Book My Show Interview Question | Multiple Regression Model
Question
You have built a multiple regression model. Your model R² isn’t as good as you wanted. For improvement, you remove the intercept term, your model R² becomes 0.8 from 0.3. Is it possible? How?
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Machine Learning
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Answer ( 1 )
Yes it is possible that the R^2 increases because of the removal of the
intercept term and that happens because the formula used to calculate
R^2 without the intercept is not correct.
For mathematical explanation refer this article:
https://stats.stackexchange.com/questions/26176/removal-of-statistically-significant-intercept-term-increases-r2-in-linear-mo
http://web.ist.utl.pt/~ist11038/compute/errtheory/,regression/regrthroughorigin.pdf