Extract Multiple & Adjusted R-Squared from Linear Regression Model in R (2 Examples)

In this tutorial you’ll learn how to return multiple and adjusted R-squared in the R programming language.

The tutorial is structured as follows:

Let’s get started!

Example Data

First, we have to create some example data:

set.seed(96149)                            # Create randomly distributed data
x1 <- rnorm(300)
x2 <- rnorm(300) - 0.1 * x1
x3 <- rnorm(300) + 0.1 * x1 - 0.5 * x2
x4 <- rnorm(300) - 0.4 * x2 - 0.1 * x3
x5 <- rnorm(300) + 0.1 * x1 - 0.2 * x3
y <- rnorm(300) + 0.5 * x1 + 0.5 * x2 + 0.15 * x3 - 0.4 * x4 - 0.25 * x5
data <- data.frame(y, x1, x2, x3, x4, x5)
head(data)                                 # Show first six lines
#             y          x1         x2          x3         x4         x5
# 1 -0.2553708  0.4399836  0.2144276 -0.24921404  0.7626867 -0.000145643
# 2  0.9582395  0.1866435 -0.8674311  0.56741079  0.2266811 -0.482339176
# 3  0.5354913  0.5123466  0.8521783 -0.15192973 -0.5772924  1.598023729
# 4 -0.1751357 -0.2642710 -0.6622039  0.91587607 -0.8784139  0.175314482
# 5  0.4741015 -1.2264237  1.1414974 -0.02544234 -1.4704185  2.154123548
# 6 -2.4687764 -0.4832017 -0.6963652 -0.27676098  3.5740767  1.535050595

The previous output of the RStudio console illustrates the structure of our example data – It consists of six variables, whereby the column y is containing our outcome and the remaining columns are used as predictors.

Let’s use our data to fit a linear regression model in R:

mod_summary <- summary(lm(y ~ ., data))    # Run linear regression model
mod_summary                                # Summary of linear regression model

The previous image shows the output of our linear regression analysis. I have marked the values we are interested in in this example in red.

Example 1: Extracting Multiple R-squared from Linear Regression Model

This Example shows how to pull out the multiple R-squared from our output.

mod_summary$r.squared                      # Returning multiple R-squared
# 0.4131335

The RStudio console shows our result: The multiple R-squared of our model is 0.4131335.

Example 2: Extracting Adjusted R-squared from Linear Regression Model

Alternatively to the multiple R-squared, we can also extract the adjusted R-squared:

mod_summary$adj.r.squared                  # Returning adjusted R-squared
# 0.4031528

The adjusted R-squared of our linear regression model is 0.4031528.

Video, Further Resources & Summary

Do you need further info on the R programming codes of this tutorial? Then you may want to watch the following video of my YouTube channel. In the video, I’m explaining the R programming code of this tutorial.

The YouTube video will be added soon.

In addition to the video, you might read the other tutorials of this homepage. I have published numerous tutorials about linear regression models already.

• Extract F-Statistic, Number of Predictor Variables/Categories & Degrees of Freedom
• Extract Regression Coefficients of Linear Model
• R Programming Examples

This page illustrated how to pull out multiple and adjusted R-squared from regressions in the R programming language. Don’t hesitate to let me know in the comments below, in case you have any further questions or comments. Furthermore, don’t forget to subscribe to my email newsletter in order to receive updates on new tutorials.