A Note on Cohen’s d From a Partitioned Linear Regression Model
Jürgen Groß, Annette Möller
Abstract
Abstract In this note, we introduce a generalized formula for Cohen’s d under the presence of additional independent variables, providing a measure for the size of a possible effect concerning the size of a difference location effect of a variable in two groups. This is done by employing the so-called Frisch–Waugh–Lovell theorem in a partitioned linear regression model. The generalization is motivated by demonstrating the relationship to appropriate t and F statistics. Our discussion is further illustrated by inference about a publicly available data set.
Topics & Concepts
MathematicsGeneralizationLinear regressionMeasure (data warehouse)StatisticsInferenceRegression analysisLinear modelSet (abstract data type)Variable (mathematics)Applied mathematicsData setDiscrete mathematicsArtificial intelligenceData miningMathematical analysisComputer scienceProgramming languageAdvanced Statistical Methods and ModelsOptimal Experimental Design MethodsMulti-Criteria Decision Making