请问逐步回归里面的截距项可以随便去掉回归吗？

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yaobuyi 发表于 2012-8-4 09:54:08 |AI写论文

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我有截距项回归的拟合优度不到百分45，共三步回归，如下
Stepwise Selection: Step 1
Variable x1 Entered: R-Square = 0.4067 and C(p) = 6.6063
Analysis of Variance

Sum of          Mean
Source                DF       Squares       Square F Value Pr > F

Model                   1       0.42030       0.42030    34.28 <.0001
Error                   50       0.61313       0.01226
Corrected Total       51       1.03343

Parameter    Standard
Variable    Estimate       Error Type II SS  F Value  Pr > F

Intercept    4.09725    1.47741    0.09431    7.69  0.0078
x1          0.87776    0.14993    0.42030 34.28  <.0001

                                             Stepwise Selection: Step 2

                              Variable x2 Entered: R-Square = 0.4485 and C(p) = 4.7594

                                                Analysis of Variance
Sum of          Mean
Source                DF       Squares       Square F Value Pr > F

Model                   2       0.46350       0.23175    19.92 <.0001
Error                   49       0.56994       0.01163
Corrected Total       51       1.03343

Parameter    Standard
Variable    Estimate       Error Type II SS  F Value  Pr > F

Intercept    1.24167    2.06548    0.00420    0.36  0.5505
x1          0.98079    0.15550    0.46273 39.78  <.0001
x2          0.06717    0.03486    0.04319    3.71  0.0598

Bounds on condition number: 1.1341, 4.5364
--------------------------------------------------------------------------------------------
                                             Stepwise Selection: Step 3

                              Variable x2 Removed: R-Square = 0.4067 and C(p) = 6.6063
Sum of          Mean
Source                DF       Squares       Square F Value Pr > F

Model                   1       0.42030       0.42030    34.28 <.0001
Error                   50       0.61313       0.01226
Corrected Total       51       1.03343
Parameter    Standard
Variable    Estimate       Error Type II SS  F Value  Pr > F

Intercept    4.09725    1.47741    0.09431    7.69  0.0078
x1          0.87776    0.14993    0.42030 34.28  <.0001

但是去掉截距回归拟合优度达到百分99.999999999.我觉得不靠谱呀。如下
                              Variable x1 Entered: R-Square = 0.9999 and C(p) = 12.3743

NOTE: No intercept in model. R-Square is redefined.

                                                Analysis of Variance

                                                      Sum of          Mean
                  Source                DF       Squares       Square F Value Pr > F

                  Model                   1    8448.63991    8448.63991    609068 <.0001
                  Error                   51       0.70744       0.01387
                  Uncorrected Total       52    8449.34736
希望指点。不胜感激。