Adjusted Coefficient of Determination
The adjusted coefficient of determination of a multiple linear regression model is defined in terms of the coefficient of determination as follows, where n is the number of observations in the data set, and p is the number of independent variables.
Find the adjusted coefficient of determination for the multiple linear regression model of the data set stackloss.
We apply the lm function to a formula that describes the variable stack.loss by the variables Air.Flow, Water.Temp and Acid.Conc. And we save the linear regression model in a new variable stackloss.lm.
Then we extract the coefficient of determination from the adj.r.squared attribute of its summary.
The adjusted coefficient of determination of the multiple linear regression model for the data set stackloss is 0.89833.
Further detail of the adj.r.squared attribute can be found in the R documentation.