Notes on regression through the origin

Abstract

The calculation of R 2 and the test of significance for the least squares regression solution through the origin are not well documented in textbooks. Many of the statistical packages compute these statistics in such a way that the researcher may easily, though inadvertently, be misled. This paper contains a detailed discussion, supplemented by an example, of the formulae required to properly calculate these statistics. Also, recommendations for correcting misleading computer results are presented. Keywords: regression through the origin, coefficient of determination, test of significance