The Excel function LINEST (as implemented in Excel 2003 or later) will do a
General Linear Model (but not a Generalized Linear Model), you just have to
supply the appropriate X matrix. Help for LINEST misleads you into thinking
that it is much more limited than it really is. You can call worksheet
functions (including LINEST) from VBA. You might also find PopTools
http://www.cse.csiro.au/poptools/
and Morefunc.xll
http://xcell05.free.fr/english/index.html
to be useful. There are also various commercial add-ins that I am less
familiar with.

Unless you are quite good at both statistics and statistical computing, you
will be less likely to get into trouble with a real statistics package. R is
free, highly capable, and well respected
http://www.r-project.org/
There is an R package that allows you to call R functions from Excel.

Jerry

"Thomas" wrote:

I'm looking for software for doing advanced statistics (such as the General
Linear Model) within Excel. Furthermore, the software would have to be
accessible through VBA meaning that I could call subroutines using VBA code.
Does anyone have a recommendation?

Best regards,

Thomas