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ERIC Number: EJ809794
Record Type: Journal
Publication Date: 2008-Jul
Pages: 29
Abstractor: As Provided
ISSN: ISSN-0027-3171
Sample Size Calculation for Estimating or Testing a Nonzero Squared Multiple Correlation Coefficient
Krishnamoorthy, K.; Xia, Yanping
Multivariate Behavioral Research, v43 n3 p382-410 Jul 2008
The problems of hypothesis testing and interval estimation of the squared multiple correlation coefficient of a multivariate normal distribution are considered. It is shown that available one-sided tests are uniformly most powerful, and the one-sided confidence intervals are uniformly most accurate. An exact method of calculating sample size to carry out one-sided tests (null hypothesis may involve a nonzero value for the multiple correlation coefficient) to attain a specified power is given. Sample size calculation for computing confidence intervals for the squared multiple correlation coefficient with a specified expected width is also provided. Sample sizes for powers and confidence intervals are tabulated for a wide range of parameter configurations and dimensions. The results are illustrated using the empirical data from Timm (1975) that related scores from the Peabody Picture Vocabulary Test to four proficiency measures. (Contains 3 tables.)
Psychology Press. Available from: Taylor & Francis, Ltd. 325 Chestnut Street Suite 800, Philadelphia, PA 19106. Tel: 800-354-1420; Fax: 215-625-2940; Web site:
Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Identifiers - Assessments and Surveys: Peabody Picture Vocabulary Test