Multiple Regression R-square Confidence Interval Formulas

Multiple Regression R-square Confidence Interval Formulas

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

R² confidence interval:

R<sup>2</sup> confidence interval formula

Variable definitions:
R² = squared multiple correlation
α = desired confidence interval percentage
SE_R² = standard error for R²
t = a t-value
k = number of predictors in the model
n = total sample size

R² standard error:

Variable definitions:
R² = squared multiple correlation
k = number of predictors in the model
n = total sample size