PTRUSCOTT
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How to calculate sum of squared errors when your regression has no constant
Dear Experts,
I have an application that requires me to work out the R-Squared statistic of a regression from scratch. I got the formula from the following Web page:
http://en.wikipedia.org/wi
This works fine for a normal regression model with a constant. If you select the noconstant option in either Excel or Stata then the Sum of Squared differences is totally different from the result of the formula shown on the Wikipedia page above.
Can anyone show me a link to the correct formula where there is no intercept?
Best Wishes,
Phil
I have an application that requires me to work out the R-Squared statistic of a regression from scratch. I got the formula from the following Web page:
http://en.wikipedia.org/wi
This works fine for a normal regression model with a constant. If you select the noconstant option in either Excel or Stata then the Sum of Squared differences is totally different from the result of the formula shown on the Wikipedia page above.
Can anyone show me a link to the correct formula where there is no intercept?
Best Wishes,
Phil
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ozo
By "no constant" do you mean constant = 0 ?
ASKER
Yes. I mean constant = zero. "Noconstant" is the keyword you use in Stata