To the list, Does R have a function for computing the confidence interval of R-squared (coefficient of determination)? I checked R's Help function with ?confidence interval? as the query but none of the packages and functions that R found pertain to R-squared. Thanks in advance for your help. Raul Martinez
Hi Raul, Searching for "confidence interval of R-squared" on rseek.org turns up some packages that might be of use, including bootstrap and MBESS. On Tue, Jan 26, 2016 at 3:11 PM, R Martinez <rm.tech at mac.com> wrote:> To the list, > > Does R have a function for computing the confidence interval of R-squared (coefficient of determination)? > > I checked R's Help function with ?confidence interval? as the query but none of the packages and functions that R found pertain to R-squared. > > Thanks in advance for your help. > > Raul Martinez
A Google search suggested the use of the boot package to bootstrap a confidence interval for R-squared. http://www.statmethods.net/advstats/bootstrapping.html Dan Daniel Nordlund, PhD Research and Data Analysis Division Services & Enterprise Support Administration Washington State Department of Social and Health Services> -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of R Martinez > Sent: Tuesday, January 26, 2016 12:12 PM > To: r-help at r-project.org > Subject: [R] Confidence Interval for R-squared > > To the list, > > Does R have a function for computing the confidence interval of R-squared > (coefficient of determination)? > > I checked R's Help function with ?confidence interval? as the query but none > of the packages and functions that R found pertain to R-squared. > > Thanks in advance for your help. > > Raul Martinez > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code.
Sometimes Google just works better. My search on "confidence interval R2 R" turned up several hits on the first two pages. A Quick-R page on bootstrapping with an example using R-squared http://www.statmethods.net/advstats/bootstrapping.html Function ci.R2() in package MBESS http://www.inside-r.org/packages/cran/MBESS/docs/ci.R2 Functions CI.Rsq() and CI.Rsqlm() in package psychometric http://finzi.psych.upenn.edu/library/psychometric/html/CI.Rsq.html ------------------------------------- David L Carlson Department of Anthropology Texas A&M University College Station, TX 77840-4352 -----Original Message----- From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of R Martinez Sent: Tuesday, January 26, 2016 2:12 PM To: r-help at r-project.org Subject: [R] Confidence Interval for R-squared To the list, Does R have a function for computing the confidence interval of R-squared (coefficient of determination)? I checked R's Help function with ?confidence interval? as the query but none of the packages and functions that R found pertain to R-squared. Thanks in advance for your help. Raul Martinez ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.