Multiple linear regression b_0 = 0

Crancichhb 2022-08-13 Answered
Multiple linear regression b 0 = 0
I am trying to calculate the coefficients b 1 , b 2 , . . . of a multiple linear regression, with the condition that b 0 = 0. In Excel this can be done using the RGP Function and setting the constant to FALSE.
How can this be done with a simple Formular?
Thank you in Advance!
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Answers (1)

Kasen Schroeder
Answered 2022-08-14 Author has 21 answers
Can you give me an example, how to use the formula with multiple regression. I was expecting a variation of the least square method: β 1 = ( X T X ) 1 X T y
You have the regression function y i = i = 1 n b 1 x i . In this case the matrix X and the vector y are
X = ( x 11 x 12 x 1 n x 21 x 22 x 2 n x m 1 x m 2 x m n )  and  y = ( y 1 y 2 y n )
In the case where the constant b 0 0 the matrix X is
X = ( 1 x 11 x 12 x 1 n 1 x 21 x 22 x 2 n 1 x m 1 x m 2 x m n )
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