Skip to main content

    Method document

    Achieved power for a linear regression (R²)

    Calculates the probability that the overall F test of a linear regression rejects R² = 0, for a specified sample size, number of predictors, expected R², and significance level.

    Engine version 1.0.0 · Reviewed 3 October 2026

    https://statwisely.com/methods/power-linear-regression/

    When to use it

    • Assess whether a planned multiple regression has enough participants to detect that its predictors together explain the outcome.

    Not for

    • This is the test of the whole model. Power for one coefficient, adjusted for the others, is usually much lower and needs the single-coefficient calculation.

    Notation

    NN
    Participants.
    pp
    Number of predictors.
    R2R^2
    Expected proportion of outcome variance the predictors explain.
    f2f^2
    Cohen’s f², R²/(1 − R²).

    Formulas

    Effect size, degrees of freedom and noncentrality

    f2=R21−R2,ν1=p,ν2=N−p−1,λ=f2Nf^2=\frac{R^2}{1-R^2}, \qquad \nu_1=p, \qquad \nu_2=N-p-1, \qquad \lambda=f^2 N

    This is G*Power’s noncentrality for the R² deviation-from-zero test [1, 2].

    Power of the overall F test

    Power=P(Fν1,ν2,λ>F1−α; ν1,ν2)\text{Power}=P\left(F_{\nu_1,\nu_2,\lambda} > F_{1-\alpha;\,\nu_1,\nu_2}\right)

    F and chi-square tests reject only in the upper tail, so there is no one- or two-sided choice.

    Parameters

    Sample sizeNN

    Values: Integer, more than predictors + 1

    Enter participants with complete data on the outcome and every predictor.

    Number of predictorspp

    Values: Integer, at least 1

    Count every term in the model: a categorical variable with c levels adds c − 1.

    Expected R²R2R^2

    Values: Between 0 and 1

    From comparable published models; f² = 0.02, 0.15, and 0.35 (R² ≈ 0.02, 0.13, and 0.26) are small, medium, and large.

    Significance levelα\alpha

    Values: Between 0 and 1

    The type I error rate for the specified test.

    Assumptions

    • Observations are independent, the residuals are approximately normal with constant variance, and the predictors are treated as fixed.
    • F and chi-square tests reject only in the upper tail, so there is no one- or two-sided choice.

    Worked examples

    A worked input set

    For 100 participants, 3 predictors, and an expected R² of 0.10 at α = 0.05: f² = 0.111, ν₁ = 3, ν₂ = 96, and λ = 11.1.

    Sample size: 100

    Open this example in the calculator

    Validation

    • Power is the exact noncentral-F tail probability. It agrees with pwr::pwr.f2.test in R and with G*Power, and at the size the linear-regression calculator returns it reaches that calculator’s target power.

    How to cite

    StatWisely. Achieved power for a linear regression (R²). Method document, engine version 1.0.0, reviewed 2026-10-03. https://statwisely.com/methods/power-linear-regression/

    Cite the original references for the formulas your design uses as well.

    References

    1. 1.Cohen J. Statistical Power Analysis for the Behavioral Sciences. 2nd ed. Hillsdale, NJ: Lawrence Erlbaum Associates; 1988.
    2. 2.Faul F, Erdfelder E, Lang AG, Buchner A. G*Power 3: a flexible statistical power analysis program for the social, behavioral, and biomedical sciences. Behavior Research Methods. 2007;39(2):175–191.