Module 08

Effect Sizes & Power

Measuring practical significance and designing adequate studies

Beyond Statistical Significance

  • 01

    Effect Size

    Standardized measure of the magnitude of an effect

  • 02

    Statistical Power

    Probability of detecting an effect when it exists

  • 03

    Sample Size

    Number of observations needed for adequate power

  • 04

    Practical Significance

    Whether an effect is meaningful in the real world

01

What is Effect Size?

Interactive Effect Size Calculator

Effect Size Calculator
Cohen's d 0.50
Medium effect
0 0.2
Small
0.5
Medium
0.8
Large

Calculate Cohen's d effect size! Enter the means for two groups and the pooled standard deviation to see how large the effect is. The visualization shows two overlapping distributions—the more they separate, the larger the effect. Cohen's guidelines: 0.2 = small, 0.5 = medium, 0.8 = large.

Beyond P-Values

p = 0.03
Statistically Significant
But how big is the effect?
d = 0.15
Small Effect Size
Practical importance?

P-values tell you IF an effect exists, but not HOW BIG it is. With large samples, even tiny, meaningless differences become 'significant.' Effect sizes quantify the magnitude of effects, helping you judge practical importance.

Significance vs. Importance

Drug Trial Results (n = 100,000)
GroupRecovery RateDifference
Drug52.1%
p < 0.001
d = 0.04 (tiny)
Placebo50.0%
Highly significant but only 2.1% improvement - worth the side effects?

With 100,000 participants, a 2.1% difference is highly significant statistically. But is it clinically meaningful? Effect size helps answer this. A drug with side effects might need a larger benefit to be worthwhile.

Common Effect Size Measures

Cohen's d
Difference between means
d = (M1 - M2) / SD
r (correlation)
Relationship strength
-1 to +1
Odds Ratio (OR)
Categorical outcomes
OR = (a/b) / (c/d)
Eta-squared (η²)
Variance explained (ANOVA)
η² = SS_effect / SS_total

Different effect size measures suit different analyses. Cohen's d compares group means, correlation (r) measures relationships, odds ratios work for categorical outcomes, and eta-squared measures variance explained in ANOVA.

02

Cohen's d

Calculating Cohen's d

d = (M₁ - M₂) / SDpooled
Group 1 Mean
M₁ = 75
Group 2 Mean
M₂ = 70
Pooled SD
SD = 10
d = (75 - 70) / 10 = 0.50 (medium effect)

Cohen's d expresses the difference between two means in standard deviation units. A d of 0.50 means the groups differ by half a standard deviation. This standardization allows comparison across different studies and measures.

Cohen's Conventions

Small
d = 0.2
Medium
d = 0.5
Large
d = 0.8
Sized Value% OverlapInterpretation
Small0.285%Subtle, hard to notice
Medium0.567%Noticeable difference
Large0.853%Obvious difference

Jacob Cohen proposed these conventions: d=0.2 is small (hard to see with naked eye), d=0.5 is medium (visible), d=0.8 is large (obvious). But context matters - a 'small' effect might be important for life-saving interventions!

Overlapping Distributions

d = 0.5 (Medium Effect) 67% overlap M₁ M₂

With d=0.5, about 67% of the two distributions overlap. This means there's substantial overlap between groups - a randomly selected person from the higher-scoring group only beats someone from the lower group 64% of the time.

03

Statistical Power

Interactive Power Calculator

Statistical Power Calculator
0.50
50
Statistical Power (1-β) 70%
70% chance of detecting effect if it exists

Explore how power depends on effect size, sample size, and alpha! Adjust the sliders to see the power curve change. The red dot shows your current power level. Notice how power increases rapidly at first with larger n, then plateaus. The green dashed line marks the 80% power threshold.

What is Power?

Effect Exists
(H₁ true)
No Effect
(H₀ true)
Reject H₀
(p < .05)
Correct!
(Power = 1-β)
Type I Error
(α = 0.05)
Fail to reject H₀
(p ≥ .05)
Type II Error
(β)
Correct!
(1-α)
Power = 1 - β

Power is the probability of correctly rejecting H₀ when it's false - i.e., detecting a real effect. Low power means you might miss real effects (Type II error). The convention is to aim for power ≥ 0.80 (80%).

What Affects Power?

↑ Sample Size
More participants = more power
↑ Effect Size
Larger effects easier to detect
↑ Alpha (α)
Higher α = more power (but more Type I)
↓ Variability
Less noise = clearer signal

Four factors determine power: sample size, effect size, significance level (α), and variability. Since effect size and variability are often fixed, researchers typically adjust sample size to achieve desired power.

The Problem of Low Power

Study with Power = 0.30
70% Miss Effect
30% Detect Effect
Problem: If you DO find significance, it's likely an overestimate! Low-powered studies that reach significance tend to have inflated effect sizes.

