How to Interpret the Intercept in a Regression Model (With Examples) (2024)

by ZachPosted on June 22, 2021

The intercept (sometimes called the “constant”) in a regression model represents the mean value of the response variable when all of the predictor variables in the model are equal to zero.

This tutorial explains how to interpret the intercept value in both simple linear regression and multiple linear regression models.

Interpreting the Intercept in Simple Linear Regression

A simple linear regression model takes the following form:

ŷ = β0 + β1(x)

where:

  • ŷ: The predicted value for the response variable
  • β0: The mean value of the response variable when x = 0
  • β1: The average change in the response variable for a one unit increase in x
  • x: The value for the predictor variable

In some cases, it makes sense to interpret the value for the intercept in a simple linear regression model but not always. The following examples illustrate this.

Example 1: Intercept Makes Sense to Interpret

Suppose we’d like to fit a simple linear regression model using hours studied as a predictor variable and exam score as the response variable.

We collect this data for 50 students in a certain college course and fit the following regression model:

Exam score = 65.4 + 2.67(hours)

The value for the intercept term in this model is 65.4. This means the average exam score is 65.4 when the number of hours studied is equal to zero.

This makes sense to interpret since it’s plausible for a student to study for zero hours in preparation for an exam.

Example 2: Intercept Does Not Make Sense to Interpret

Suppose we’d like to fit a simple linear regression model using weight (in pounds) as a predictor variable and height (in inches) as the response variable.

We collect this data for 50 individuals and fit the following regression model:

Height = 22.3 + 0.28(pounds)

The value for the intercept term in this model is 22.3. This would mean the average height of a person is 22.3 inches when their weight is equal to zero.

This does not make sense to interpret since it’s not possible for a person to weigh zero pounds.

However, we still need to keep the intercept term in the model in order to use the model to make predictions. The intercept just doesn’t have any meaningful interpretation for this model.

Interpreting the Intercept in Multiple Linear Regression

A multiple linear regression model takes the following form:

ŷ = β0 + β1(x1) + β2(x2) + β3(x3) + … + βk(xk)

where:

  • ŷ: The predicted value for the response variable
  • β0: The mean value of the response variable when all predictor variables are zero
  • βj: The average change in the response variable for a one unit increase in the jth predictor variable, assuming all other predictor variables are held constant
  • xj: The value for the jth predictor variable

Similar to simple linear regression, it makes sense to interpret the value for the intercept in a multiple linear regression model sometimes but not always. The following examples illustrate this.

Example 1: Intercept Makes Sense to Interpret

Suppose we’d like to fit a multiple linear regression model using hours studied and prep exams taken as the predictor variables and exam score as the response variable.

We collect this data for 50 students in a certain college course and fit the following regression model:

Exam score = 58.4 + 2.23(hours) + 1.34(# prep exams)

The value for the intercept term in this model is 58.4. This means the average exam score is 58.4 when the number of hours studied and the number of prep exams taken are both equal to zero.

This makes sense to interpret since it’s plausible for a student to study for zero hours and take zero prep exams before the actual exam.

Example 2: Intercept Does Not Make Sense to Interpret

Suppose we’d like to fit a multiple linear regression model using square footage and number of bedrooms as predictor variables and selling priceas the response variable.

We collect this data for 100 houses in a certain city and fit the following regression model:

Price = 87,244 + 3.44(square footage) + 843.45(# bedrooms)

The value for the intercept term in this model is 87,244. This would mean the average selling price of a house is $87,244 when the square footage and number of bedrooms in a house are both equal to zero.

This does not make sense to interpret since it’s not possible for a house to have zero square footage and zero bedrooms.

However, we still need to keep the intercept term in the model in order to use it to make predictions. The intercept just doesn’t have any meaningful interpretation for this model.

Additional Resources

Introduction to Simple Linear Regression
Introduction to Multiple Linear Regression
How to Interpret Partial Regression Coefficients

How to Interpret the Intercept in a Regression Model (With Examples) (2024)

FAQs

How to interpret intercept in regression example? ›

Regression with One Predictor X

If X sometimes equals 0, the intercept is simply the expected value of Y at that value. In other words, it's the mean of Y at one value of X. That's meaningful. If X never equals 0, then the intercept has no intrinsic meaning.

How do you interpret the y-intercept example? ›

The y-intercept of a line is where it crosses the y-axis. In this case, the line crosses at around y = -1. The value of x, by definition is 0 and the x-axis represents the number of cups of coffee a person drank last week. Since there are people who don't drink coffee, it does male sense to have an x-value of 0.

What does the intercept of a regression line tell us? ›

The intercept is the difference between the mean of the response variable and the product of the slope and the mean of the explanatory variable. The slope of the regression line depends on the correlation between the two variables, among other factors.

How to interpret the estimate of the intercept for the least-squares regression line? ›

Step 1: Identify the independent variable and the dependent variable . Step 2: For the least-squares regression line y ^ ( x ) = a x + b , the value is the -intercept of the regression line. That is, is the model's estimate for the value of the -variable corresponding to .

How do you interpret slope and intercept in regression example? ›

Interpret the slope: If the speed of the club hitting the ball increases by 1 mph, then the model predicts that the length the ball travels increases by 57.66 yards. Interpret the intercept: If the ball is hit with a speed of 0 mph, then the model predicts that the length the ball travels will be 3.18 yards.

How to interpret intercept and slope in regression? ›

The slope indicates the steepness of a line and the intercept indicates the location where it intersects an axis. The slope and the intercept define the linear relationship between two variables, and can be used to estimate an average rate of change.

Does it make sense to interpret the y-intercept explain? ›

The underlying reason for not interpreting the y-intercept is that it occurs outside of the area where one has collected data. Thus one's statistical model would unlikely make an accurate prediction there.

What is the intercept of a regression prediction? ›

The intercept of the regression line—that is, the predicted value when X = 0 . The slope of the regression line. The estimates Y ^ i obtained from the regression line. The difference between the observed values and the fitted values.

Does intercept need to be significant in regression? ›

So in most cases its fine, unless there is good reason to believe the intercept should not be zero or close to zero in this context. If the multivariate model included the intercept term, the (intercept) term must be important. It is the expected response when all explanatory variables are each equal to zero.

How to interpret regression coefficients? ›

So, a positive coefficient means that as the independent variable increases, the dependent variable also increases, while a negative coefficient means that as the independent variable increases, the dependent variable decreases.

What if the intercept is not significant in regression? ›

The intercept isn't significant because there isn't sufficient statistical evidence that it's different from zero.

What does it mean when the intercept is negative in regression? ›

In linear regression, the intercept term represents the value of the dependent variable when all independent variables are zero. A negative intercept means that the line of best fit crosses the y-axis below zero, indicating that the dependent variable has a negative value when all independent variables are zero.

How do you explain the least squares regression line? ›

If the data shows a lean relationship between two variables, it results in a least-squares regression line. This minimizes the vertical distance from the data points to the regression line. The term least squares is used because it is the smallest sum of squares of errors, which is also called the variance.

How do you interpret the P value of the intercept in regression? ›

The p-value of the intercept indicates what would be the percentage of samples that will have a coefficient as far away from 0 or more if one draws at random multiple samples from the population studied, where the coefficient of the intercept is supposed to be 0.

How to interpret slope in regression example? ›

Interpreting the slope of a regression line

The slope is interpreted in algebra as rise over run. If, for example, the slope is 2, you can write this as 2/1 and say that as you move along the line, as the value of the X variable increases by 1, the value of the Y variable increases by 2.

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