Computes the sampling variance of the squared multiple correlation coefficient from the population value, the sample size, and the number of predictors, the quantity that governs how precisely \(R^2\) is estimated at a given design size.
var_R2(population_R2, N, p)A 1-row data.frame with columns term and value.
The term value is "var_R2" and value is the
asymptotic variance of \(R^2\).
Population squared multiple correlation coefficient
Sample size
The number of predictor variables
Ken Kelley [email protected]
Uses the hypergeometric function as discussed in and section 28 of Stuart, Ord, and Arnold (1999) in order to obtain the correct value for the variance of the squared multiple correlation coefficient.
Kelley, K. (2008). Sample size planning for the squared multiple correlation coefficient: Accuracy in parameter estimation via narrow confidence intervals. Multivariate Behavioral Research, 43, 524--555. tools:::Rd_expr_doi("10.1080/00273170802490632")
Maxwell, S. E., Delaney, H. D., & Kelley, K. (2027). Designing experiments and analyzing data: A model comparison perspective (4th ed.). Routledge. (See Chapter 3 on \(R^2\) as a model comparison effect size.)
Stuart, A., Ord, J. K., & Arnold, S. (1999). Kendall's advanced theory of statistics, volume 2A: Classical inference and the linear model (6th ed.). Arnold.
expected_R2, ci_R2, ss_aipe_R2
var_R2(.5, 10, 5)
var_R2(.5, 25, 5)
var_R2(.5, 50, 5)
var_R2(.5, 100, 5)
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