############################################################ ## R code to accompany the textbook ## Statistics: The Art & Science of Learning from Data ## by A. Agresti, C. Franklin and B. Klingenberg ## 5th Edition, Pearson 2021 ## Web: ArtofStat.com ## Copyright: Bernhard Klingenberg ############################################################ #################### ### Chapter 13 ### ### Example 3 ### #################### ##################################################### ## Multiple Correlation Coefficient and R-Squared ## ##################################################### # Reading in data houses <- read.csv(file='https://raw.githubusercontent.com/artofstat/data/master/Chapter13/house_selling_prices_or.csv') colnames(houses) #check column names # Fitting in multiple regression model linReg <- lm(HP.in.thousands ~ House.Size + Bedrooms, data = houses) linReg # To get the ANOVA table for the regression model aov <- anova(linReg) aov # To compute R squared using sum of squares tss <- sum(aov$`Sum Sq`) rss <- aov$`Sum Sq`[3] rSquared <- (tss - rss) / tss rSquared # To find the multiple correlation coefficient r <- sqrt(rSquared) r # To verify that the output for R Squared is correct using the manual computation, # you can use the `summary()` function on our model; the R squared is shown there as well summary(linReg)