Underpowered studies are problematic: they usually miss real effects, and when they do find significance, effects are often exaggerated. This contributes to the replication crisis in science.

Power Analysis Example

To detect a medium effect (d=0.5) with 80% power at α=0.05:
Test TypeN per groupTotal N
Independent t-test64128
Paired t-test3434
One-way ANOVA (3 groups)52156
Correlation-84

Power analysis calculates the sample size needed to detect an effect of a given size with specified power. For a medium effect (d=0.5), you typically need 64 participants per group for an independent t-test.

04

Sample Size Determination

Interactive Sample Size Calculator

Sample Size Calculator
0.50
80%
Required Sample Size (per group) 64
n ≈ 2 × (zα/2 + zβ)² / d²

Calculate the sample size you need! Set your expected effect size, desired power, and significance level to see the required n per group. Notice how smaller effect sizes require much larger samples. This is why pilot studies and effect size estimates are crucial for planning research.

Planning Sample Size

Inputs for Sample Size Calculation
Expected Effect Size
d = 0.5
Desired Power
1-β = 0.80
Significance Level
α = 0.05
Test Type
Two-tailed t-test
Required Sample Size:
n = 64 per group

A priori power analysis determines sample size BEFORE data collection. You specify: (1) expected effect size (from pilot or literature), (2) desired power (usually 80%), (3) alpha level (usually 0.05), and (4) test type.

Minimum Detectable Effect

With n = 30 per group, α = 0.05, power = 0.80
Minimum Detectable Effect Size:
d = 0.74
This sample can only reliably detect large effects. If the true effect is medium (d=0.5), you have only 47% chance of detecting it.

Sensitivity analysis asks: given my fixed sample size, what's the smallest effect I can detect with adequate power? Useful when sample size is constrained by budget or available participants.

Achieved Power

After Study: n=50 per group, d=0.35
Achieved Power:
53%
Warning: Post-hoc power using observed effect size is controversial! If p > 0.05, calculated power is always low (that's tautological). Better to report confidence intervals.

Post-hoc power calculates achieved power after a study. But it's controversial because it's mathematically tied to the p-value - a non-significant result will always show low post-hoc power. Confidence intervals are more informative.

05

Other Effect Size Measures

r as Effect Size

Sizer Valuer² (Variance)Example
Small0.101%Height & IQ
Medium0.309%Income & education
Large0.5025%Height & weight
r² tells you the proportion of variance explained

Correlation (r) is itself an effect size measure. Cohen's conventions: r=0.10 small, r=0.30 medium, r=0.50 large. Note that r² (variance explained) is small even for 'large' correlations - r=0.50 means only 25% shared variance!

η² and Partial η²

Eta-squared (η²)
η² = SS_effect / SS_total
Proportion of total variance
Partial η²
η²ₚ = SS_effect / (SS_effect + SS_error)
Effect relative to error
Sizeη²Partial η²
Small0.010.01
Medium0.060.06
Large0.140.14

For ANOVA, eta-squared (η²) measures variance explained by the effect. Partial η² divides by effect + error variance, ignoring other factors. Partial η² is larger and more commonly reported, but can be misleading in complex designs.

Effect Sizes for Categorical Data

RecoveredNot Recovered
Treatment8020
Control5050
Odds Ratio:
OR = (80/20) / (50/50) = 4.0
Treatment group has 4x higher odds of recovery

The odds ratio compares odds of an outcome between groups. OR=1 means no effect, OR>1 means higher odds in the first group. For rare outcomes, OR approximates relative risk. OR=4.0 is generally considered a large effect.

★

Real-World Examples

Apply your knowledge to practical scenarios

01

Antidepressant Clinical Trial

A pharmaceutical company tests a new antidepressant. With 5,000 participants, they find p < 0.001. However, the drug reduces depression scores by only 2 points on a 0-100 scale (d = 0.15). The control group improves by 8 points, the drug group by 10 points.

Sample Data
{
  "control_improvement": 8,
  "drug_improvement": 10,
  "difference": 2,
  "p_value": "< 0.001",
  "cohens_d": 0.15,
  "sample_size": 5000
}
Q Why is this result statistically significant but potentially not clinically meaningful? +
A The huge sample size (n=5000) gives enough power to detect even tiny effects. A 2-point difference on a 100-point scale is unlikely to be noticeable to patients, even though it's statistically reliable.
Q What would you recommend to the FDA about this drug? +
A Consider whether the 2-point benefit justifies potential side effects and costs. A drug with this small effect might not be worth approving unless it has other advantages (fewer side effects, different mechanism for non-responders).
Key Insights
  • Statistical significance doesn't equal clinical significance
  • Always report effect sizes alongside p-values
  • Large samples can make trivial effects 'significant'
02

Educational Intervention Planning

A school district wants to evaluate a new math tutoring program. Previous research suggests tutoring programs typically produce effects of d = 0.40. They want 80% power to detect this effect at α = 0.05 using a two-sample t-test.

