Cohens Effect Size 1

Confidence Intervals for Cohens Effect Size

by


James Algina
University of Florida


and

H. J. Keselman
University of Manitoba
Cohens Effect Size 2
Abstract
We investigated coverage probability for confidence intervals for Cohens effect size and
a variant of Cohens effect size constructed by replacing least square parameters by robust
parameters (means by 20% trimmed means and variances by Winsorized variances). We
investigated confidence intervals constructed by using the noncentral t distribution and the
percentile bootstrap. Our results indicated that when data are nonnormal, coverage probability
for Cohens effect size could be inadequate for both methods of constructing confidence
intervals. Using either method, coverage probability was better for the robust effect size. Over
the range of distributions and effect sizes included in the study, coverage probability was best for
the percentile bootstrap confidence interval.
Cohens Effect Size 3

Confidence Intervals for Cohens Effect Size
Since at least the 60s, some methodologists (e.g., Cohen, 1965; Hays, 1963) have
recommended reporting an effect size in addition to (or, in some cases, in place of) hypothesis
tests. In perhaps the past 15 years or so, there has been renewed emphasis on reporting effect
sizes (ESs) because of editorial policies requiring ESs (e.g., Murphy, 1997; Thompson, 1994)
and official support for the practice. According to The Publication Manual of the American
Psychological Association (2001) it is almost always necessary to include some index of ES or
strength of relationship in your Results section. (p.25). The practice of reporting ESs has also
received support from the APA Task Force on Statistical Inference (Wilkinson and the Task
Force on Statistical Inference, 1999). An interest in reporting confidence intervals (CIs) for ESs
has accompanied the emphasis on ESs. Cumming and Finch (2001), for example, presented a
primer of CIs for ESs. Bird (2002) presented software for calculating approximate CIs for a wide
variety of ANOVA designs.
One of the most commonly reported ESs is Cohens d:

2 1
Y Y
d
S

where
j
Y is the mean for the jth level 1, 2 j and S is the square root of the pooled variance,
which we refer to as the pooled standard deviation.
1
The number of observations in a level is
denoted by
j
n
1 2
N n n . Cohens d estimates
2 1

where
j
is the population mean for the jth level and is the population standard deviation,
assumed to be equal for both levels.

Cohens Effect Size 4
It is known (see, for example, Cumming & Finch, 2001 or Steiger & Fouladi, 1997) that
when the sample data are drawn from normal distributions, the variances of the two populations
are equal, and the scores are independently distributed, an exact CI for the population ES
i.e., can be constructed by using the noncentral t distribution. Figure 1 presents a central and
noncentral t distribution. The distribution of the right is an example of a noncentral t distribution
and is the sampling distribution of the t statistic when is not equal to zero. It has two
parameters. The first is the familiar degrees of freedom and is 2 N in our context. The second
is the noncentrality parameter

1 2 2 1 1 2
1 2 1 2
n n n n
n n n n
.
The noncentrality parameter controls the location of the noncentral t distribution. In fact, the
mean of the noncentral t distribution is approximately equal to (Hedges, 1981), with the
accuracy of the approximation improving as N increases. The central t distribution, the sampling
distribution of the t statistic when 0, is the special case of the noncentral t distribution that
occurs when , and therefore, are zero.
To find a 95% (for example) CI for , we first use the noncentral t distribution to find a
95% CI for . Then multiplying the limits of the interval for by
1 2 1 2
n n n n a 95% CI
for is obtained. The lower limit of the 95% CI for is the noncentrality parameter for the
noncentral t distribution in which the calculated t statistic
1 2 2 1
1 2
n n Y Y
t
n n S

