I have a question about interpreting effect sizes.
Let's say I have one model in which the main independent variable is statistically significant with an effect size of .25.
I add additional covariates to the model, some of which are and some of which are not statistically significant. However, my main independent variable is relatively unchanged and remains statistically significant with an effect size of .26.
What does this suggest about the additional covariates I added, both the ones which are and are not statistically significant?
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