Last week a student asked me whether he should eliminate the intercept in a
simple linear regression when it is not significantly different from 0. Yes, I
said: It is very simple to remove it in PSPP. How wrong was I! There is no
option /NOORIGIN in the PSPP Regression procedure.
I have seen the discussions about this issue and the corresponding proposals. I
tried GLM but no coefficients are output. I tried with dummies but a bit of
algebra convinced me that this does not work. I thought the simplest thing is
to delete the column of ones in the design matrix. I have downloaded the code
and looked into linreg.c. Of course, things are a bit more complicated than it
seems at first. Say, my knowledge of C is not enough to venture into the code.
So back to crude SPSS-Syntax for simple linear regression (say a ratio model):
See the code below.
It would be nice to have a /noorigin option in the Regression procedure!
Beat
-------------
* Regression through the origin: Ratio model with PSPP.
* Assign y and x.
compute y = Balance.
compute x = ATM.
* Regression y=beta*x.
COMPUTE xx = x * x.
COMPUTE yx = y * x.
COMPUTE one = 1.
EXECUTE.
AGGREGATE OUTFILE=* MODE=ADDVARIABLES
/PRESORTED
/BREAK= one
/sumyx = SUM (yx)
/sumxx = SUM (xx)
/nsamp = sum(one).
COMPUTE beta = sumyx/sumxx.
COMPUTE resid = y - beta * x.
COMPUTE resid2 = resid * resid.
AGGREGATE OUTFILE=* MODE=ADDVARIABLES
/PRESORTED
/BREAK= one
/SSE = SUM (resid2).
COMPUTE SER = sqrt(SSE/(nsamp-1)).
EXECUTE.
LIST
/Variables beta SER
/cases = from 1 to 1.
delete variables y x one yx xx sumyx sumxx nsamp beta resid2 SSE SER.
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