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When is it ok to remove the intercept in lm()?

I have some regression output from R:

   Coefficients:
             Estimate Std. Error t value Pr(>|t|)    
(Intercept) -28.84775   29.71148  -0.971    0.341    
sqft          0.17091    0.01545  11.064 2.48e-11 ***
lotsize       6.77770    1.42129   4.769 6.19e-05 ***
baths        15.53470    9.20827   1.687    0.104    
---

The intercept (and baths) looks useless, so I ran confint() to confirm it:

            2.5 %     97.5 %
(Intercept) -89.9205710 32.2250754
sqft          0.1391546  0.2026609
lotsize       3.8561912  9.6992184
baths        -3.3931660 34.4625741

And what do you know, it is. Now I am stuck on what to do here. I see that the intercept can have a zero slope, so can I treat the intercept like a predictor and drop it?

After taking baths out and running the regression again, the intercept is still coming up as statistically insignificant:

             Estimate Std. Error t value Pr(>|t|)    
(Intercept) -23.20585   30.51527  -0.760 0.453566 

and

                 2.5 %     97.5 %
(Intercept) -85.8180248 39.4063179

Any ideas?

Travis
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