[R] How to fit an linear model withou intercept
(Ted Harding)
Ted.Harding at manchester.ac.uk
Thu Aug 23 13:21:27 CEST 2007
On 23-Aug-07 09:56:33, Michal Kneifl wrote:
> Please could anyone help me?
> How can I fit a linear model where an intercept has no sense?
> Thanks in advance..
>
> Michael
Presumably you mean "where a non-zero intercept has no sense"?
Suppose the model you want to fit is like
Response ~ B+C+X+Y
Then
[A]
lm(Response ~ B+C+X+Y)
will give you an intecept. But:
[B]
lm(Response ~ B+C+X+Y - 1 )
will in effect force a zero intercept -- it removes the "Intercept"
term (which is implicit in the form [A]) from the model, thus in
effect giving it coefficient zero.
In "real life", the model at [A] corresponds to the equation
Response = a*1 + b*B + c*C + x*X + y*Y + error
where a,b,c,x,y are the coefficients, so the "terms in the model"
are 1 , B , C , X , Y.
The model at [B] corresponds to
Response = b*B + c*C + x*X + y*Y + error
so the "terms in the model" are B , C , X , Y -- i.e. the same
as before but with the term "1" removed, which is what is effected
by adding the term "-1" to the model formula.
Hoping this helps,
Ted.
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Date: 23-Aug-07 Time: 12:21:24
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