is the .975 quantile. The upper limit of the 95% interval for is the noncentrality parameter for
the noncentral t distribution in which the calculated t statistic is the .025 quantile of the
Cohens Effect Size 5
distribution (see Steiger & Fouladi, 1997). Means and standard deviations for an example are
provided in Table 1. Calculations show that .97 d and 3.14 t . The t statistic, along with two
noncentral t distributions, is depicted in Figure 2. As Figure 2, indicates, if 5.21, then
3.14 t is the .025 percentile. Therefore the upper limit of the CI for is 5.21. If 1.05 then
3.14 t is the .975 percentile and the lower limit of the CI for is 1.05. Multiplying both limits
by
1 2 1 2
n n n n , .32 and 1.61 are obtained as the lower and upper limits, respectively, for a
95% CI for .
The use of the noncentral t distribution is based on the assumption that the data are drawn
from normal distributions. If this assumption is violated, there is no guarantee that the actual
probability coverage for the interval will match the nominal probability coverage. In addition, as
pointed out by Wilcox and Keselman (2003), when data are not normal the usual least squares
means and standard deviations can be misleading because these statistics are affected by skewed
data and by outliers. A better strategy is to replace the least square estimators by robust
estimators, such as trimmed means and Winsorized variances. To calculate a trimmed mean,
simply remove an a priori determined percentage of the observations and compute the mean from
the remaining observations. If the target percentage to be removed is 2 p , then number of
observations removed from each tail of the distribution is the integer that is just smaller than
j
p n . Denote this integer by
j
g . The smallest
j
g observations are removed, as are the largest
j
g observations. We denote a trimmed mean by
tj
Y and refer to it as the p% trimmed mean. To
calculate a Winsorised variance, the smallest non-trimmed score replaces the scores trimmed
from the lower tail of the distribution and the largest non-trimmed score replaces the
observations removed from the upper tail. The non-trimmed and replaced scores are called
Winsorized scores. A Winsorized mean is calculated by applying the usual formula for the mean
Cohens Effect Size 6
to the Winsorized scores and a Winsorized variance is calculated as the sum of squared
deviations of Winsorized scores from the Winsorized mean divided by 1 n . The Winsorized
variance is used because it can be shown that the standard error of a trimmed mean is a function
of the Winsorized variance. We denote a Winsorized variance by
2
j
W
S . A common trimming
percentage is 20%. See Wilcox (2003) for a justification of 20% trimming and formulas
corresponding to our verbal descriptions of the trimmed mean and Winsorized variance.
When trimmed means and Winsorised variances are used, we propose using the ES

2 1
.4129
t t
R
w
Y Y
d
S
,
which is a robust ES.
2
In
R
d ,
W
S is the square root of the pooled Winsorized variance
2 2
2 1 2 2 2
1 1
2
W W
W
n S n S
S
N

and .4129 is the population Winsorized variance for a standard normal distribution. The
population robust ES is
2 1
.4129
t t
R
W

where
tj
is the population trimmed mean for the jth level and
W
is the square root of the
population Winsorized variance, which is assumed to be equal for the two groups. Including
.4129 in the definition of the robust effect ensures that
R
when the data are drawn from
normal distributions with equal variances. Trimmed means are used in
R
because outliers have
much less influence on trimmed means than on the usual means. The Winsorized variance is
used because the sample Winsorized variance is used in hypothesis testing based on trimmed
Cohens Effect Size 7
means. We also thought it was important to investigate the robustness of
R
because many
authors subscribe to the position that inferences pertaining to robust parameters are more
valid than inferences pertaining to the usual least squares parameters when dealing with
populations that are nonnormal (e.g., Hampel, Ronchetti, Rousseeuw & Stahel, 1986; Huber,
1981; Staudte & Sheater, 1990).
A CI for
R
can also be constructed by using the noncentral t distribution. To do so
replace the usual t statistic by the statistic due to Yuen and Dixon (1973)
2 1 1 2
1 2
t t
R
Y Y h h
t
h h S

where 2
j j j
h n g and
2
2
1 2
2
2
W
N S
S
h h
.
Note that
j
h is the number of observation remaining after trimming. The degrees of freedom for
R
t are
1 2
2 h h . Once lower and upper limits of the CI for the noncentrality parameter are
found, multiplying by

