Does anyone know if a generalised version of the Excel 2003 LINEST function
using QR decomposition is available, beyond that posted in the knowledge base
article(http://support.microsoft.com/kb/828533)? That shows the way in which
this can be done with 2 regressors but not for n regressors and I need to
know how this can be extended. Ideally, I think this should be available as a
free bug fix in Excel, as Microsoft has acknowledged that this is a bug.
Also, the Knowledge Base article doesn't show how the standard error of each
coefficient can be determined, hence it's impossible to derive the t-stats
for each coefficient.