MBESS (version 4.4.3)

Variance.R2: Variance of squared multiple correlation coefficient

Description

Function to determine the variance of the squared multiple correlation coefficient given the population squared multiple correlation coefficient, sample size, and the number of predictors.

Usage

Variance.R2(Population.R2, N, p)

Arguments

Population.R2

population squared multiple correlation coefficient

N

sample size

p

the number of predictor variables

Value

Returns the variance of the of the squared multiple correlation coefficient.

Details

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.

References

Stuart, A., Ord, J. K., & Arnold, S. (1999). Kendall's advanced theory of statistics: Classical inference and the linear model (Volume 2A, 2nd Edition). New York, NY: Oxford University Press.

See Also

Expected.R2, ci.R2, ss.aipe.R2

Examples

# NOT RUN {
# library(gsl)
# Variance.R2(.5, 10, 5)
# Variance.R2(.5, 25, 5)
# Variance.R2(.5, 50, 5)
# Variance.R2(.5, 100, 5)
# }