Have a look at

http://davegiles.blogspot.ie/2013/10/more-on-distribution-of-r-squared.html

John


On 10 January 2014 20:32, Troels Ring <tring@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
> /
>
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>



-- 
John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com

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