Question: Statistics:-LinearFit: how to get R^2 and R^2[adjusted] (coefficient of determination)?

February 18 2014 Carl Love 10756

In doing multiple linear regression with Statistics:-LinearFit, how do I get or compute the values commonly called R^2 and R^2[adjusted], also known as the coefficient of determination? I know that residualsumofsquares is part of it. I also need the "total sum of squares" to compute R^2. And how do I modify that to get R^2[adjusted]? These things do not seem to be among the numerous output options to LinearFit. These values (R^2 and R^2[adjusted]) are typically part of the output of other statistics software when doing multiple regression.

I'd also like the p - values for the significance of the individual parameters and the p - value for the global utility---also things that are standardly reported by statistics software.

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