Antti Arppe
2007-Mar-10 01:00 UTC
[R] H0 and H1 probabilities in Cohen's Effect Size w for X2 test
Dear all, I've been delighted to just notice that Cohen's formulas for Effect Size 'w' and the associated power have been implemented in the 'pwr' package (thanks to St?phane Champely and others).. There is one aspect, though, that perplexes me. I'm doing some last minute post hoc analyses, meaning that my sample size (N=3404) has been long fixed, and I'm interested in assessing the ES and Power after the fact.. As far as I can deduce from the implementation of the ES.w2 formula or Cohen's (1992) own article, it seems to me that the probabilities p(H0) and p(H1) would simply be the expected and observed absolute frequencies divided by the sample size N, in that the 'true' probablities are the observed proportions and the null probabilities the expected ones. If this is correct, then the effect size and the power statistics can naturally easily be calculated with the 'pwr' package. However, this entails that the noncentrality parameter lambda=N*w^2 is equal to the chi-squared statistic X^2.> observedp h m a X 119 64 36 37 Y 594 323 776 1455> expectedp h m a X 53.62162 29.10458 61.06698 112.2068 Y 659.37838 357.89542 750.93302 1379.7932> observed.pp h m a X 0.03495887 0.01880141 0.01057579 0.01086957 Y 0.17450059 0.09488837 0.22796710 0.42743831> expected.pp h m a X 0.01575253 0.008550112 0.01793977 0.03296322 Y 0.19370693 0.105139664 0.22060312 0.40534465> ES.w2(observed.p)[1] 0.2406104> ES.w1(expected.p,observed.p)[1] 0.2406104> pwr.chisq.test(w=ES.w1(expected.p,observed.p),N=3404,sig.level=.05,df=3) Chi squared power calculation w = 0.2406104 N = 3404 df = 3 sig.level = 0.05 power = 1 NOTE: N is the number of observations> lambda <- 3404*ES.w1(observed.p,expected.p)^2> lambda[1] 240.9289> pchisq(qchisq(p=.05,df=3,lower.tail=F),ncp=lambda,df=3,lower=F)[1] 1 Have I missed or misunderstood something here altogether? Should the alternative H0 probabilities be estimated by e.g. some sort of fitting? Any pointers, suggestions or assistance would be greatly appreciated. -Antti Arppe -- =====================================================================Antti Arppe - Master of Science (Engineering) Researcher & doctoral student (Linguistics) E-mail: antti.arppe at helsinki.fi WWW: http://www.ling.helsinki.fi/~aarppe ---------------------------------------------------------------------- Work: Department of General Linguistics, University of Helsinki Work address: P.O. Box 9 (Siltavuorenpenger 20 A) 00014 University of Helsinki, Finland Work telephone: +358 9 19129312 (int'l) 09-19129312 (in Finland) Work telefax: +358 9 19129307 (int'l) 09-19129307 (in Finland) ---------------------------------------------------------------------- Private address: Fleminginkatu 25 E 91, 00500 Helsinki, Finland Private telephone: +358 50 5909015 (int'l) 050-5909015 (in Finland) ----------------------------------------------------------------------