

Twotailed test for Rsquare? 

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In Mplus 5.2 I regressed 1 continuous observed variable on 3 continuous observed predictors. No latent variables. The output lists Rsquare and the TwoTailed Pvalue. Is the reported pvalue truly for a twotailed test or is it really for a onetailed test? I am trying to understand why one would ever want a twotailed test for Rsquare, since the traditional Rsquare in OLS regression can only vary from 0 to 1. (A twotailed test would seem to imply that one is considering the possibility that Rsquare is significantly less than 0.) If the Rsquare Mplus provides is something different from the traditional value (explained sum of squares divided by total sum of squares which is tested using 1 tail of the F distribution), could you please describe how your Rsquare value is calculated and why/when a 2tailed test is appropriate? Thanks! 


I think you are correct that the heading is not correct. The computations are as usual. 

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