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statpsych (version 1.7.0)

ci.rsqr: Confidence interval for squared multiple correlation

Description

Computes an approximate confidence interval for a population squared multiple correlation in a linear model with random predictor variables. This function uses the scaled central F approximation method. An approximate standard error is recovered from the confidence interval.

Usage

ci.rsqr(alpha, r2, s, n)

Value

Returns a 1-row matrix. The columns are:

  • R-squared - estimate of unadjusted R-squared (from input)

  • adj R-squared - bias adjusted R-squared estimate

  • SE - recovered standard error

  • LL - lower limit of the confidence interval

  • UL - upper limit of the confidence interval

Arguments

alpha

alpha value for 1-alpha confidence

r2

estimated unadjusted squared multiple correlation

s

number of predictor variables

n

sample size

References

Helland1987statpsych

Examples

Run this code
ci.rsqr(.05, .241, 3, 116)

# Should return:
# R-squared adj R-squared         SE         LL        UL  
#     0.241     0.2206696 0.06752263 0.09819599 0.3628798
 

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