Tables of upper percentage points of the multiple correlation coefficient

Abstract

The upper 5 % and 1 % points of the distribution of the sample multiple correlation coefficient are tabulated for p= 0.0 (0.1) 0.9, where the number of ‘independent’ variables, n1=1 (1) 10, 12, 15, 20, 24, 30, 40; various sample sizes are covered. Interpolation methods are suggested so that values of R may be obtained for any n1 ≤ 40 and for sample sizes not too small. Beyond the limits of the tables approximations are suggested with indication of their accuracy.