CI.Rsqlm: Confidence Interval for Rsq - from lm()

In psychometric: Applied Psychometric Theory

Confidence Interval for Rsq - from lm()

Description

Computes the CI for a desired level based on an object of class lm()

Usage

CI.Rsqlm(obj, level = 0.95)

Arguments

obj	object of a linear model
level	Significance Level for constructing the CI, default is .95

Details

Extracts the necessary information from the linear model object and uses CI.Rsq

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.Rsq

Examples

# Generate data 
x <- rnorm(100)
z <- rnorm(100)
xz <- x*z
y <- .25*x - .25*z + .25*x*z + .25*rnorm(100)
# Create an lm() object
lm1 <- lm(y ~ x*z)
CI.Rsqlm(lm1)

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