CI.Rsq: Confidence Interval for R-squared

In psychometric: Applied Psychometric Theory

Confidence Interval for R-squared

Description

Computes the confidence interval for a desired level for the squared-multiple correlation

Usage

CI.Rsq(rsq, n, k, level = 0.95)

Arguments

rsq	Squared Multiple Correlation
n	Sample Size
k	Number of Predictors in Model
level	Significance Level for constructing the CI, default is .95

Details

CI is constructed based on the approximate SE of Rsq
sersq <- sqrt((4*rsq*(1-rsq)^2*(n-k-1)^2)/((n^2-1)*(n+3)))

Value

Returns a table with 4 elements

Rsq	Squared Multiple Correlation
SErsq	Standard error of Rsq
LCL	Lower Confidence Limit of the CI
UCL	Upper Confidence Limit of the CI

Note

This is an adequate approximation for n > 60

Author(s)

Thomas D. Fletcher [e-mail]

References

Olkin, I. & Finn, J. D. (1995). Correlation Redux. Psychological Bulletin, 118, 155-164.

Cohen, J., Cohen, P., West, S. G., & Aiken, L. S. (2003). Applied multiple regression/correlation analysis for the behavioral sciences (3rd ed.). Mahwah, NJ: Lawrence Erlbaum.

See Also

CI.Rsqlm

Examples

# see section 3.6.2 Cohen et al (2003)
# 95 percent CI
CI.Rsq(.5032, 62, 4, level = .95)
# 80 percent CI
CI.Rsq(.5032, 62, 4, level = .80)

psychometric documentation built on Nov. 6, 2023, 1:06 a.m.