Remove intercept with "regress"
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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
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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