1 2
1 2 1 2
2
.4129
2
h h N
h h h h

converts the limits into an interval for
R
.
Study 1
We investigated the robustness of the noncentral t distribution-based CIs for and
R
to
sampling from nonnormal distributions.
Method
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Probability coverage was estimated for all combinations of the following three factors:
population distribution (four cases from the family of g and h distributions), sample size:
1 2
20 n n to 100 in steps of 20, and population ESs and
R
: 0 and .2 to 1.4 in steps of .3.
The nominal confidence level for all intervals was .95 and each condition was replicated 5000
times.
The data were generated from the g and h distribution (Hoaglin, 1985). Specifically, we
chose to investigate four g and h distributions: (a) 0 g h , the standard normal distribution
1 2
0 , (b) .76 g and .098 h , a distribution with skew and kurtosis equal to that for
an exponential distribution
1 2
2, 6 , (c) 0 g and .225 h
1 2
0 and 154.84 ,
and (d) .225 g and .225 h (
1
4.90 and
2
4673.80). The coefficient
1
is a measure
of skew and
2
is a measure of kurtosis. As indicated in the description of the first distribution, a
normal distribution has
1 2
0 . Distributions with positive skew typically have
1
0 and
distributions with negative skew typically have
1
0. Short-tailed distributions, such as a
uniform distribution, typically have
2
0 and long-tailed distributions, such as a t distribution,
typically have
2
0. The three nonnormal distributions are quite strongly nonnormal. We
selected these because we wanted to find whether the CIs would work well over a wide range of
distributions, not merely with distributions that are nearly normal.
To generate data from a g and h distribution, standard unit normal variables
ij
Z were
converted to g and h distributed random variables via

2
exp 1
exp
2
ij ij
ij
gZ hZ
Y
g

when both g and h were non-zero. When g was zero
Cohens Effect Size 9
2
exp
2
ij
ij ij
hZ
Y Z .
The
ij
Z scores were generated by using RANNOR in SAS (SAS, 1999). For simulated
participants in treatment 2, the
2 i
Y scores were transformed to

2 i
Y . (1)
These transformed scores were used in the CI for . For the CI for
R
, the
2 i
Y scores were
transformed to

2
.4129
W
i
Y . (2)
This method of generating the scores in treatment 2 resulted in
R
. It should be noted that if
we had used equation (1) to generate the scores used to calculate CIs for
R
then
R
would not
have been equal to . We also investigated the CI for
R
using the
2 i
Y scores obtained by
equation (1). In these investigations,
R
. The general pattern of results was the same in the
two sets of conditions.
Results
Estimated coverage probabilities for all conditions in Study 1 are reported in Table 2.
When 0 g h , that is when the data were sampled from normal distributions, both CIs had
excellent coverage probability. When the data were sampled from nonnormal distributions, both
CIs had excellent coverage probability provided the population ES was equal to or less than .20.
However, as the population ES increased, coverage probability became less adequate. This
decline in adequacy occurred at smaller values of than for
R
and was more extreme for
than for
R
, but clearly both CIs degraded as the population ES increased. Nevertheless, across
Cohens Effect Size 10
all distributions, coverage probabilities for the CI on
R
were between approximately .93 and .96
when
R
.80 and thus provided reasonable coverage probability under some conditions.
Study 2
The evidence from Study 1 indicates that using the noncentral t distribution for CIs for
or
R
, when sampling from nonnormal distributions, can result in coverage probabilities that are
not equal to the nominal confidence coefficient. An alternative procedure for constructing CIs is
to use the bootstrap. We investigated using the percentile bootstrap to construct CIs for and
R
.
Method
We used the same design as in Study 1. The number of bootstrap replications was 600.
To apply the percentile bootstrap the following steps were competed 600 times within each
replication of a condition. First, a sample of size
1
n was randomly selected with replacement
from the scores for the first group. Second, a sample of size
2
n was randomly selected with
replacement from the scores for the second group. These two samples were combined to form a
bootstrap sample. Third, the ES (i.e., either

or

R
) was calculated from the bootstrap sample.
Fourth, the 600 ES estimates were ranked from low to high. The lower limit of the CI was
determined by finding the 15
th
estimate in the rank order [i.e. the .025 (600)
th
estimate]; the
upper limit was determined by finding the 585
th
estimate [i.e. the .975 (600)
th
estimate].
Results
Table 3 contains estimated coverage probabilities for percentile bootstrap intervals of
and
R
for all conditions in Study 2. The results indicate that the CI for performed much less
adequately than did the CI for
R
. In particular, coverage probability for the former CI could be
Cohens Effect Size 11
quite poor when the data were nonnormal. Coverage probabilities for the CI for
R
ranged form
.942 to .971 and were, therefore, near the nominal .95 value for all distributions. This interval
exhibited a tendency to increase as
R
increased, but appeared to be largely unaffected by the
distribution.
Additional Comparisons of CIs for
R

