Confidence intervals for R-square

Observed R-square (R2):
Number of predictors (k):
Sample size (n):
Confidence interval (CI):
Approximate confidence interval: to

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 (nk – 1).

Olkin I, Finn JD. Correlations Redux. Psychol Bull. 1995;118(1):155–64.
Cohen J, Cohen P, West SG, Aiken LS. Applied multiple regression/correlation analysis for the behavioral sciences. Third edition. Mahwah, NJ: Lawrence Erlbaum Associates; 2003.