CI for difference between independent R square coefficients

In an earlier blog post I provided R code for a CI of a difference in R square for dependent and non-dependent correlations. This was based on a paper by Zou (2007). That paper also provides a method for calculating the CI of a difference in independent R square coefficients based on the limits of the CI for a single R square coefficient. I’ve also been experimenting with knitr and unfortunately haven’t yet worked out how to merge the R markdown output with my blog template, so I’m linking to RPubs for convenience.

You can find the function and a few more details here.

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4 Comments

  1. Nice, thanks for posting.

    Reply
  1. CI for difference between independent R square coefficients | A bunch of data
  2. CI for difference between independent R square coefficients – Mubashir Qasim
  3. Serious Stats blog: CI for differences in independent R square coefficients | A bunch of data

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