Return to Answer

replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/

Source Link

edited Apr 13, 2017 at 12:44

You can remove the intercept, as suggested in the comments, by including -1 in the model specification. However, you might want to consider reading this this before doing that.

Yvar ~ ContXVar + NYXVar + BostonXVar seems to be the safe bet here.

Running two separate regressions essentially means you're estimating two separate models as you don't account for the New York/Boston effect respectively.

You can remove the intercept, as suggested in the comments, by including -1 in the model specification. However, you might want to consider reading this before doing that.

Yvar ~ ContXVar + NYXVar + BostonXVar seems to be the safe bet here.

Running two separate regressions essentially means you're estimating two separate models as you don't account for the New York/Boston effect respectively.

You can remove the intercept, as suggested in the comments, by including -1 in the model specification. However, you might want to consider reading this before doing that.

Yvar ~ ContXVar + NYXVar + BostonXVar seems to be the safe bet here.

Running two separate regressions essentially means you're estimating two separate models as you don't account for the New York/Boston effect respectively.

Source Link

created Nov 4, 2015 at 17:54

horseoftheyear

You can remove the intercept, as suggested in the comments, by including -1 in the model specification. However, you might want to consider reading this before doing that.

Yvar ~ ContXVar + NYXVar + BostonXVar seems to be the safe bet here.

Running two separate regressions essentially means you're estimating two separate models as you don't account for the New York/Boston effect respectively.