[R] lm without intercept

Jan jrheinlaender at gmx.de
Fri Feb 18 14:20:10 CET 2011


Hello Achim,

> Not quite. Consult your statistics textbook for the correct interpretation 
> of p-values. Under the null hypothesis of a true intercept of zero, it is 
> very likely to observe an intercept as large as 13.52 or larger.
thank you for that help. I suppose the net doesn't have a detailed
explanation of the output of summary.lm for someone with very little
knowledge about statistics? I worked through J. Verzani "simple R" but
it does assume some pre-knowledge.

> > So I repeat the regression forcing the intercept to zero:
> 
> Do you have a good interpretation for that?
In this case, my knowledge of the physical reality behind the numbers
tells me that the intercept should be zero.

> The model without intercept needs to be interpreted differently. The 
> p-value pertains to a regression with intercept zero and slope 0.292 
> against a model with both intercept zero and slope zero.
In other words, of course the slope of 0.292 is almost infinitely better
than a zero slope? But the same would be true for most slopes >0, I
suppose.
So what is the correct way to compare the quality of the regression with
and without intercept? Assuming that I don't know from the physical
reality that the intercept should be zero, what can I say to support one
model against the other?

Thanks,
	Jan



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