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
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