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Formulas: R-square Confidence Interval

R-square Confidence Interval Formulas

Below you will find descriptions and details for the 2 formulas that are used to compute confidence intervals for R-square values.

Confidence interval for an R2 value:
Confidence interval for an R<sup>2</sup> value formula
where R2 is the squared multiple correlation, α is the desired confidence interval percentage, SER2 is the standard error for R2, t is a t-value, k is the number of predictors in the model, and n is the total sample size.
Standard error for an R2 value (Olkin and Finn's approximation):
Standard error for an R<sup>2</sup> value (Olkin and Finn's approximation) formula
where R2 is the squared multiple correlation, k is the number of predictors in the model, and n is the total sample size.
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