vincent at 7d4.com wrote:
Sorry for my lack of knowledge, but will the above trick really force
the regression line to pass through P ?
adding (0,0) in this new system of coordinates isn't it equivalent to
add P to the dataset in the original system ?
Well, you do not add that point, but transform the others:
Say you have (let's make a very simple 1-D example) points P_i = (x_i,
y_i), and P = (x_0, y_0). Then calculate for all i:
P'_i = (x_i - x_0, y_i - y_0)
Now you can calculate a regression without any Intercept by
lm(y ~ x - 1)
You got the slope now and the Intercept is 0 so far for P'.
After that, you can re-transform to get the real data's intercept:
Intercept = -(slope * x_0) + y_0