One of my favorite tricks is adding a constant to each of the independent variables in a regression so as to shift the intercept. Of course just shifting the data will not change R-squared, slopes, F-scores, P-values, etc., so why do it?

Because just about any software package capable of doing regression, even Excel, can give you standard errors and confidence intervals for the Intercept, but it is much harder to get most packages to give you standard errors and confidence intervals around the predicted value of the dependent variable for OTHER combinations of the independent variables. Shifting the intercept is an easy way to get confidence intervals for arbitrary combinations of the independent variables.

This sort of thing becomes especially important at a time when the Statistics community is loudly calling for a move away from P-values. Instead it is recommended that researchers give confidence intervals in clinically meaningful terms.
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