Multivariate Polynomial Regression in Excel

[athanasioskolios]

Hi All,

I am trying to do multivariate polynomial regression in excel, trying to correlate data of the form y=f(x1,x2) with second order polynomials:
Y = c + a1*x1 + a2*x1^2 + a3^x1^3 + b1*x2 + b2*x2^2 + b3*x2^3

Using the following command, I have achieved this:
=LINEST(A2:A10,B2:B10^{1,2,3,0,0,0}*C2:C10^{0,0,0, 1,2,3},TRUE,TRUE)

Can anybody tell me the theory Excel uses for this kind of regression?

Thank you very much in advance!

athanasioskolios

 

[Hamburgler]

Here is some info on regression in Excel from MS.

http://office.microsoft.com/en-au/excel/HA011119631033.aspx

 

[athanasioskolios]

Thanks a lot Hamburgler,

What I am trying to find is what kind of formulas is Excel using behind this formula.

Any thoughts?

athanasioskolios

 

[ericvandamme]

Hi athanasioskolios,

You can also try IVDfit for this type of regression, it is a low-cost excel Add-in that

can do 4PL, 5PL and polynomial regression. You can enter your own formula and it will calculate the parameters.

You can download a free trial at www.ivdtools.com

 

[decpdp]

Try any book on numerical analysis. Its a lot of work to set up a sheet to do this manually.