For the life of me I cannot figure out how to do something that should be so simple. I have found http://www.real-statistics.com/chi-square-and-f-distributions/effect-size-chi-square/ but it gives no reason why I should use Cramer's V over say Cohen's W. And for the life of me I cannot find a simple r code that does this.
I've tried creating my own script, but it doesn't seem to give correct answers
Cramers_V <- function(chi, n, df) sqrt((chi)/(n * df))
My data is 2 columns, 4 rows.
Best Answer
Your function looks fine. Just remember the degrees of freedom here is in fact $min(\text{Cols}-1, \text{ Rows}-1)$, so your df will be $2 - 1 = 1$. Both the "lsr" and "rcompanion" packages also have functions to calculate Cramer's V. The latter is particularly nice as it gives bootstrap estimated confidence intervals for the V statistic.
Reproducible example:
There doesn't appear to be any definitive answer as to whether Cohen's W or Cramer's V is preferable. Both reduce to a $\phi$ correlation coefficient in the case of a 2x2 table.
V is more familiar to researchers and bounded by 0 and 1 which is nice. On the other hand, the magnitude or 'strength' of V depends on the degrees of freedom, so a V = .3 when df = 1 is not the same as V = .3 when df = 4. W doesn't appear to have this problem, and can be used to determine power for further studies following Cohen (1988), but it is not bounded by 1 (although it's rare W exceeds 1).
References
Cohen, J. (1988). Statistical power analysis for the behavioral sciences. Routledge.