Key points I have in mind, and then followed by my question:
1. I have a regression linear model with a set of attributes and their coefficients.
2. I also ran a correlation analysis on these attributes to check for any correlations
3. question:
Assume I am inspecting the correlation between 2 variables (considered independent variables in this case, when we look at correlation): if corr = -0.22, how would the intercept factor in? or would it at all?
Y~a1X+a2V+ b
Does this correlation coefficient include any indication about the intercept?
Solved – Correlation coefficient & Regression: Intercept
correlationlinearregression
Best Answer
The correlation won't tell you anything about the intercept. The intercept can be interpreted as the average value of Y when X = 0. So, by definition the sign of the correlation between X and Y does not have any influence on the intercept of Y, since X is zeroed out.