CI.Rsqlm {psychometric} | R Documentation |
Confidence Interval for Rsq - from lm()
Description
Computes the CI for a desired level based on an object of class lm()
Usage
CI.Rsqlm(obj, level = 0.95)
Arguments
obj |
object of a linear model |
level |
Significance Level for constructing the CI, default is .95 |
Details
Extracts the necessary information from the linear model object
and uses CI.Rsq
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 |
Note
This is an adequate approximation for n > 60
Author(s)
Thomas D. Fletcher t.d.fletcher05@gmail.com
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
Examples
# Generate data
x <- rnorm(100)
z <- rnorm(100)
xz <- x*z
y <- .25*x - .25*z + .25*x*z + .25*rnorm(100)
# Create an lm() object
lm1 <- lm(y ~ x*z)
CI.Rsqlm(lm1)
[Package psychometric version 2.4 Index]