bootstrap R squared
I am having a rough time with this one. A colleague and I have been asked by reviewer 2 to provide confidence intervals for R-squared and I can't figure out how to handle this. Any assistance or advice would be appreciated.
Brandt
Comments
Hi Brandt,
-- Reviewer 2, nice :-)
This would be a great feature request! (for details see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/)
In the meantime, I am sure that there is an R package for this...the easiest solution is to use the bootstrap. A quick search gives this:
And a paper with the promising title "Bootstrapping R 2 and adjusted R 2 in regression analysis"
And R code for this specific problem: https://www.statmethods.net/advstats/bootstrapping.html
E.J.
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