R-squared Inference SAS Macro

Required INPUT:

  • This SAS program requires that you enter a (population) correlation matrix into the program file with the variables arranged in the order Y, X1, …, Xp.

The OUTPUT of this program includes the following information:

  • The R2 values for all subset models
  • The difference between R2 for the model containing [X1,X2] and the model containing [X1,X3], as well as the variance and standard deviation of this difference
  • The minimum sample size required to achieve various power rates for testing the null hypothesis that the difference is zero
  • The expected power rates (for testing the null hypothesis that the difference is zero) achieved with various sample sizes (from 50 to 650).

 

THE PROGRAM:

mini-graphics-computer-401093  r2infmacro.sas  (Click to download)