[R] multiple regression w/ no intercept; strange results

[Dieter Menne]

I am writing some software to do multiple regression and am using r to
benchmark the results.  The results are squaring up nicely for the
"with-intercept" case but not for the "no-intercept" case.  I am not
sure what R is doing to get the statistics for the 0 intercept case.
...
 It seems odd to me that dropping the intercept
would cause the R^2 and F stats to rise so dramatically, and the p
value to consequently drop so much.  In my implementation, I get the
same beta1 and beta2, and the R2 I compute using the

Removing the intercept can harm your sanity. See 

http://markmail.org/message/q67jf7uaig7d4tkm

for an example. 

Dieter

-- 
View this message in context: http://www.nabble.com/multiple-regression-w--no-intercept--strange-results-tp24238950p24239683.html
Sent from the R help mailing list archive at Nabble.com.