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#1
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Regression Significance or P factor
Hi,
I have two arrays of data that I need to run a regression on. I can use the "Slope" formula to get the line slope, or x factor coefficient from the regression statistics. But what formula can I use to get the P- factor, Eg. 0.05, or the significance at 0.05? If I can crack that, I can do the vba to get it retuned from the number of spreadsheets I have to analyse. -- Regards, Glen Millar Microsoft PPT MVP http://www.powerpointworkbench.com/ Please tell us your ppt version, and get back to us here Remove spaces from signature Posted to news://msnews.microsoft.com |
#2
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Regression Significance or P factor
Hi,
Cracked it. Thanks anyway. -- Regards, Glen Millar Microsoft PPT MVP http://www.powerpointworkbench.com/ Please tell us your ppt version, and get back to us here Remove spaces from signature Posted to news://msnews.microsoft.com "Glen Millar" <glen @ powerpointworkbench.com wrote in message ... Hi, I have two arrays of data that I need to run a regression on. I can use the "Slope" formula to get the line slope, or x factor coefficient from the regression statistics. But what formula can I use to get the P- factor, Eg. 0.05, or the significance at 0.05? If I can crack that, I can do the vba to get it retuned from the number of spreadsheets I have to analyse. -- Regards, Glen Millar Microsoft PPT MVP http://www.powerpointworkbench.com/ Please tell us your ppt version, and get back to us here Remove spaces from signature Posted to news://msnews.microsoft.com |
#3
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Regression Significance or P factor
I know that you cracked it, but you did not post your solution for the
benefit of others who may have the same question. The p-value for testing slope significance is =TDIST(ABS(slope)/se1,df,2) where df is n-2, and se1 is returned in the first column, second row of the array returned by =LINEST(y,x,,TRUE). Alternately, http://groups.google.com/groups?selm...40mediaone.net provides formulas to calculate slope and se1 in ways that are numerically better than the implementation of LINEST in pre-2003 versions. Jerry Glen Millar wrote: Hi, I have two arrays of data that I need to run a regression on. I can use the "Slope" formula to get the line slope, or x factor coefficient from the regression statistics. But what formula can I use to get the P- factor, Eg. 0.05, or the significance at 0.05? If I can crack that, I can do the vba to get it retuned from the number of spreadsheets I have to analyse. |
#4
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Regression Significance or P factor
Jerry,
I found the same thing in a different place: http://tinyurl.com/6ch5c I had a directory of 5043 files I needed to analyse and then do four different regressions on summaries of each file. So I loaded each file, did the summary and then the formulae for the regressions. I needed slope and significance. Total of 20, 172 regressions! Thanks. -- Regards, Glen Millar Microsoft PPT MVP http://www.powerpointworkbench.com/ Please tell us your ppt version, and get back to us here Remove spaces from signature Posted to news://msnews.microsoft.com "Jerry W. Lewis" wrote in message ... I know that you cracked it, but you did not post your solution for the benefit of others who may have the same question. The p-value for testing slope significance is =TDIST(ABS(slope)/se1,df,2) where df is n-2, and se1 is returned in the first column, second row of the array returned by =LINEST(y,x,,TRUE). Alternately, http://groups.google.com/groups?selm...40mediaone.net provides formulas to calculate slope and se1 in ways that are numerically better than the implementation of LINEST in pre-2003 versions. Jerry Glen Millar wrote: Hi, I have two arrays of data that I need to run a regression on. I can use the "Slope" formula to get the line slope, or x factor coefficient from the regression statistics. But what formula can I use to get the P- factor, Eg. 0.05, or the significance at 0.05? If I can crack that, I can do the vba to get it retuned from the number of spreadsheets I have to analyse. |
#5
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Regression Significance or P factor
You are welcome. Thanks for letting me know that my post has taken on a
larger life. Jerry Glen Millar wrote: Jerry, I found the same thing in a different place: http://tinyurl.com/6ch5c I had a directory of 5043 files I needed to analyse and then do four different regressions on summaries of each file. So I loaded each file, did the summary and then the formulae for the regressions. I needed slope and significance. Total of 20, 172 regressions! Thanks. |
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