#StackBounty: #standard-error #r-squared #beta-distribution How to adjust the standard error for a standardized beta after squaring the…

Bounty: 50

I have a standardized beta from a regression, which is equivalent to a correlation. I also have it’s standard error (SE). I want to plot the R2 (explained variance) with an error bar, and to get the R2, I simply square the standardized beta. For the error bar, I want to use the SE for the R2, how do I transform the SE of the standardized beta so I can use it for the R2? Do I also simply square the SE, or is it more complicated than that?


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