The squared multiple semipartial correlation coefficient is the increase in the squared multiple correlation coefficient that occurs when two or more predictors are added to a multiple regression model. Coverage probability was investigated for two variations of each of three methods for setting confidence intervals for the population squared multiple semipartial correlation coefficient. Results indicated that the procedure that provides coverage probability in the [.925, .975] interval for a 95% confidence interval depends primarily on the number of added predictors. Guidelines for selecting a procedure are presented.