David B. Wilson, PhD, George Mason University
Version date: 2023.11.27
OLS Regression, Unstandardized Regression Coefficient
Notes:This method computes Cohen’s d and Hedges’ g from an unstandardized regression coefficient from an OLS model. It assumes the regression coefficient is for a dummy code reflecting the contrast between the treatment and control conditions. This method is unsuitable for a regression coefficient associated with a scaled independent variable. Two methods of estimating the standard error/variance are provided. The first is based on the standard error of the regression coefficient and ensures that the p-value for the effect size is consistent with the p-value for the regression coefficient. The second is based on the effect size and sample size using the canonical equation for the standard error of Cohen’s d and Hedges’ g. In most cases, the first method is preferred as it accounts for the covariates in the regression model.

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