I demonstrate a procedure to estimate accurate 95% confidence intervals with a syntax file published by Smithson (2001). The procedure is based on the noncentral F-distribution, a distribution shown to procedure more accurate confidence intervals for squared values.
https://sites.google.com/site/how2statsdata/Smithson%20%282001%29%20Correct%20confidence%20intervals%20via%20non-centrality%20parameter.sps?attredirects=0&d=1
https://sites.google.com/site/how2statsdata/Smithson%20%282001%29%20confidence%20intervals%20input%20file.sav?attredirects=0&d=1
My textbook can be found (and downloaded) here:
www.how2statsbook.com
The corresponding YouTube channel is 'how2statsbook':
https://www.youtube.com/channel/UClow2dWW7y1uO4kK4SxwsjA