Confidence intervals for R-square
|Approximate confidence intervals for an R-square value in a multiple linear regression model, given the value of R-square, the number of predictors, and the total sample size.
For example: for an observed R-square of 0.5032, 4 predictors and a total sample size of 62, the 95% confidence interval ranges from 0.35 to 0.66.
Note: Confidence intervals are based on large sample theory. Provides adequate approximations for models with >60 degrees of freedom (n – k – 1).
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