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### 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 ...
819 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 ...
382 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 ...
206 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: ...
175 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) ...
130 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 ...
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....
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### 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 ...
112k views

### When is it ok to remove the intercept in a linear regression model?

I am running linear regression models and wondering what the conditions are for removing the intercept term. In comparing results from two different regressions where one has the intercept and the ...
12k views

### Why do we need multivariate regression (as opposed to a bunch of univariate regressions)?

I just browsed through this wonderful book: Applied multivariate statistical analysis by Johnson and Wichern. The irony is, I am still not able to understand the motivation for using multivariate (...
51k views

### When forcing intercept of 0 in linear regression is acceptable/advisable [duplicate]

I have a regression model to estimate the completion time of a process, based on various factors. I have 200 trials of these processes, where the 9 factors being measured vary widely. When I perform a ...
15k views

### Manually calculated $R^2$ doesn't match up with randomForest() $R^2$ for testing new data

I know this is a fairly specific R question, but I may be thinking about proportion variance explained, $R^2$, incorrectly. Here goes. I'm trying to use the ...
### Geometric interpretation of multiple correlation coefficient $R$ and coefficient of determination $R^2$
I am interested in the geometric meaning of the multiple correlation $R$ and coefficient of determination $R^2$ in the regression \$y_i = \beta_1 + \beta_2 x_{2,i} + \dots + \beta_k x_{k,i} + \...