psychometric (version 2.4)

CI.Rsq: 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)

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

Arguments

rsq

Squared Multiple Correlation

n

Sample Size

k

Number of Predictors in Model

level

Significance Level for constructing the CI, default is .95

Author

Thomas D. Fletcher

Details

CI is constructed based on the approximate SE of Rsq
\(sersq <- sqrt((4*rsq*(1-rsq)^2*(n-k-1)^2)/((n^2-1)*(n+3)))\)

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)