Comparison of Interval Widths for CIs for
R
. Study 1 and Study 2 indicated that, when
data are nonnormal, probability coverage for can be quite poor for both noncentral t
distribution based CIs and percentile bootstrap CIs. When the data were nonnormal, probability
coverage for the noncentral t distribution-based CI for
R
was adequate when .80
R
and was
adequate under some conditions when .80
R
. Probability coverage for the percentile bootstrap
CI for
R
was good for all conditions investigated. Since probability coverage for both types of
CIs for
R
is adequate in some conditions, it is important to compare the width of the two types
of intervals. Average widths for the two types are reported in Table 4 and show that, in general,
the width of the noncentral t distribution-based CI is shorter. The width advantage for the
noncentral t distribution-based was larger with smaller sample sizes and larger values for
R
.
Power. For each condition we determined the proportion of times that the intervals for
R
did not contain zero. These proportions estimate the power for tests of the hypothesis
0
: 0
R
H against the non-directional alternative and are reported in Table 5. Typically, but not
always, the CI based on the noncentral t distribution is estimated to have more power than the
percentile bootstrap CI. However, the estimated power differences were very small.
Cohens Effect Size 12
Discussion
Although the need to report ESs is becoming more widely acknowledged and interest in
confidence intervals for ESs is increasing, little appears to be known about the robustness of CIs
for ESs. Our research indicates that noncentral t distribution-based CIs for Cohens ES i.e.,
and for a robust version of Cohens ES i.e.,
R
may not have adequate coverage probability
when the data are sampled from nonnormal distributions. However, the difference between the
nominal confidence level and the empirical coverage probability tended to be much smaller for
the CI on
R
and, depending on ones tolerance for this difference, one might regard the coverage
probability as adequate, particularly when .80
R
.
As a result of the performance of the noncentral t distribution-based CIs, we investigated
whether CIs constructed by using the percentile bootstrap would have adequate coverage
probability. The results indicated that percentile bootstrap CIs for might not have adequate
coverage probability when data are nonnormal. By contrast, percentile bootstrap CIs for
R
had
adequate coverage probability for the three nonnormal distributions we investigated. Perhaps
most important, the coverage probabilities were adequate for the full range of ESs investigated,
rather than just for .80
R
.
Although percentile bootstrap CIs for
R
had better coverage probability than did the
noncentral t distribution-based CI, the latter confidence interval was shorter. Thus, some might
argue that additional simulations are needed to determine the conditions under which the two CIs
maintain probability coverage close to the nominal level in order provide a basis for selecting the
CI most appropriate for their data. Unfortunately, visual inspection of ones data can be
misleading with respect to the degree of nonnormality. In Figure 7.1, Wilcox (2001), for
Cohens Effect Size 13
example, provides a graph of a distribution of very long-tailed distribution that is almost
indistinguishable from a graph of the normal distribution. Estimates of measures of skew and
kurtosis can be misleading because these estimates tend to have large standard errors unless the
sample size is very large. In addition, our results suggest that the size of
R
, in part, determines
which of the two CIs has better coverage probability. Clearly, researchers will only have an
estimate of
R
and it is not clear how valid the estimate will be as a guide to selecting between
the two CI methods. Our point of view is that we should try to find a CI that has good
probability coverage over a wide range of distributions and values for
R
. In fact this point of
view motivated studying distributions that were strongly nonnormal. Since the percentile
bootstrap CI for
R
best met this criterion, we recommend this confidence interval from among
the four we investigated.
Cohens Effect Size 14
Footnotes
1. Other, less popular, measures of ES have been proposed by Hedges and Olkin (1985),
Kraemer and Andrews (1982), McGraw and Wong (1992), Vargha and Delaney (2000), Cliff
(1993, 1996) and Wilcox and Muska (1999) [see Hogarty & Kromrey (2001) for the definitions
of these procedures].
2. Hogarty and Kromrey (2001) suggested a robust statistic of ES similar to the one we present.
Cohens Effect Size 15
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Cohens Effect Size 16
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Table 1
Example Means and Standard Deviations
Group
j
Y
j
S
1 28.5 4.6
2 33.8 6.2
Note.
1 2
21 n n
Cohens Effect Size 19
Table 2

