Physical Sciences and Mathematics Commons^™

Confidence Intervals For Comparison Of The Squared Multiple Correlation Coefficients Of Non-Nested Models, Li Tan Jr.

Electronic Thesis and Dissertation Repository

Multiple linear regression analysis is used widely to evaluate how an outcome or responsevariable is related to a set of predictors. Once a final model is specified, the interpretation of predictors can be achieved by assessing the relative importance of predictors.

A common approach to predictor importance is to compare the increase in squared multiple correlation for a given model when one predictor is added to the increase when another predictor is added to the same model.

This thesis proposes asymmetric confidence-intervals for a difference between two correlated squared multiple correlation coefficients of non-nested models. These new proceduresare developed by …