Solved – Effect Size for Wald Test

Question

I am trying to determine the appropriate effect size for a Wald's test. Does anyone know what effect size is typically reported for a Wald's test?

Answer 1

I do not know of a general formula for an effect size for a Wald test, but I would suggest that an extrapolation from other analyses might be useful.  In particular, the relationship between Cohen’s $d$ and the $t$-ratio is $$d = t · \sqrt{\frac{1}{n}}$$ for a single sample, and $$d = t·\sqrt{\frac{1}{n_1}+\frac{1}{n_2}}$$ As the $t$-ratio is an example of a Wald statistic, and Cohen’s $d$ is an effect size, a possible general effect size may have the form $$z·\sqrt{\frac{1}{n}}$$ if a single sample, or $$z·\sqrt{\frac{1}{n_1}+\frac{1}{n_2}}$$ where $z$ is the Wald statistic.

Hope this is useful in some way.