East Carolina University
Department of Psychology
For a multiple regression analysis (that is, where the levels of the predictor variables are fixed rather than random), one can use the program Conf-Interval-R2-Reg which is available at Wuensch's SAS Programs Page. This program was adapted from one of those presented in Kline (2004). For SPSS scripts to do the same, download CI-R2-SPSS.zip .
For a multiple correlation analysis (that is, where the levels of the predictor variables are random rather than fixed), one can use Jim Steiger’s R2 program.
References
Kline, Rex. B. (2004). Beyond significance testing: Reforming data analysis methods in behavioral research. Washington, DC: American Psychological Association. 325 pp.
Wuensch, Karl L. Putting Confidence Intervals on R2 or R.