Estimated Coverage Probabilities for Nominal 95% Noncentral t Distribution-Based Confidence
Intervals for and
R

0 g h 0 g , .225 h .76 g , .098 h .225 g , .225 h
R

1 2
n n

R




R





R





R


0.00 20 0.949 0.949 0.955 0.952 0.951 0.951 0.952 0.953
40 0.950 0.944 0.955 0.955 0.951 0.953 0.955 0.954
60 0.949 0.951 0.947 0.950 0.945 0.950 0.955 0.948
80 0.950 0.948 0.954 0.952 0.949 0.956 0.951 0.954
100 0.946 0.948 0.955 0.956 0.948 0.945 0.949 0.951
0.20 20 0.949 0.949 0.947 0.951 0.950 0.953 0.954 0.951
40 0.950 0.948 0.950 0.952 0.954 0.945 0.954 0.946
60 0.946 0.947 0.950 0.951 0.954 0.953 0.949 0.951
80 0.950 0.947 0.953 0.952 0.950 0.954 0.943 0.945
100 0.947 0.945 0.952 0.950 0.956 0.952 0.942 0.954
0.50 20 0.949 0.948 0.939 0.947 0.944 0.949 0.930 0.947
40 0.951 0.949 0.935 0.947 0.940 0.943 0.921 0.944
60 0.951 0.951 0.927 0.945 0.941 0.948 0.915 0.945
80 0.948 0.951 0.930 0.948 0.944 0.945 0.918 0.940
100 0.949 0.945 0.925 0.945 0.938 0.946 0.907 0.949
0.80 20 0.948 0.944 0.910 0.940 0.931 0.937 0.899 0.946
40 0.955 0.943 0.903 0.937 0.929 0.937 0.875 0.941
60 0.961 0.955 0.895 0.939 0.923 0.933 0.872 0.939
80 0.942 0.944 0.903 0.947 0.925 0.935 0.861 0.943
100 0.954 0.951 0.892 0.943 0.925 0.939 0.854 0.933
1.10 20 0.950 0.948 0.889 0.937 0.904 0.925 0.853 0.936
40 0.951 0.945 0.872 0.938 0.909 0.923 0.838 0.930
60 0.950 0.945 0.849 0.932 0.912 0.926 0.812 0.928
80 0.951 0.940 0.850 0.934 0.896 0.914 0.804 0.932
100 0.948 0.945 0.851 0.938 0.904 0.926 0.785 0.939
Cohens Effect Size 20
Table 2 (Continued)

0 g h 0 g , .225 h .76 g , .098 h .225 g , .225 h
R

1 2
n n

R


R


R


R

1.40 20 0.954 0.946 0.857 0.926 0.887 0.915 0.822 0.925
40 0.954 0.937 0.841 0.934 0.883 0.907 0.787 0.929
60 0.945 0.945 0.822 0.930 0.879 0.914 0.761 0.928
80 0.948 0.941 0.816 0.934 0.882 0.907 0.748 0.930
100 0.948 0.945 0.805 0.927 0.880 0.915 0.736 0.923
Cohens Effect Size 21


Table 3

Estimated Coverage Probabilities for Nominal 95% Confidence Bootstrap CIs for and
R
0 g h 0 g , .225 h .76 g , .098 h .225 g , .225 h
R

