Have a look at http://davegiles.blogspot.ie/2013/10/more-on-distribution-of-r-squared.html
John On 10 January 2014 20:32, Troels Ring <tr...@gvdnet.dk> wrote: > In R package "psychometrics" an estimate of SE of R squared of /sersq <- > sqrt((4*rsq*(1-rsq)^2*(n-k-1)^2)/((n^2-1)*(n+3))) with n sample size, > and k number of parameters if sample size greater than 60 is found. > Does anyone have a formula for smaller sample size or an exact formula? > I have been through sos - but only found the above? > > All best wishes > Troels Ring > Denmark > / > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > 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. > -- John C Frain Economics Department Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:fra...@tcd.ie mailto:fra...@gmail.com [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list 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.
