本人在做虚拟变量回归时如果包含截距项那么拟合优度R平方值比较低为0.7多，截距项和其他回归系数值均显著；但是如果去掉截距项R平方值会达到0.998，截距项和其他回归系数值也均显著。现在想请教下各位大虾到底要不要截距项啊？？？You need to post how you did it. According the limited information above, it is imposible.
Here is a simulation for your problem. The coef for x and r-square are the same. The only difference is the interpretation of dummy(c=0,1,2) + intercept. They are same.
data t1;
do i = 1 to 100;
c=mod(i,3);
x=rannor(123); error=rannor(123);
y=c+1*x + error;
output;
end;
run;
proc glm data=t1;
class c;
model y=c x/solution;
run;
quit;
proc glm data
Original: https://blog.csdn.net/weixin_36042403/article/details/113988917
Author: 苏安桥
Title: python虚拟变量回归_虚拟变量回归中的截距项问题
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