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Some additional remarks on statistical properties of Cohen’s d in the presence of covariates

Author

Listed:
  • Jürgen Groß

    (University of Hildesheim)

  • Annette Möller

    (Bielefeld University
    Helmholtz Centre for Infection Research (HZI))

Abstract

The size of the effect of the difference in two groups with respect to a variable of interest may be estimated by the classical Cohen’s d. A recently proposed generalized estimator allows conditioning on further independent variables within the framework of a linear regression model. In this note, it is demonstrated how unbiased estimation of the effect size parameter together with a corresponding standard error may be obtained based on the non-central t distribution. The portrayed estimator may be considered as a natural generalization of the unbiased Hedges’ g. In addition, confidence interval estimation for the unknown parameter is demonstrated by applying the so-called inversion confidence interval principle. The regarded properties collapse to already known ones in case of absence of any additional independent variables. The stated remarks are illustrated with a publicly available data set.

Suggested Citation

  • Jürgen Groß & Annette Möller, 2024. "Some additional remarks on statistical properties of Cohen’s d in the presence of covariates," Statistical Papers, Springer, vol. 65(6), pages 3971-3979, August.
    • Handle: RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-023-01527-9
    DOI: 10.1007/s00362-023-01527-9
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