Python Sklearn Multiple Linear Regression Display R-squared

I calculated my multiple linear regression equation and I want to see the adjusted R-squared. I know that the score function allows me to see r-squared, but it is not adjusted. imp

Solution 1:

There are many different ways to compute R^2 and the adjusted R^2, the following are few of them (computed with the data you provided):

from sklearn.linear_model import LinearRegression
model = LinearRegression()
X, y = df[['NumberofEmployees','ValueofContract']], df.AverageNumberofTickets
model.fit(X, y)

SST = SSR + SSE (ref definitions)

# compute with formulas from the theory
yhat = model.predict(X)
SS_Residual = sum((y-yhat)**2)       
SS_Total = sum((y-np.mean(y))**2)     
r_squared = 1 - (float(SS_Residual))/SS_Total
adjusted_r_squared = 1 - (1-r_squared)*(len(y)-1)/(len(y)-X.shape[1]-1)
print r_squared, adjusted_r_squared
# 0.877643371323 0.863248473832# compute with sklearn linear_model, although could not find any function to compute adjusted-r-square directly from documentationprint model.score(X, y), 1 - (1-model.score(X, y))*(len(y)-1)/(len(y)-X.shape[1]-1)
# 0.877643371323 0.863248473832 

Another way:

# compute with statsmodels, by adding intercept manuallyimport statsmodels.api as sm
X1 = sm.add_constant(X)
result = sm.OLS(y, X1).fit()
#print dir(result)print result.rsquared, result.rsquared_adj
# 0.877643371323 0.863248473832

Yet another way:

# compute with statsmodels, another way, using formulaimport statsmodels.formula.api as sm
result = sm.ols(formula="AverageNumberofTickets ~ NumberofEmployees + ValueofContract", data=df).fit()
#print result.summary()print result.rsquared, result.rsquared_adj
# 0.877643371323 0.863248473832

Solution 2:

regressor = LinearRegression(fit_intercept=False)
regressor.fit(x_train, y_train)
print(f'r_sqr value: {regressor.score(x_train, y_train)}')