


Aims of the Package
In both theoretical and applied research, it is often of interest to assess the strength of an observed association. This is typically done to allow the judgment of the magnitude of an effect (especially when units of measurement are not meaningful, e.g., in the use of estimated latent variables; Bollen, 1989), to facilitate comparing between predictors' importance within a given model, or both. Though some indices of effect size, such as the correlation coefficient (itself a standardized covariance coefficient) are readily available, other measures are often harder to obtain. effectsize is an R package (R Core Team, 2020) that fills this important gap, providing utilities for easily estimating a wide variety of standardized effect sizes (i.e., effect sizes that are not tied to the units of measurement of the variables of interest) and their confidence intervals (CIs), from a variety of statistical models. effectsize provides easy-to-use functions, with full documentation and explanation of the various effect sizes offered, and is also used by developers of other R packages as the back-end for effect size computation, such as parameters (Lüdecke et al., 2020), ggstatsplot (Patil, 2018), gtsummary (Sjoberg et al., 2020) and more.

Comparison to Other Packages
effectsize's functionality is in part comparable to packages like lm.beta (Behrendt, 2014), MOTE (Buchanan et al., 2019), and MBESS (K. Kelley, 2020). Yet, there are some notable differences, e.g.: • lm.beta provides standardized regression coefficients for linear models, based on post-hoc model matrix standardization. However, the functionality is available only for a limited number of models (models inheriting from the lm class), whereas effectsize provides support for many types of models, including (generalized) linear mixed models, Bayesian models, and more. Additionally, in additional to post-hoc model matrix standardization, effectsize offers other methods of standardization (see below).
• Both MOTE and MBESS provide functions for computing effect sizes such as Cohen's d and effect sizes for ANOVAs (Cohen, 1988), and their confidence intervals. However, both require manual input of F -or t-statistics, degrees of freedom, and sums of squares for the computation the effect sizes, whereas effectsize can automatically extract this information from the provided models, thus allowing for better ease-of-use as well as reducing any potential for error.
• Finally, in base R, the function scale() can be used to standardize vectors, matrices and data frame, which can be used to standardize data prior to model fitting. The coefficients of a linear model fit on such data are in effect standardized regression coefficients. effectsize expands an this, allowing for robust standardization (using the median and the MAD, instead of the mean and SD), post-hoc parameter standardization, and more.

Examples of Features
effectsize provides various functions for extracting and estimating effect sizes and their confidence intervals (estimated using the noncentrality parameter method; Steiger, 2004). In this article, we provide basic usage examples for estimating some of the most common effect size. A comprehensive overview, including in-depth examples and a full list of features and functions, are accessible via a dedicated website (https://easystats.github.io/effectsize/).

Parameter and Model Standardization
Standardizing parameters (i.e., coefficients) can allow for their comparison within and between models, variables and studies. To this end, two functions are available: standardize(), which returns an updated model, re-fit with standardized data, and standardize_parameters(), which returns a   standardize_parameters() provides several standardization methods, such as robust standardization, or pseudo-standardized coefficients for (generalized) linear mixed models (Hoffman, 2015). A full review of these methods can be found in the Parameter and Model Standardization vignette.

Effect Sizes for ANOVAs
Unlike standardized parameters, the effect sizes reported in the context of ANOVAs (analysis of variance) or ANOVA-like tables represent the amount of variance explained by each of the model's terms, where each term can be represented by one or more parameters. eta_squa red() can produce such popular effect sizes as Eta-squared (η 2 ), its partial version (η 2 p ), as well as the generalized η 2 G (Cohen, 1988;Olejnik & Algina, 2003):   effectsize also offers ϵ 2 p (epsilon_squared()) and ω 2 p (omega_squared()), which are less biased estimates of the variance explained in the population (T. L. Kelley, 1935;Olejnik & Algina, 2003). For more details about the various effect size measures and their applications, see the Effect sizes for ANOVAs vignette.

Effect Size Conversion From Test Statistics
In many real world applications there are no straightforward ways of obtaining standardized effect sizes. However, it is possible to get approximations of most of the effect size indices (d, r, η 2 p …) with the use of test statistics (Friedman, 1982). These conversions are based on the idea that test statistics are a function of effect size and sample size (or more often of degrees of freedom). Thus it is possible to reverse-engineer indices of effect size from test statistics (F, t, χ 2 , and z).

Between Effect Sizes
For comparisons between different types of designs and analyses, it is useful to be able to convert between different types of effect sizes (d, r, Odds ratios and Risk ratios; Borenstein et al., 2009;Grant, 2014

Effect Size Interpretation
Finally, effectsize provides convenience functions to apply existing or custom interpretation rules of thumb, such as for instance Cohen's (1988). Although we strongly advocate for the cautious and parsimonious use of such judgment-replacing tools, we provide these functions to allow users and developers to explore and hopefully gain a deeper understanding of the relationship between data values and their interpretation. More information is available in the Automated Interpretation of Indices of Effect Size vignette.
interpret_d(c(0.02, 0.52, 0.86), rules = "cohen1988") #> [1] "very small" "medium" "large" #> (Rules: cohen1988) Licensing and Availability effectsize is licensed under the GNU General Public License (v3.0), with all source code stored at GitHub (https://github.com/easystats/effectsize), and with a corresponding issue tracker for bug reporting and feature enhancements. In the spirit of honest and open science, we encourage requests/tips for fixes, feature updates, as well as general questions and concerns via direct interaction with contributors and developers, by filing an issue. See the package's Contribution Guidelines.