1 2
n n

R


R


R


R

0.00 20 0.938 0.951 0.924 0.954 0.924 0.946 0.922 0.954
40 0.940 0.945 0.938 0.953 0.936 0.950 0.938 0.954
60 0.945 0.950 0.934 0.951 0.935 0.948 0.939 0.947
80 0.945 0.948 0.943 0.950 0.938 0.955 0.937 0.951
100 0.942 0.947 0.945 0.953 0.942 0.945 0.937 0.949
0.20 20 0.935 0.954 0.919 0.953 0.921 0.950 0.919 0.950
40 0.940 0.947 0.936 0.952 0.939 0.950 0.936 0.950
60 0.939 0.946 0.936 0.951 0.946 0.950 0.937 0.952
80 0.945 0.946 0.944 0.952 0.944 0.949 0.933 0.946
100 0.944 0.947 0.943 0.952 0.947 0.950 0.934 0.952
0.50 20 0.934 0.955 0.902 0.953 0.908 0.954 0.882 0.955
40 0.941 0.951 0.922 0.952 0.925 0.950 0.902 0.952
60 0.946 0.954 0.920 0.952 0.933 0.954 0.907 0.951
80 0.944 0.951 0.922 0.951 0.937 0.953 0.919 0.948
100 0.946 0.946 0.928 0.947 0.935 0.952 0.916 0.953
0.80 20 0.928 0.954 0.870 0.958 0.885 0.957 0.843 0.962
40 0.944 0.953 0.888 0.952 0.913 0.955 0.863 0.957
60 0.953 0.958 0.899 0.950 0.917 0.949 0.877 0.952
80 0.938 0.9466 0.911 0.957 0.926 0.950 0.880 0.954
100 0.950 0.955 0.907 0.951 0.929 0.953 0.875 0.948
1.10 20 0.926 0.961 0.837 0.965 0.860 0.962 0.803 0.966
40 0.938 0.957 0.872 0.958 0.896 0.960 0.831 0.959
60 0.939 0.954 0.873 0.956 0.914 0.957 0.835 0.950
80 0.944 0.952 0.891 0.952 0.914 0.948 0.880 0.954
100 0.944 0.955 0.894 0.958 0.923 0.957 0.847 0.959
Cohens Effect Size 22

Table 3 (Continued)


0 g h 0 g , .225 h .76 g , .098 h .225 g , .225 h
R

1 2
n n

R


R


R


R

1.40 20 0.918 0.966 0.813 0.972 0.840 0.968 0.765 0.969
40 0.938 0.956 0.857 0.966 0.889 0.960 0.798 0.964
60 0.936 0.957 0.858 0.963 0.897 0.964 0.814 0.964
80 0.942 0.957 0.870 0.959 0.912 0.956 0.821 0.961
100 0.942 0.954 0.875 0.957 0.914 0.959 0.828 0.958
Cohens Effect Size 23
Table 4

Average Width of Noncentral t Distribution-Based (NCT) and percentile bootstrap (BOOT) CIs
for
R


0 g h 0 g , .225 h .76 g , .098 h .225 g , .225 h
R

1 2
n n
NCT

BOOT NCT

BOOT NCT

BOOT NCT

BOOT
0.00 20 1.368 1.513 1.368 1.468 1.368 1.470 1.367 1.463
40 0.952 0.995 0.952 0.979 0.952 0.973 0.952 0.976
60 0.774 0.795 0.774 0.787 0.774 0.782 0.774 0.786
80 0.668 0.682 0.668 0.676 0.668 0.673 0.668 0.675
100 0.597 0.606 0.597 0.603 0.597 0.601 0.597 0.601
0.20 20 1.373 1.516 1.374 1.482 1.373 1.484 1.373 1.481
40 0.956 0.999 0.956 0.986 0.956 0.984 0.956 0.984
60 0.777 0.799 0.776 0.793 0.776 0.789 0.776 0.791
80 0.671 0.685 0.671 0.681 0.671 0.680 0.671 0.681
100 0.599 0.609 0.599 0.606 0.599 0.606 0.599 0.606
0.50 20 1.404 1.571 1.401 1.549 1.405 1.578 1.403 1.548
40 0.975 1.028 0.974 1.023 0.975 1.041 0.975 1.027
60 0.792 0.820 0.792 0.821 0.792 0.831 0.792 0.824
80 0.684 0.703 0.684 0.705 0.684 0.712 0.684 0.707
100 0.611 0.625 0.611 0.628 0.611 0.635 0.611 0.630
0.80 20 1.458 1.659 1.453 1.663 1.462 1.749 1.456 1.682
40 1.010 1.083 1.009 1.096 1.010 1.126 1.010 1.102
60 0.819 0.860 0.819 0.874 0.820 0.901 0.818 0.877
80 0.708 0.736 0.707 0.748 0.708 0.773 0.707 0.754
100 0.632 0.653 0.632 0.665 0.631 0.684 0.632 0.669
1.10 20 1.532 1.784 1.527 1.827 1.541 1.958 1.527 1.848
40 1.058 1.153 1.057 1.186 1.060 1.250 1.057 1.196
60 0.857 0.913 0.857 0.945 0.859 0.991 0.858 0.957
80 0.740 0.782 0.740 0.808 0.741 0.852 0.740 0.816
100 0.661 0.694 0.661 0.717 0.661 0.754 0.661 0.722
Cohens Effect Size 24


