R-Squared without Intercept

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1 total messages Started by J A Stephen Viggiano Fri, 11 Sep 1992 19:57

#322

Author: 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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