Leverage and Regression through the Origin

Authors
Citation
Casella, George, Leverage and Regression through the Origin, American statistician , 37(2), 1983, pp. 147-152
Journal title
ISSN journal
00031305
Volume
37
Issue
2
Year of publication
1983
Pages
147 - 152
Database
ACNP
SICI code
Abstract
The problem of deciding whether an intercept model or a no-intercept model is more appropriate for a given set of data is a problem with no simple solution.Often, the underlying physical situation will suggest an appropriate model; however, there still may be interest in assessing which model best fits the data or is the better predictor.In this article a different interpretation of regression through the origin is derived, that of a full fit to the original data set augmented by one further point.Examination of the leverage and influence of the augmented data point can provide help in comparing the models.