Indiana University
University Information Technology Services
  
What are archived documents?

In LIMDEP, how do I include an intercept term in regression models?

In regression models, LIMDEP does not by default include an intercept term. Thus, you must explicitly specify the intercept term by including the variable ONE in the list of independent variables.

Consider the following example of regressing GNP on investment and inflation:

REGRESS;LHS=gnp;RHS=ONE,invest,inflate$

In the above example, LHS (left-hand-side) specifies the dependent variable, while RHS (right-hand-side) lists the independent variables including the intercept term.

If you are using menus, in the variable list in the dialog box, click ONE.

For more information about statistical and mathematical software, email the UITS Stat/Math Center, visit the center's web page, or phone 812-855-4724 (IUB) or 317-278-4740 (IUPUI). The center is located in Bloomington at 410 N. Park Avenue, and is open for consultation by appointment Monday-Friday 9am-5pm.

Also see:

This is document ameh in domain all.
Last modified on November 14, 2007.
Please tell us, did you find the answer to your question?