In his rather extensive simulation study Julian Karch compares a number of unbiased estimators. Although he comes up with different recommendations for different circumstances the overall recommendation seems to be that Olkin-Pratt is superior but not often used in multiple regression.
Purpose
improved effect size calculation
Use-case
Linear regression
Is your feature request related to a problem?
No response
Is your feature request related to a JASP module?
Regression
Describe the solution you would like
implement the exact Olkin-Pratt estimator from the altR2 package
Description
In his rather extensive simulation study Julian Karch compares a number of unbiased estimators. Although he comes up with different recommendations for different circumstances the overall recommendation seems to be that Olkin-Pratt is superior but not often used in multiple regression.
Purpose
improved effect size calculation
Use-case
Linear regression
Is your feature request related to a problem?
No response
Is your feature request related to a JASP module?
Regression
Describe the solution you would like
implement the exact Olkin-Pratt estimator from the altR2 package
Describe alternatives that you have considered
No response
Additional context
Karch, J. (2020). Improving on Adjusted R-Squared. Collabra: Psychology, 6(1), 45. https://doi.org/10.1525/collabra.343 Olkin, I., & Pratt, J. W. (1958). Unbiased Estimation of Certain Correlation Coefficients. The Annals of Mathematical Statistics, 29(1), 201–211. https://doi.org/10.1214/aoms/1177706717 https://cran.r-project.org/web/packages/altR2/index.html