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ERIC Number: EJ757690
Record Type: Journal
Publication Date: 2007
Pages: 12
Abstractor: Author
ISSN: ISSN-0013-1644
Confidence Intervals for an Effect Size Measure in Multiple Linear Regression
Algina, James; Keselman, H. J.; Penfield, Randall D.
Educational and Psychological Measurement, v67 n2 p207-218 2007
The increase in the squared multiple correlation coefficient ([Delta]R[squared]) associated with a variable in a regression equation is a commonly used measure of importance in regression analysis. The coverage probability that an asymptotic and percentile bootstrap confidence interval includes [Delta][rho][squared] was investigated. As expected, coverage probability for the asymptotic confidence interval was often inadequate (outside the interval 0.925 to 0.975 for a 95% confidence interval), even when sample size was quite large (i.e., 200). However, adequate coverage probability for the confidence interval based on a bootstrap interval could typically be obtained with a sample size of 200 or less, and moreover, this accuracy was obtained with relatively small sample sizes (100 or less) with six or fewer predictors. (Contains 4 tables.)
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Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A