Remove intercept with "regress"

3 Ansichten (letzte 30 Tage)
Dan Pron
Dan Pron am 17 Apr. 2015
Beantwortet: Dan Pron am 17 Apr. 2015
Hello everyone!
I would like to run a multiple linear regression, but dont want any intercept in the output (i want to remove it, because i'm facing a multicolinearity issue). Can someone help me? Here is a piece of my code :
[b17, bint17,~,~,stats17] = regress(TrimROA, [ones(length(TrimROA),1) TrimOPEXP_LP TrimBPSM TrimWO TrimCPB TrimDEBT_EQU],0.1)
Thanks a lot!

Antworten (2)

Chris McComb
Chris McComb am 17 Apr. 2015
I think that all you need to do is remove the first column from your second argument (i.e. the column of 1's).
[b17, bint17,~,~,stats17] = regress(TrimROA, [TrimOPEXP_LP TrimBPSM TrimWO TrimCPB TrimDEBT_EQU],0.1)

Dan Pron
Dan Pron am 17 Apr. 2015
Thanks, but i still have an issue^^. I removed the column of ones :
ones(length(TrimROA),1)
But i got this error message now :
Warning: R-square and the F statistic are not well-defined unless X has a column of ones.
Type "help regress" for more information.
> In regress at 163
This is a problem, because i need to have a reliable R-square for my work. Any idea?

Kategorien

Mehr zu Linear and Nonlinear Regression finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by