A Note on Cohen's d From a Partitioned Linear Regression Model

Abstract

In this note we introduce a generalized formula for Cohen's $d$ under the presence of additional independent variables, providing a measure for the size of a possible effect concerning the location difference of a variable in two groups. This is done by employing the so-called Frisch-Waugh-Lovell theorem in a partitioned linear regression model. The generalization is motivated by demonstrating the relationship to appropriate $t$ and $F$ statistics. Our discussion is further illustrated by inference from a publicly available data set.