On 12 Jan 2014, at 21:36 , John C Frain <fra...@gmail.com> wrote: > Have a look at > > http://davegiles.blogspot.ie/2013/10/more-on-distribution-of-r-squared.html >
Or head directly for the Wikipedia page for the noncentral beta distribution (and/or noncentral F). Giles doesn't really do the non-null distribution. It you really want the mean and SE, you'll need to refresh your knowledge about confluent hypergeometric functions, though. I was a bit bemused by Giles' us of the beta distribution of R^2 in the null case to prove that it is an upwardly biased estimator of zero. I would have thought that to be rather obvious. Anyways, as has already been pointed out, CrossValidated is -----> over there. - Peter D. > 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. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ 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.
