is analagous to R2 from multiple linear regression.
- = SSbetween / SStotal = SSB / SST
- = proportion of variance in Y explained by X
- = Non-linear correlation coefficient
ranges between 0 and 1.
Interpret as for r2 or R2; a rule of thumb (Cohen):
- .02 ~ small
- .13 ~ medium
- .26 ~ large
In SAS, eta-squared statistics can be found in semi-partial eta-squared statistics in SAS 9.2.
was not previously provided by SPSS, however, it is available in V 18.0. It can also be calculated manually: = Between-Groups Sum of Squares / Total Sum of Squares.
R2 is provided at the bottom of SPSS F-tables is the linear effect as per MLR – however, if an IV has 3 or more non-interval levels, this won’t equate with .
- CAUTIONARY NOTE ON REPORTING ETA-SQUARED VALUES FROM MULTIFACTOR ANOVA DESIGNS. Pierce C.A., Block, C.A. & Aguinis, H. Educational and Psychological Measurement 64(6), 2004.