View Single Post
  #3   Report Post  
Posted to microsoft.public.excel.programming
Jerry W. Lewis Jerry W. Lewis is offline
external usenet poster
 
Posts: 837
Default Regression Significance or P factor

I know that you cracked it, but you did not post your solution for the
benefit of others who may have the same question. The p-value for
testing slope significance is

=TDIST(ABS(slope)/se1,df,2)

where df is n-2, and se1 is returned in the first column, second row of
the array returned by =LINEST(y,x,,TRUE). Alternately,

http://groups.google.com/groups?selm...40mediaone.net

provides formulas to calculate slope and se1 in ways that are
numerically better than the implementation of LINEST in pre-2003 versions.

Jerry

Glen Millar wrote:

Hi,

I have two arrays of data that I need to run a regression on. I can use the
"Slope" formula to get the line slope, or x factor coefficient from the
regression statistics. But what formula can I use to get the P- factor, Eg.
0.05, or the significance at 0.05?

If I can crack that, I can do the vba to get it retuned from the number of
spreadsheets I have to analyse.