statsmodels.stats.oneway._fstat2effectsize¶
- statsmodels.stats.oneway._fstat2effectsize(f_stat, df)[source]¶
Compute anova effect size from F-statistic
This might be combined with convert_effectsize_fsqu
- Parameters:¶
- f_statarray_like
Test statistic of an F-test
- df
tuple
- degrees of freedom
df = (df1, df2)
where df1 : numerator degrees of freedom, number of constraints
df2 : denominator degrees of freedom, df_resid
- degrees of freedom
- Returns:¶
- res
Holder
instance
This instance contains effect size measures f2, eta2, omega2 and eps2 as attributes.
- res
Notes
This uses the following definitions:
f2 = f_stat * df1 / df2
eta2 = f2 / (f2 + 1)
omega2 = (f2 - df1 / df2) / (f2 + 2)
eps2 = (f2 - df1 / df2) / (f2 + 1)
This differs from effect size measures in other function which define
f2 = f_stat * df1 / nobs
or an equivalent expression for power computation. The noncentrality index for the hypothesis test is in those cases given bync = f_stat * df1
.Currently omega2 and eps2 are computed in two different ways. Those values agree for regular cases but can show different behavior in corner cases (e.g. zero division).