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Regression - Standard Error X Variable 1
I am using Tools Data Analysis Regression to generate a "Summary Output"
and am trying use a formula / function to generate some of the data in that output. I have been able to recreate the R Squared, Slope and determined that the t Stat is the slope of X Variable 1 divided by the Standard Error of X Variable 1. I have not been able to recalculate the Standard Error of X Variable 1. I used the help function to find the formula for the Standard Error, but have not been able to figure out all the variables to recalculate the formula. -- Claude S |
#2
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Regression - Standard Error X Variable 1
Claude S -
Google search for "standard error of regression coefficient" (without the quotes). - Mike www.mikemiddleton.com "Claude S" wrote in message ... I am using Tools Data Analysis Regression to generate a "Summary Output" and am trying use a formula / function to generate some of the data in that output. I have been able to recreate the R Squared, Slope and determined that the t Stat is the slope of X Variable 1 divided by the Standard Error of X Variable 1. I have not been able to recalculate the Standard Error of X Variable 1. I used the help function to find the formula for the Standard Error, but have not been able to figure out all the variables to recalculate the formula. -- Claude S |
#3
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Regression - Standard Error X Variable 1
You might find
http://groups.google.com/group/micro...a03470e7a1c650 to be helpful. Jerry Claude S wrote: I am using Tools Data Analysis Regression to generate a "Summary Output" and am trying use a formula / function to generate some of the data in that output. I have been able to recreate the R Squared, Slope and determined that the t Stat is the slope of X Variable 1 divided by the Standard Error of X Variable 1. I have not been able to recalculate the Standard Error of X Variable 1. I used the help function to find the formula for the Standard Error, but have not been able to figure out all the variables to recalculate the formula. |
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