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#1
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linest internals
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 |
#2
Posted to microsoft.public.excel.worksheet.functions
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linest internals
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 |
#3
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linest internals
On 16 Apr 2013 15:08:14 GMT, 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? The algorithms are pretty standard. Look up "linear regression" in any statistics textbook or Web site, such as this one: http://www.tc3.edu/instruct/sbrown/s...m#FindShortcut -- Stan Brown, Oak Road Systems, Tompkins County, New York, USA http://OakRoadSystems.com Shikata ga nai... |
#4
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linest internals
On Tue, 16 Apr 2013 15:08:14 +0000, 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 Thanks to both Michael and Stan, but that's only 2 of the bits. I should have said I'm mostly interested in the bits that *aren't* slope and intercept (they're trivially easy). In particular, I haven't found anywhere the equations to calculate the SE of the coefficients and the SE of the constant. |
#5
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linest internals
On 17 Apr 2013 13:51:18 GMT, Bruce Bowler wrote:
On Tue, 16 Apr 2013 15:08:14 +0000, 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 Thanks to both Michael and Stan, but that's only 2 of the bits. I should have said I'm mostly interested in the bits that *aren't* slope and intercept (they're trivially easy). In particular, I haven't found anywhere the equations to calculate the SE of the coefficients and the SE of the constant. Then, with all due respect, you're not looking. http://www.tc3.edu/instruct/sbrown/stat/infregr.htm is one of literally millions of examples. https://www.google.com/search? hl=en&source=hp&biw=&bih=&q=standard+error+of+slop e -- Stan Brown, Oak Road Systems, Tompkins County, New York, USA http://OakRoadSystems.com Shikata ga nai... |
#6
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linest internals
On Wed, 17 Apr 2013 18:46:33 -0400, Stan Brown wrote:
On 17 Apr 2013 13:51:18 GMT, Bruce Bowler wrote: On Tue, 16 Apr 2013 15:08:14 +0000, 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 Thanks to both Michael and Stan, but that's only 2 of the bits. I should have said I'm mostly interested in the bits that *aren't* slope and intercept (they're trivially easy). In particular, I haven't found anywhere the equations to calculate the SE of the coefficients and the SE of the constant. Then, with all due respect, you're not looking. http://www.tc3.edu/instruct/sbrown/stat/infregr.htm is one of literally millions of examples. https://www.google.com/search? hl=en&source=hp&biw=&bih=&q=standard+error+of+slop e Thank you. I was clearly googling the wrong terms... Bruce |
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