CI.Rsq {psychometric}R Documentation

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 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.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)


[Package psychometric version 2.1 Index]