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effectsize (version 0.4.4)

effectsize-CIs: Confidence Intervals

Description

More information regarding Confidence Intervals and how they are computed in effectsize.

Arguments

Confidence Intervals

Unless stated otherwise, confidence intervals are estimated using the Noncentrality parameter method; These methods searches for a the best non-central parameters (ncps) of the noncentral t-, F- or Chi-squared distribution for the desired tail-probabilities, and then convert these ncps to the corresponding effect sizes. (See full effectsize-CIs for more.)

CI Contains Zero

For positive only effect sizes (Eta squared, Cramer's V, etc.; Effect sizes associated with Chi-squared and F distributions), special care should be taken when interpreting CIs with a lower bound equal to 0, and even more care should be taken when the upper bound is equal to 0 (Steiger, 2004; Morey et al., 2016). For example:

eta_squared(aov(mpg ~ factor(gear) + factor(cyl), mtcars[1:7, ]))

## Parameter    | Eta2 (partial) |       90% CI
## --------------------------------------------
## factor(gear) |           0.58 | [0.00, 0.84]
## factor(cyl)  |           0.46 | [0.00, 0.78]

CI Does Not Contain the Estimate

For very large sample sizes, the width of the CI can be smaller than the tolerance of the optimizer, resulting in CIs of width 0. This can also, result in the estimated CIs excluding the point estimate. For example:

chisq_to_cramers_v(13223.73, n = 76227, nrow = 6, ncol = 1)

## Cramer's V |       95% CI
## -------------------------
## 0.19       | [0.20, 0.20]

t_to_d(80, df_error = 4555555)

## d    |       95% CI
## -------------------
## 0.07 | [0.08, 0.08]

References

  • Morey, R. D., Hoekstra, R., Rouder, J. N., Lee, M. D., & Wagenmakers, E. J. (2016). The fallacy of placing confidence in confidence intervals. Psychonomic bulletin & review, 23(1), 103-123.

  • Steiger, J. H. (2004). Beyond the F test: Effect size confidence intervals and tests of close fit in the analysis of variance and contrast analysis. Psychological Methods, 9, 164-182.