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TitleConfidence intervals for the normal multiple correlation
Publication TypeJournal Article
Year of Publication2015
AuthorsWithers, C.S., and Nadarajah S.
JournalCommunications in Statistics: Simulation and Computation
Pagination2003 - 2022
Date Published2015
ISSN03610918 (ISSN)
KeywordsAsymptotic expansion, confidence interval, Cornish-Fisher, Multiple correlation, Small samples, Statistics
AbstractImproved confidence intervals are given for the normal multiple correlation. These are based on Cornish-Fisher and "small sample" asymptotic expansions for the distribution, quantiles, and density of p and tanh-1p for p the multiple correlation for a sample from a normal population. Copyright © 2015 Taylor & Francis Group, LLC.

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