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[email protected] marston.gould@allstardirectories.com is offline
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Default Runtime Error on Linest

I'm trying to run a regression and collect all of the coefficients/T-stats and R-square of each combination between a single dependent variable and 10 different independent variables.

In the example code I'll put below - I'm only trying to output the coefficient and T-stat of the first variable - and the r-square of the full regression. Eventually I'll need to do all variables.

The problem I'm having is when I test fixed range declarations in the independent variables - the LinEst function works. When I create a range based on dynamic ranges - it doesn't. Could use some help.

Thanks in advance.

See code below

Option Base 1
Option Explicit
Sub combinKofN()
Dim rngs
Dim nRngs As Long, maxCombin As Long, nCombin As Long
Dim nSelect As Long, i As Long, j As Long
Dim r As String
Dim xRng As Range
Dim yRng As Range
Dim v
Dim k As Integer

rngs = Array("A2:A112", "B2:B112", "C2:C112", "D2:D112", "E2:E112", "F2:F112", "G2:G112", "H2:H112", "I2:I112", "J2:J112")
Set yRng = Range("K2:K112")
yRng.Select
nRngs = UBound(rngs)
k = 0
For nSelect = nRngs To 1 Step -1
maxCombin = WorksheetFunction.Combin(nRngs, nSelect)
ReDim idx(1 To nSelect) As Long
For i = 1 To nSelect: idx(i) = i: Next

nCombin = 0
Do
' generate next combination
nCombin = nCombin + 1
r = rngs(idx(1))
For i = 2 To nSelect
r = r & "," & rngs(idx(i))
Next
Set xRng = Range(r)
'xRng = Range("A2:J112") 'this works when I use this
'here is where I have problems
v = Application.WorksheetFunction.LinEst(yRng, xRng, 0, True)
' ...coefficient
Range("M2").Offset(4 * k + 2, 0) = v(1, 1)
' ...T-stat
Range("M2").Offset(4 * k + 3, 0) = Abs(v(1, 1) / v(2, 1))
' ...R-squared
Range("M2").Offset(4 * k + 4, 0) = v(3, 1)
k = k + 1

If nCombin = maxCombin Then Exit Do

' next combination index
i = nSelect: j = 0
While idx(i) = nRngs - j
i = i - 1: j = j + 1
Wend
idx(i) = idx(i) + 1
For j = i + 1 To nSelect
idx(j) = idx(j - 1) + 1
Next
Loop
Next