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2Research methods

Effect size and confidence intervals

Effect size says how big a difference is; the p-value only says how surprising it would be under the null. With a large enough sample a clinically meaningless difference becomes statistically significant, so effect sizes and confidence intervals are reported alongside p.

Practice

11 questions

Level

Core

Reading time

3 min

Common effect sizes

Which one to report follows from the test:

  • Cohen’s d: the standardised mean difference. Roughly .2 small, .5 medium, .8 large (Lakens, 2013).
  • Pearson’s r: .1 small, .3 medium, .5 large. r² is the proportion of variance explained.
  • η² (eta squared), in ANOVA: the share of all the variance in the outcome that a factor explains.
  • Partial η²: the factor’s share once the variance other factors explain is set aside. It is never smaller than η², and compares only across similar designs (Lakens, 2013).
  • Odds ratio, risk ratio and number needed to treat: for categorical outcomes. The NNT is 1 ÷ the absolute risk reduction (Laupacis, Sackett and Roberts, 1988).

Worked example:From two means to Cohen’s d

  1. After a social anxiety group, members score a mean of 27 on an anxiety measure and people still on the waiting list 33. The pooled standard deviation is 12.
  2. Cohen’s d puts the gap between the two means in standard deviations:d = (33 − 27) ÷ 12 = 0.5
  3. Half a standard deviation: medium by Cohen’s rough benchmarks, though what counts as large depends on the field and the outcome.

Source: Lakens (2013), checked .

Confidence intervals

A 95% confidence interval is the range of values compatible with the data at that confidence level. Strictly, 95% of intervals constructed this way across repeated samples would contain the true population value. That is different from a 95% probability that the true value lies in this particular interval.

A confidence interval carries more information than a p-value because it shows both the estimate and its precision. A wide interval spanning zero tells you the study was uninformative; a narrow one close to zero tells you the effect is small.

Clinical against statistical significance

A statistically significant change of two points on a depression measure may be well below the minimal clinically important difference.

Worked example:Significant, and too small to matter

  1. A trial with 1,000 people in each arm finds a difference of 2 points on a depression measure. The standard deviation is 8.
  2. With so many people, the estimate is precise:SE = 8 × √(2 ÷ 1,000) = 0.36t = 2 ÷ 0.36 = 5.6, p < .001
  3. The 95% confidence interval:2 ± 1.96 × 0.36 = 1.3 to 2.7
  4. Suppose patients notice a change only from 5 points. The whole interval lies below that: statistically significant, and on average too small to matter to the people treated.

Source: Cochrane Handbook, chapter 15, checked .

Common mistakes

  • Reporting significance without effect size.
  • Interpreting Cohen’s benchmarks as fixed rather than field-dependent.
  • Saying a confidence interval has a 95% chance of containing the true value.

Sources

What to do next

  1. PracticeNext: Reliability and validityCore level, 3 min read.
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