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arXiv · 2002.08476

A non-inferiority test for R-squared with random regressors

Harlan Campbell
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Abstract

Determining the lack of association between an outcome variable and a number of different explanatory variables is frequently necessary in order to disregard a proposed model. This paper proposes a non-inferiority test for the coefficient of determination (or squared multiple correlation coefficient), R-squared, in a linear regression analysis with random predictors. The test is derived from inverting a one-sided confidence interval based on a scaled central F distribution.

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Harlan Campbell. 2020-02-21. A non-inferiority test for R-squared with random regressors. https://arxiv.org/abs/2002.08476

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