ci_rsquared

This function calculates parametric CIs for the population R-squared.
It is based on CIs for the non-centrality parameter Delta of the F distribution,
found by test inversion. Delta values are mapped to R-squared by
R-squared = Delta / (Delta + df1 + df2 + 1), where df1 and df2 are the degrees
of freedom (df) of the F test statistic.
A positive lower (1-alpha)*100%-confidence limit for the R-squared goes
hand-in-hand with a significant F test at level alpha.

Calculates classic and/or bootstrap confidence intervals for
many parameters such as the population mean, variance, interquartile
range (IQR), median absolute deviation (MAD), skewness, kurtosis,
Cramer's V, odds ratio, R-squared, quantiles (incl. median),
proportions, different types of correlation measures, difference in
means, quantiles and medians. Many of the classic confidence intervals
are described in Smithson, M. (2003, ISBN: 978-0761924999). Bootstrap
confidence intervals are calculated with the R package 'boot'. Both
one- and two-sided intervals are supported.

Michael Mayer

confintr

Confidence Intervals

ci_rsquared function

<dl><dt>x</dt>
<dd>The result of <code><a href="/link/stats%3A%3Alm()?package=confintr&version=1.0.0" data-mini-rdoc="confintr::stats::lm()">stats::lm()</a></code> or the F test statistic.</dd>
<dt>df1</dt>
<dd>The numerator df. Only used if <code>x</code> is a test statistic.</dd>
<dt>df2</dt>
<dd>The denominator df. Only used if <code>x</code> is a test statistic.</dd>
<dt>probs</dt>
<dd>Lower and upper probabilities, by default c(0.025, 0.975).</dd></dl>

Arguments

CI for the Population R-Squared — ci_rsquared

<dl>

<dt>x</dt>
<dd>The result of <code><a href='https://rdrr.io/r/stats/lm.html'>stats::lm()</a></code> or the F test statistic.</dd>


<dt>df1</dt>
<dd>The numerator df. Only used if <code>x</code> is a test statistic.</dd>


<dt>df2</dt>
<dd>The denominator df. Only used if <code>x</code> is a test statistic.</dd>


<dt>probs</dt>
<dd>Lower and upper probabilities, by default c(0.025, 0.975).</dd>

</dl>

ci_rsquared: CI for the Population R-Squared

Description

Usage

Value

Arguments

Details

References

See Also

Examples