On Tuesday, April 16, 2013 11:08:14 AM UTC-4, Bruce Bowler wrote:
This probably isn't the right forum to ask in, but are the equations used

by linest to calculate all of the bits that it can output documented

somewhere?



Thanks!

Bruce

The help files on microsoft site does not offer much details about the internal formula used by Linest function.

Linest uses this regression analysis equation http://njinstruments.com/statistics/...alculator.html

b = [n ΣXY - ΣX ΣY]/[ n ΣX^2 - [ΣX]^2 )
a = ΣY/n - b ΣX/n

y = a + bx

here b is the slope of the line
and a is the intercept

Statistical software from http://njinstruments.com/ shows detailed workout of the regression analysis as internally used by Linest function

X values
4 5 2 7 3 6 3 2 4 2

Y values
88 95 105 111 103 105 65 42 105 87

Regression Equation = 65.377 + 6.638 X

How Regression Equation was calculated

n #### X #### Y ##### XY ##### X^2
1 #### 4 #### 88 #### 352 #### 16
2 #### 5 #### 95 #### 475 #### 25
3 #### 2 #### 105 ### 210 #### 4
4 #### 7 #### 111 ### 777 #### 49
5 #### 3 #### 103 ### 309 #### 9
6 #### 6 #### 105 ### 630 #### 36
7 #### 3 #### 65 #### 195 #### 9
8 #### 2 #### 42 #### 84 ##### 4
9 #### 4 #### 105 ### 420 #### 16
10 ### 2 #### 87 #### 174 #### 4

#### ΣX = 38 #### ΣY = 906 #### ΣXY = 3626 #### Σ[X2] = 172

b = [n ΣXY - ΣX ΣY]/[ n ΣX^2 - [ΣX]^2 ) #### 6.638
a = ΣY/n - b ΣX/n #### 65.377

Linear Regression Equation #### y = 65.377 + 6.638 X