I have just carried out a regression analysis using bootstrapping. I need to report the regression statistics for each DV and wonder whether there is a significance test for r2 that can be accessed in MPLUS. If not what would be the alternatvie to determining significance of r2. I managed to get the r2 and confidence intervals by using the following line in OUTPUT:
This is helpful. Rerunning the analysis with estimator = Bayes is not possible with bootstrap but I suppose a Bayesian non-normally distibuted R-square is an alternative to using bootstrapping in any case. My reason for using bootstrapping was to fix problems arising from violations of the normality assumption that error terms should be normally distibuted. Is it correct to say that using a Bayesian estimators 'corrects' for the violation that would otherwise occur?
Interestingly the Bayesian estimator produces significant results when the F-test I used initally does not, Also there are differences in the model output and size and significance of the weights, which suggests a different interpretation, so not trivial.
It looks like I need to read up on use of bayesian estimators in regression, for my PhD defence. Could you suggest any references for me to check that discusses use of Bayesian estimation in regression?