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Sample Size Calculation for Estimating or Testing a Nonzero Squared Multiple Correlation Coefficient
Peer reviewed
Direct linkKrishnamoorthy, K.; Xia, Yanping – Multivariate Behavioral Research, 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…
Descriptors: Statistical Analysis, Intervals, Sample Size, Testing
