Re: [R] multiple regression w/ no intercept; strange results

On Sun, Jun 28, 2009 at 3:38 AM, Dieter Menne wrote: > It seems odd to me that dropping the intercept > would cause the R^2 and F stats to rise so dramatically, and the p > value to consequently drop so much. In my implementation, I get the > same beta1 and beta2, and the R2 I compute using the

[R] multiple regression w/ no intercept; strange results

I am writing some software to do multiple regression and am using r to benchmark the results. The results are squaring up nicely for the "with-intercept" case but not for the "no-intercept" case. I am not sure what R is doing to get the statistics for the 0 intercept case. For example, I would ex