R-Squared without Intercept

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Article #322

#322

From: J A Stephen Viggiano
Date: Fri, 11 Sep 1992 19:57

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In a recent post on this group, somebody described a problem whose solution, in
part, involved running a regression without an intercept term. Which leads to
today's thought.

One of the ubiquitous texts (maybe of the past -- was it Daniel & Wood?)
related an anecdote of somebody who noticed that R-squared always was
higher when no intercept term was included, so they wound up never including
the intercept term.

Does anybody have a citation for this anecdote? Does anybody have a related
story to tell? Similarly, what suggestions do you have to offer in re: R-square
from regressions without an intercept term? Thank you!

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Path: arc1-ca.pugleaf.net!sparky!uunet!newsserver.pixel.kodak.com!psinntp!psinntp!isc-newsserver!jsvrc
From: jsvrc@rc.rit.edu (J A Stephen Viggiano)
Subject: R-Squared without Intercept
Message-ID: <1992Sep11.195753.7900@ultb.isc.rit.edu>
Summary: What should it be???
Keywords: regression, r-squared
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Organization: RIT Research Corp
Date: Fri, 11 Sep 1992 19:57:53 GMT
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