The multiple correlation between X and Y does not depend on if there
is a constant term in the regression or not. The residual sum of
squares does. R2 is simply 1.0.
Basically, the answer is: both are quite incorrect, or: only two decimals
are correct.
At 12:45 PM +0000 2/24/00, [EMAIL PROTECTED] wrote:
>I have found a difference between the results produced by SPSS and
>SYSTAT in linear regression with no constant term. Below are the
>results from the programs. As you can see the adjusted R2 given by the
>2 programs is different. Which one is correct?
>
>Data (from NIST line origin dataset):
>Y X
>130 60
>131 61
>132 62
>133 63
>134 64
>135 65
>136 66
>137 67
>138 68
>139 69
>140 70
>
>Linear regression Y on X with no constant term.
>
>SYSTAT:
>R2 = 0.999365492
>adj R2 = 0.999365492
>
>SPSS:
>R2 = 0.9993654922987
>adj R2 = 0.9993020415285
>
>I would appreciate some help.
>
>Many thanks,
>Dr L Green.
>
>
>Sent via Deja.com http://www.deja.com/
>Before you buy.
>
>
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Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
US mail: 8142 Math Sciences Bldg, Box 951554, Los Angeles, CA 90095-1554
phone (310)-825-9550; fax (310)-206-5658; email: [EMAIL PROTECTED]
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