Sample Data
{
  "expected_effect": "d = 0.40",
  "desired_power": 0.8,
  "alpha": 0.05,
  "test": "Independent t-test",
  "calculated_n_per_group": 100,
  "total_n": 200
}
Q How many students are needed per group? +
A For d = 0.40 with 80% power and α = 0.05, you need approximately 100 students per group (200 total). Use G*Power or similar software to calculate exact numbers.
Q What if they can only recruit 50 students per group? +
A With n = 50 per group, you'd have only about 50% power to detect d = 0.40. Either accept higher risk of missing the effect, or only proceed if you expect a larger effect (d = 0.57 or higher for 80% power).
Key Insights
  • Power analysis should be done before data collection
  • Smaller expected effects require larger samples
  • Underpowered studies risk missing real effects
03

Website A/B Test Power

An e-commerce company wants to test a new checkout design. Current conversion rate is 3%. They want to detect a 0.5 percentage point increase (to 3.5%) - a 17% relative improvement. They get 100,000 visitors per week.

Sample Data
{
  "baseline_conversion": "3.0%",
  "target_conversion": "3.5%",
  "relative_lift": "17%",
  "weekly_traffic": 100000,
  "required_sample_per_variant": 15000,
  "test_duration": "~2 days"
}
Q Why might such a small absolute difference matter? +
A With 100,000 weekly visitors, 0.5% more conversions = 500 extra purchases per week. At $50 average order, that's $25,000/week or $1.3M/year. Small percentages matter at scale!
Q What happens if they stop the test early after seeing p = 0.03? +
A Early stopping inflates false positive rates ('peeking problem'). A result that looks significant mid-test often disappears with more data. Use sequential testing methods or pre-commit to a sample size.
Key Insights
  • Business impact depends on both effect size and scale
  • Pre-register sample size to avoid peeking problems
  • Small effects can have large business value at scale
?

Effect Sizes & Power Quiz

Test your understanding • Passing score: 70%

0 of 10 answered
Q1 multiple-choice

A study finds p = 0.001 with d = 0.08. What's the best interpretation?

Explanation: A p-value of 0.001 indicates statistical significance, but d = 0.08 is a tiny effect (well below Cohen's 'small' convention of 0.2). This likely occurred because of a very large sample size.
Q2 multiple-choice

According to Cohen's conventions, what is considered a 'medium' effect size for d?

Explanation: Cohen's conventions: d = 0.2 is small, d = 0.5 is medium, and d = 0.8 is large. A medium effect is noticeable but not obvious.
Q3 multiple-choice

If power = 0.80 and α = 0.05, what is the probability of a Type II error?

Explanation: Power = 1 - β, where β is the Type II error rate. If power = 0.80, then β = 0.20 (20% chance of missing a real effect).
Q4 multiple-choice

Which factor does NOT affect statistical power?

Explanation: Power depends on sample size, effect size, alpha level, and variability. The name of the test doesn't matter - what matters is the test's efficiency for your data type.
Q5 multiple-choice

A study has n = 20 per group and finds p = 0.08. The researcher calculates post-hoc power = 0.45. What should you conclude?

Explanation: Post-hoc power calculated from observed effect sizes is mathematically tied to the p-value - it's always low when p > α. This is tautological and uninformative. Confidence intervals around the effect size are more useful.
Q6 multiple-choice

For an independent samples t-test with d = 0.5, α = 0.05, and power = 0.80, approximately how many participants per group are needed?

Explanation: For a medium effect (d = 0.5) with 80% power at α = 0.05, you need about 64 participants per group (128 total) for an independent t-test.
Q7 multiple-choice

Which effect size measure is most appropriate for ANOVA?

Explanation: Eta-squared (η²) or partial eta-squared measures the proportion of variance explained by a factor in ANOVA. Cohen's d is for comparing two means, r for correlations, and odds ratios for categorical outcomes.
Q8 multiple-choice

If r = 0.30, what percentage of variance is shared between the two variables?

Explanation: The coefficient of determination r² gives shared variance. r² = 0.30² = 0.09 = 9%. Even a 'medium' correlation explains only 9% of variance!
Q9 multiple-choice

An odds ratio of 1.0 indicates:

Explanation: OR = 1.0 means the odds are equal in both groups - no effect. OR > 1 means higher odds in the first group, OR < 1 means lower odds.
Q10 multiple-choice

Why might a researcher prefer η² over partial η² in a factorial ANOVA?

Explanation: η² expresses effect relative to total variance (all factors + error), giving a more conservative estimate of effect size. Partial η² can be inflated in complex designs because it ignores variance from other factors.

Quiz Results

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