MATLAB Answers

Remove intercept with "regress"

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Dan Pron
Dan Pron on 17 Apr 2015
Answered: Dan Pron on 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!

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Answers (2)

Chris McComb
Chris McComb on 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)

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Dan Pron
Dan Pron on 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?

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