“Confidence interval of R-square”, but, which one?
In linear regression, confidence interval (CI) of population DV is narrower than that of predicted DV. With the assumption of generalizability, CI of at is
,
while CI of is
.
The pivot methods of both are quite similar as following.
,
so .
,
so
of linear regression is the point estimate of
for fixed IV(s) model. [...]
Also tagged R