[…] In general, when you receive advice on the internet, you should always scrutinize the information. In this case, the Olkin-Finn formula does not match my intuition and experience. The formula assumes that the sampling distribution of the R-square statistic is normal, but that is not correct in all cases. For simple one-variable regression, the R-square value is equal to the squared Pearson correlation between the explanatory variable, X, and the response variable, Y. Furthermore, the distribution of the correlation statistic is fairly complicated and is not normal. …