Finding the significance of R

[dipo]

Hi,
Could someone please advice me on how to know if the R value (Multiple Correlation coefficient) in the output value of the linear regression analysis table is significant.
Cheers,
Dipo

[Marta Garcia-Granero]

Hi Dipo

If the ANOVA table shows a significant F the unadjusted R-square is
significant. Therefore, its square root is also significant.

Marta Garcia-Granero


> Could someone please advice me on how to know if the R value (Multiple
> Correlation coefficient) in the output value of the linear regression
> analysis table is significant.
>

[Hector Maletta]

         This "significance", however, means that there is at least a 95%
chance that the actual correlation in the population is not zero. It does
not give you a confidence interval around the sample value of R.
         I do not remember whether (and where) one can get a confidence
interval (or the standard error) for a multiple-correlation R (or R2), but I
tend to recall that somehow one can.
         Hector


         -----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
Marta Garcia-Granero
Sent: 10 August 2007 11:58
To: [hidden email]
Subject: Re: Finding the significance of R

         Hi Dipo

         If the ANOVA table shows a significant F the unadjusted R-square is
         significant. Therefore, its square root is also significant.

         Marta Garcia-Granero


         > Could someone please advice me on how to know if the R value
(Multiple
         > Correlation coefficient) in the output value of the linear
regression
         > analysis table is significant.
         >

[Marta Garcia-Granero]

Hi Hector
>          This "significance", however, means that there is at least a 95%
> chance that the actual correlation in the population is not zero. It does
> not give you a confidence interval around the sample value of R.
>          I do not remember whether (and where) one can get a confidence
> interval (or the standard error) for a multiple-correlation R (or R2), but I
> tend to recall that somehow one can.
>

There is a program that computes CI for *adjusted* R-square. Is this
what you were talking about?. Another way would be by boostrapping.

The program is R2.exe, by Steiger and Fouladi. Unfortunately, the last
known "address" I had for the program
(http://www.interchange.ubc.ca/steiger/homepage.htm) is no longer valid.
I have googled a bit and found another link, but the server is not
responding right now (http://www.statpower.net/page5.html)

Best regards,
Marta

>          Hector
>
>
>          -----Original Message-----
> From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
> Marta Garcia-Granero
> Sent: 10 August 2007 11:58
> To: [hidden email]
> Subject: Re: Finding the significance of R
>
>          Hi Dipo
>
>          If the ANOVA table shows a significant F the unadjusted R-square is
>          significant. Therefore, its square root is also significant.
>
>          Marta Garcia-Granero
>
>
>          > Could someone please advice me on how to know if the R value
> (Multiple
>          > Correlation coefficient) in the output value of the linear
> regression
>          > analysis table is significant.
>          >
>
>
>
>

[William B. Ware]

Hector et al.,

There is a formula in Cohen, Cohen, Aiken, and West... I don't have it
handy, but I know it's there...

Bill

__________________________________________________________________________
William B. Ware, Professor                         Educational Psychology,
CB# 3500                                       Measurement, and Evaluation
University of North Carolina                         PHONE  [phone]
Chapel Hill, NC      27599-3500                      FAX:   [phone]
Office:  118 Peabody Hall                            EMAIL: [hidden email]
Adjunct Professor                                    School of Social Work
__________________________________________________________________________


On Fri, 10 Aug 2007, Hector Maletta wrote:

>         This "significance", however, means that there is at least a 95%
> chance that the actual correlation in the population is not zero. It does
> not give you a confidence interval around the sample value of R.
>         I do not remember whether (and where) one can get a confidence
> interval (or the standard error) for a multiple-correlation R (or R2), but I
> tend to recall that somehow one can.
>         Hector
>
>
>         -----Original Message-----
> From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
> Marta Garcia-Granero
> Sent: 10 August 2007 11:58
> To: [hidden email]
> Subject: Re: Finding the significance of R
>
>         Hi Dipo
>
>         If the ANOVA table shows a significant F the unadjusted R-square is
>         significant. Therefore, its square root is also significant.
>
>         Marta Garcia-Granero
>
>
>         > Could someone please advice me on how to know if the R value
> (Multiple
>         > Correlation coefficient) in the output value of the linear
> regression
>         > analysis table is significant.
>         >
>

[Mark A Davenport MADAVENP]

Just tried the statpower.net weblink in Marta's message.  It is working
now.  Thanks Marta, this is a cool resource!

***************************************************************************************************************************************************************
Mark A. Davenport Ph.D.
Senior Research Analyst
Office of Institutional Research
The University of North Carolina at Greensboro
336.256.0395
[hidden email]

'An approximate answer to the right question is worth a good deal more
than an exact answer to an approximate question.' --a paraphrase of J. W.
Tukey (1962)