# How to interpret parameter estimates correlated with the intercept parameter estimate?

I have performed a regression in SAS and extracted the estimated correlation matrix of the parameters, which includes the intercept. One of my variable parameters has a strong correlation to the intercept parameter. I have not seen this before and want to be sure I understand what it means (if anything). Can anyone provide an intuitive explanation of what it means for a variable parameter estimate to be correlated to the intercept parameter estimate?

• If you're interested in not having that correlation in your estimates, you might consider mean-correcting your $x$'s (in some situations that makes sense to do, sometimes it doesn't). Beware, though - it changes the meaning of the intercept. – Glen_b Sep 21 '13 at 1:33