-----Original Message-----
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]]On
Behalf Of Robert J. MacG. Dawson
Sent: Thursday, June 20, 2002 6:49 AM
To: [EMAIL PROTECTED]
Subject: Re: equation for constrained linear regression
Presumably if one were stranded on a desert island with only Microsoft
Office, one could get the through-the-origin regression line correctly
by putting (-x,-y) into the data set for each (x,y). Some regression
diagnostics would be all fouled up but it is my understanding that you
don't get good regression diagnostics from Excel anyway.
However, I do wonder why this would be done; the through-the-origin
constraint seems in many cases to imply that data with near-0 x
coordinates ought to have not only small y values but also small
variance. In most cases (not all) one would probably do better to
log-transform and fit a slope-constrained-to-1 OLS model; this is
equivalent to taking the geometric mean of all the ratios (or, indeed,
the ratio of the geometric means)
-Robert Dawson
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The coefficients and standard coefficient errors are correct when the
regression through the origin is selected. It is the R squared and F test
aspects that are in error.
DAHeiser
.
.
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