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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 |
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