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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, from the variable list in the dialog box, click ONE.

For more 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.

This is document ameh in domain all.
Last modified on May 26, 2011.

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