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multiple nonlinear regression
Hello,
I had a question about using excel to calculate the regression equation for many independent variables (I have 7). I'm not too knowledgable about stats, but I used tools-data analysis- regression to get a multiple linear regression equation, but I want to try polynomial or non-linear, as the R I got was a bit too low. I have no idea what to expect in the resultant equation , so I don't want to fill up the worksheet columns with A^2, A^3, B^2, C^3, etc... I read the posts about LINEST, but when I tried it, all I get is a number, when I want a list of coefficients or an equation, and when I tried using ^{1,2,3}, I get a #VALUE! error. Thank you any help... Lian |
#2
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multiple nonlinear regression
Lian -
I had a question about using excel to calculate the regression equation for many independent variables (I have 7). I'm not too knowledgable about stats, but I used tools-data analysis- regression to get a multiple linear regression equation, but I want to try polynomial or non-linear, as the R I got was a bit too low. I have no idea what to expect in the resultant equation , so I don't want to fill up the worksheet columns with A^2, A^3, B^2, C^3, etc... < I suggest that you first "look at the data." Plot Y versus each of the X variables (a separate XY plot for each) to see if there are any obvious nonlinear relationships. The simplest way to handle many nonlinear relationships is to use both X and X^2 as explanatory ("independent") variables. There is seldom a justification for higher-order polynomials (and you may "overfit" the data). So if you see some possible nonlinear relationships, add X^2 to your existing data. I read the posts about LINEST, but when I tried it, all I get is a number, when I want a list of coefficients or an equation, < The Regression tool uses LINEST, so there's no reason to use LINEST unless you want the results to change dynamically when you change some of the X and Y data values. If you do use LINEST, note that it must be "array entered." That is, select a large range of cells (see Help for the size), enter the LINEST function, and finish by pressing Control+Shift+Enter simultaneously (instead of just pressing Enter). and when I tried using ^{1,2,3}, I get a #VALUE! error. < If you have 7 original X variables, that array exponentiation would yield 21 X variables for LINEST, and LINEST (and the Regression tool) is limited to 16 X variables. - Mike www.mikemiddleton.com |
#3
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multiple nonlinear regression
Hi,
Thank you for the suggestions! I'm going to go ahead and try the x^2 now... I remembered after plotting a couple of X-Y graphs for the independent variables individually that most of my independent variables had about 4 numbers that it varied between (except for one, that changes with every 2). Plotting just the Y stuff, though, gave me some interesting results so I think I'll explore that further. Once again, thank you for your help! Lian *** Sent via Developersdex http://www.developersdex.com *** Don't just participate in USENET...get rewarded for it! |
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