| Variance.R2 {MBESS} | R Documentation |
Variance of squared multiple correlation coefficient
Description
Function to determine the variance of the squared multiple correlation coefficient given the population squared multiple correlation coefficient, sample size, and the number of predictors.
Usage
Variance.R2(Population.R2, N, p)
Arguments
Population.R2 |
population squared multiple correlation coefficient |
N |
sample size |
p |
the number of predictor variables |
Details
Uses the hypergeometric function as discussed in and section 28 of Stuart, Ord, and Arnold (1999) in order to obtain the correct value for the variance of the squared multiple correlation coefficient.
Value
Returns the variance of the of the squared multiple correlation coefficient.
Note
Uses package gsl and its hyperg_2F1 function.
Author(s)
Ken Kelley (University of Notre Dame; KKelley@ND.Edu)
References
Stuart, A., Ord, J. K., & Arnold, S. (1999). Kendall's advanced theory of statistics: Classical inference and the linear model (Volume 2A, 2nd Edition). New York, NY: Oxford University Press.
See Also
Expected.R2, ci.R2, ss.aipe.R2
Examples
# library(gsl)
# Variance.R2(.5, 10, 5)
# Variance.R2(.5, 25, 5)
# Variance.R2(.5, 50, 5)
# Variance.R2(.5, 100, 5)