<p>In this note, we recollect some formulas and facts about linear mixed models in relation to Cohen’s effect size measure <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(f^2\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>f</mi> <mn>2</mn> </msup> </math></EquationSource> </InlineEquation>. It is shown how an estimate of the variance-covariance matrix for the estimated fixed effects parameter vector may serve to compute <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(f^2\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>f</mi> <mn>2</mn> </msup> </math></EquationSource> </InlineEquation> in the presence of random effects. The advantage of the purported approach lies in the fact that any variance-covariance estimate already available may be applied. This also illuminates the circumstance that an actual computed effect size value necessarily depends on the employed linear mixed model estimation procedures. To demonstrate possible applications, it is shown how <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(f^2\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>f</mi> <mn>2</mn> </msup> </math></EquationSource> </InlineEquation> can be computed with the statistical software environment <Emphasis FontCategory="SansSerif">R </Emphasis> using <Emphasis FontCategory="NonProportional">lme4</Emphasis>. Based on an artificially generated data set, the possible impact of the inclusion of fixed and/or random effects is exemplarily discussed. In addition, the application to several random variables is demonstrated with a publicly available dat set.</p>

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Effect Size Estimation in Linear Mixed Models

  • Jürgen Groß,
  • Annette Möller

摘要

In this note, we recollect some formulas and facts about linear mixed models in relation to Cohen’s effect size measure \(f^2\) f 2 . It is shown how an estimate of the variance-covariance matrix for the estimated fixed effects parameter vector may serve to compute \(f^2\) f 2 in the presence of random effects. The advantage of the purported approach lies in the fact that any variance-covariance estimate already available may be applied. This also illuminates the circumstance that an actual computed effect size value necessarily depends on the employed linear mixed model estimation procedures. To demonstrate possible applications, it is shown how \(f^2\) f 2 can be computed with the statistical software environment R using lme4. Based on an artificially generated data set, the possible impact of the inclusion of fixed and/or random effects is exemplarily discussed. In addition, the application to several random variables is demonstrated with a publicly available dat set.