Comments on Huberty’s Test of the Squared Multiple Correlation Coefficient

Yiu-Fai Yung

Journal of Educational and Behavioral Statistics, 1996, vol. 21, issue 3, 288-298

Abstract: It is argued that Huberty’s (1994) test for inferring a better-than-“chance†performance of the observed R 2 value is inconsistent. Because there is a hidden change of the null distribution of R 2 , the “chance†value and the observed R 2 value are not comparable in Huberty’s test. A new test is proposed for resolving these difficulties. It is shown that the new test is equivalent to an adjustment of the α-level of the classical test of the squared multiple correlation coefficient.

Keywords: multiple correlation coefficient; multiple regressions; significance tests (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:sae:jedbes:v:21:y:1996:i:3:p:288-298

DOI: 10.3102/10769986021003288

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