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SUMM/ENH effect size measures, collection and api #7674

@josef-pkt

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@josef-pkt

effect size measures need another round

we have code in issues and PRs, but no overview and convenient systematic api for those

e.g. stats.effectsize module has only private functions and is not in docs
https://github.com/statsmodels/statsmodels/pull/7084/files

R package effectsize looks good to get collection of functions and semi-generic tie in to models, e.g.
https://rdrr.io/cran/effectsize/man/F_to_eta2.html
Their vignettes might also have a good collections of examples to replicate, e.g.
https://rdrr.io/cran/effectsize/f/vignettes/from_test_statistics.Rmd

for oneway anova we have a good collection of helper functions
https://www.statsmodels.org/dev/stats.html#oneway-anova

Related: adding good summary or summary_frame to results of hypothesis tests, confint and similar, where we can add options for effectsize

motivation, example:
#6598 (possible candidate to still add to 0.13)
adding effectsize based on chi2 to contingency table with unit test using R effectsize chisq_to_phi function

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