Table 4 (Continued)


0 g h 0 g , .225 h .76 g , .098 h .225 g , .225 h
R

1 2
n n
NCT

BOOT NCT

BOOT NCT

BOOT NCT

BOOT
1.40 20 1.627 1.944 1.618 2.024 1.633 2.183 1.619 2.043
40 1.120 1.239 1.116 1.301 1.122 1.400 1.116 1.317
60 0.906 0.983 0.905 1.027 0.907 1.108 0.905 1.044
80 0.781 0.840 0.781 0.881 0.783 0.940 0.781 0.893
100 0.698 0.747 0.697 0.780 0.698 0.833 0.697 0.792
Cohens Effect Size 25
Table 5

Estimated Power for Non-directional Tests of
0
: 0
R
H

0 g h 0 g , .225 h .76 g , .098 h .225 g , .225 h
R

1 2
n n
NCT

BOOT NCT

BOOT NCT

BOOT NCT

BOOT
0.20 20 0.090 0.089 0.088 0.086 0.083 0.091 0.088 0.084
40 0.131 0.132 0.123 0.120 0.132 0.130 0.117 0.113
60 0.174 0.174 0.164 0.163 0.170 0.169 0.161 0.160
80 0.219 0.217 0.210 0.204 0.215 0.215 0.219 0.214
100 0.260 0.263 0.265 0.258 0.267 0.259 0.257 0.250
0.50 20 0.290 0.302 0.286 0.272 0.315 0.312 0.300 0.277
40 0.538 0.548 0.514 0.507 0.534 0.527 0.533 0.527
60 0.705 0.714 0.702 0.697 0.710 0.697 0.713 0.701
80 0.830 0.833 0.827 0.818 0.831 0.828 0.824 0.815
100 0.907 0.906 0.897 0.891 0.898 0.896 0.898 0.892
0.80 20 0.627 0.654 0.590 0.570 0.620 0.612 0.603 0.577
40 0.905 0.909 0.886 0.880 0.892 0.884 0.894 0.879
60 0.984 0.987 0.976 0.974 0.977 0.975 0.974 0.970
80 0.994 0.994 0.996 0.994 0.995 0.994 0.994 0.994
100 1.000 1.000 1.000 1.000 0.998 0.999 1.000 1.000
1.10 20 0.873 0.891 0.849 0.834 0.862 0.855 0.853 0.825
40 0.996 0.996 0.992 0.991 0.992 0.988 0.989 0.988
60 1.000 1.000 0.999 0.999 0.999 0.999 0.999 0.999
80 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000
100 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000
1.40 20 0.979 0.985 0.960 0.950 0.962 0.957 0.959 0.947
40 1.000 1.000 1.000 0.999 1.000 1.000 1.000 0.999
60 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000
80 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000
100 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000
Cohens Effect Size 26



- 2 2 4 6 8
t
0.1
0.2
0.3
0.4
Central t Noncentral t with l =4

Figure 1. A central and a noncentral t distribution.
Cohens Effect Size 27
- 2 2 4 6 8
t
0.1
0.2
0.3
0.4
t=3.14
Noncentral t with l =5.21
Noncentral t with l =1.05
.025 .025

Figure 2. Graphical representation of finding a confidence interval for the noncentrality
parameter