Eta Squared

Eta squared (η2) is a common measure of effect size used in analyses of variance (ANOVAs) and analyses of covariance (ANCOVAs). This statistic represents the proportion of the variance in the dependent variable that can be explained by the variance in the attributes/groups of a categorical independent variable. In an ANOVA or ANCOVA (or any statistical test for that matter), it is not only important to know whether or not the group means significantly differ from one another but also to know the size of the effect. In an era of big data, where it is becoming easier to gather extremely large sample sizes and run statistical tests that have such high statistical power, it is quite easy to find statistically significant differences ...