Date: Sat, 17 Jan 2004 14:59:05 -0800
Reply-To: luigi <luigi_angelucci@YAHOO.IT>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: luigi <luigi_angelucci@YAHOO.IT>
Subject: Re: R^2 when running proc REG under /noint option: how
Content-Type: text/plain; charset=ISO-8859-1
flom@NDRI.ORG (Peter Flom) wrote in message news:<s008ea6a.058@MAIL.NDRI.ORG>...
> What's the context?
> Why are you comparing a model with an intercept with one without? (It's
> good to keep the intercept in, although there are exceptions).
> As to how it could happen, I am not sure, but I *THINK* it could be the
> result of one of
> your variables being highly collinear with the intercept.
> Peter L. Flom, PhD
> Assistant Director, Statistics and Data Analysis Core
> Center for Drug Use and HIV Research
> National Development and Research Institutes
> 71 W. 23rd St
> New York, NY 10010
> (212) 845-4485 (voice)
> (917) 438-0894 (fax)
> >>> luigi <luigi_angelucci@YAHOO.IT> 01/16/04 8:00 PM >>>
> Hi statisticians,
> i'm a newbie of statistics...
> Running PROC REG with noint option the R^2 is far better than with the
> intercept included in the model (.91 vs .75). SSTotal is much higher
> but the target variable is always the same. How can it be possible?
> How this result should be interpreted? SAS help references to
> Kvalseth, 1985, but I can't find it.
> Please help me!
I'm analysing the relationship between banks bad debts in Italy and
the territorial distribution of a series of crime indexes. Some set of
regressors works fine only excluding the intercept... actually I must
hand my paper to my professor next tuesday and just yesterday I
discovered this problem... I prepared all my paper on the assumption
that the highest R**2 was my goal... but I was *a little* silly...
You're right, my variables are higly collinear with the intercept...
so I put it out of my model but in this case R**2 has a different
meaning and comparing the SSError with the SSTotal of the model with
the intercept I should say that there's no improvement in eleminating
the intercept, even if its parameter is not significant...
So I need to understand if a model with no intercept and R**2=.91 is
better or not than the same model with the intercept and R**2=.75.
Again... please help me.