6k views

### How can $R^2$ have two different values for the same regression (without an intercept) [duplicate]

My question is multifaceted. So I'll start by asking my question and then explain what has caused me to ask this question. How can I calculate the coefficient of determination for a linear ...
3k views

### Use squared correlation in regression without intercept [duplicate]

If I want to compare the goodness-of-fit of two regression models, with and without intercept, is it valid to compare the squared correlation coefficient between the fitted values and the data? Since ...
1k views

### Is it ok to remove the intercept in a linear regression model (OLS) if the results are really good? [duplicate]

So I've gone through this SE question and all the answers where the general consensus is that you should never remove the intercept of the linear regression model. The most upvoted answer says: The ...
321 views

### When forcing intercept to zero, how R-squared is changed? [duplicate]

I have some questions. In a linear model, I want to force intercept to zero. The program (I used JMP) does not provide R-squared when intercept becomes zero. So, I calculated R-squared by myself by ...
549 views

### Coefficient of Determination (R-Squared) definition in Matlab [duplicate]

First of all, I have to say that my knowledge of statistics is very basic. I was trying to fit data with a linear regression in Matlab, and I came across the problem of $R^2$ definition. I am using ...
497 views

### How could forcing my regression line to go through the origin increase the R^2? [duplicate]

I created the scatterplot on the left in Tableau and ran the regression line, which resulted in an R^2 of 0.63 (confirmed this in excel as well). Then, I used the "Force y-intercept to zero" option ...
159 views

### Why does R-Squared change with a no-intercept model? [duplicate]

Suppose I have one binary predictor $x$ and I fit an OLS model: $$y = \alpha + \beta I(x=1) + \epsilon$$ Alternatively I can fit the following model $$y = \beta I(x=1) + \beta I(x=0) + \epsilon$$ Why ...
237 views

### Interpreting of difference between R lm() with intercept and without it? [duplicate]

I have applied the lm() to a data set. The independent variables are categorical. First, I use lm() with intercept and I got the next results: ...
176 views

### Which regression model to choose? [duplicate]

I have two models, one lm(y ~ x1 + x2 + 0) which gives me a close to 0.90 something $R^2$ and another model lm(y ~ x1 + x2) ...
115 views

### linear model without intercept : wrong r-square value? [duplicate]

R linear model function lm looks like have a bug. with no intercept term. I want to know this is really a bug or my mistake on something... ...
36 views

### Computation of R-squared with lm() in R [duplicate]

Confusion on difference between the $R^2$ results from the lm() function in R and from the Equation $1-rss/sst$ (1) Ref: https://onlinecourses.science.psu....
36 views

### Zero Intercept Model Interpretation [duplicate]

I am supposed to run a regression of Medical Expenditure on several explanatory variables like income, no of illnesses, age and also some dummy variables like gender differentiating dummy, dummy for ...
19 views

### Why do we not get an R squared value for the intercept only term? [duplicate]

When I try to fit an intercept only model in R, why do I need get an R squared? I can see from the formula of the adjusted R squared that this would be 0, but this isn't shown either.