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Default Excel 2003 won't let me select my own regression output range.

Excel 2003 allows the user to click on the cell reference in the
upper-left-hand corner of the desired output range, but Excel doesn't let me
select a cell in a worksheet different from the input data worksheet in the
same workbook. It only works by selecting a cell in the same worksheet as
the input regression data. Is there something wrong here?
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Thank you,
Peter
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