Regression through the Origin

نویسنده

  • Joseph G. Eisenhauer
چکیده

A lthough ordinary least-squares (OLS) regression is one of the most familiar statistical tools, far less has been written − especially in the pedagogical literature − on regression through the origin (RTO). Indeed, the subject is surprisingly controversial. The present note highlights situations in which RTO is appropriate, discusses the implementation and evaluation of such models and compares RTO functions among three popular statistical packages. Some examples gleaned from past Teaching Statistics articles are used as illustrations. For expository convenience, OLS and RTO refer here to linear regressions obtained by least-squares methods with and without a constant term, respectively.

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تاریخ انتشار 2003