Regression through the origin

Removing the Intercept from a Regression Model When X Is Continuous

December 17th, 2018 by

Stage 2In a recent article, we reviewed the impact of removing the intercept from a regression model when the predictor variable is categorical. This month we’re going to talk about removing the intercept when the predictor variable is continuous.

Spoiler alert: You should never remove the intercept when a predictor variable is continuous.

Here’s why. (more…)

Regression Through the Origin

November 13th, 2008 by

I just wanted to follow up on my last post about Regression without Intercepts.Stage 2

Regression through the Origin means that you purposely drop the intercept from the model.  When X=0, Y must = 0.

The thing to be careful about in choosing any regression model is that it fit the data well.  Pretty much the only time that a regression through the origin will fit better than a model with an intercept is if the point X=0, Y=0 is required by the data.

Yes, leaving out the intercept will increase your df by 1, since you’re not estimating one parameter.  But unless your sample size is really, really small, it won’t matter.  So it really has no advantages.