CI.Rsqlm {psychometric}R Documentation

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 tom.fletcher.mp7e@statefarm.com

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)


[Package psychometric version 2.1 Index]