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What’s in a Coefficient? The “Not so Simple” Interpretation of R2, for Relatively Small Sample Sizes

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Figure

Figure 1 shows how F behaves as a function of n and R2.  In this graph, we consider the case of n between 0 and 100, and R2 between 0 and 0.5
Table 1. Critical R2 for specific values of 
Figure 2. Critical sample sizes for certain  values
Figure 3. R2 as a function of n and ⍺
+5

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