This tool helps you estimate the adjusted R-square (sometimes referred to as population R²) for your regression model. By accounting for the number of predictors and sample size, adjusted R-square provides a more accurate measure of model fit that doesn’t inflate with the addition of extra predictors. For critical analyses, verify results with professional statistical software or consult a statistician.
Adjusted R-Squared Calculator
Compute the adjusted (population)
Step 1: Enter Known Values
A number between 0 and 1, e.g. 0.85.
E.g., 100 data points.
E.g., 3 independent variables.
Adjusted R-Squared Calculator
In multiple linear regression, we often use the coefficient of determination
What Is R-Squared?
The R-Squared (
: The sum of squared residuals (sum of squared errors) : The total sum of squares (proportional to the variance of the response variable)
Why Adjust R-Squared?
Adjusted R-Squared compensates for the number of predictors (
- Prevent overfitting and identify more parsimonious models.
- Compare different regression models with varying numbers of predictors on a fair basis.
It is particularly useful when iterating through potential predictor sets or building stepwise regression models.
The Adjusted R-Squared Formula
The Adjusted R-Squared is calculated as:
: the regular R-squared : the number of observations (data points) : the number of predictors (not counting the intercept)
Notice that when
How the Calculator Works
A typical Adjusted R-Squared Calculator steps through:
- Inputs: asks for the sample size (
), the total number of predictors used ( ), and the model’s value. - Applies the Formula: it plugs these inputs into the adjusted formula:
- Outputs the Adjusted
: presenting it as a decimal or percentage.
Practical Examples
Example 1: Small Linear Model
Scenario: You have 20 data points
Calculation:
So the adjusted
Example 2: Adding a Predictor
Scenario: Suppose the same dataset with
Calculation:
The new adjusted
Key Takeaways
- Adjusted vs. Raw
: Adjusted accounts for added parameters, making it a better yardstick for comparing models with different numbers of predictors. - Overfitting Control: If a new predictor doesn’t genuinely improve the model,
adjusted
may decrease. - Sample Size Dependence: The penalty factor relies on
, so small datasets with many predictors may see larger penalties.
Conclusion
An Adjusted R-Squared Calculator is an indispensable tool for anyone doing
multiple regression modeling. It takes the raw