# Re: [R] How to compare linear models with intercept and those withoutintercept using minimizing adjs R^2 strategy

From: Lucke, Joseph F <Joseph.F.Lucke_at_uth.tmc.edu>
Date: Mon, 21 May 2007 09:53:35 -0500

Dear R-list,

I apologize for my many emails but I think I know how to desctribe my problem differently and more clearly.

My question is how to compare linear models with intercept and those without intercept using maximizing adjusted R^2 strategy.

Now I do it like the following:

> library(leaps)
> n=20
> x=matrix(rnorm(n*3),ncol=3)
> b=c(1,2,0)
> intercept=1
> y=x%*%b+rnorm(n,0,1)+intercept
>
> ##### Choose the model with maximum adjr2

1 2 3 4
TRUE TRUE TRUE FALSE Actually, I use the definition of R-square in which the model is without a intercept term.

Is what I am doing is correct?

Thanks for any suggestion or correction.

--
Junjie Li,                  klijunjie_at_gmail.com
Undergranduate in DEP of Tsinghua University,

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