Hi Guys,
I have a big favour to ask. Within excel there is an add-in called “Data Analysis”, Which can do “Regression”
I am able to get the Coefficients using the following formula as an array (if the ranges are set to be the independent and depend variable data).
=MMULT(MINVERSE(MMULT(TRANSPOSE(M2:O10),M2:O10)),MMULT(TRANSPOSE(M2:O10),Q2:Q10))
The problem I am having is working out how to calculate the:
df
SS
MS
F
Significance F
Coefficients
Standard Error
t Stat
P-value
Lower 95%
Upper 95%
I really want to have a formula for each of these, so that I can understand the mathematics behind what is going on.
I have been using formulas I have found to try and calculate the standard error, however I keep getting the wrong values. Any help would be awesome and would help me understand these very cool mathematical concepts!
Here is the link to the excel file I am talking about:
I have a big favour to ask. Within excel there is an add-in called “Data Analysis”, Which can do “Regression”
I am able to get the Coefficients using the following formula as an array (if the ranges are set to be the independent and depend variable data).
=MMULT(MINVERSE(MMULT(TRANSPOSE(M2:O10),M2:O10)),MMULT(TRANSPOSE(M2:O10),Q2:Q10))
The problem I am having is working out how to calculate the:
df
SS
MS
F
Significance F
Coefficients
Standard Error
t Stat
P-value
Lower 95%
Upper 95%
I really want to have a formula for each of these, so that I can understand the mathematics behind what is going on.
I have been using formulas I have found to try and calculate the standard error, however I keep getting the wrong values. Any help would be awesome and would help me understand these very cool mathematical concepts!
Here is the link to the excel file I am talking about: