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
$sersq<-sqrt((4\ast rsq\ast (1-rsq{)}^2\ast (n-k-1{)}^2)/((n^2-1)\ast (n+3)))$

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)