Data Analysis Regression Equation

  • Thread starter Thread starter Jason S
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J

Jason S

I need to know the equation behind the Data Analysis Tools
Add-in Regression Equation.

Does anyone know what the underlying equation is?
 
I need to know the equation behind the Data Analysis Tools
Add-in Regression Equation.

Does anyone know what the underlying equation is?
Click to expand...

Before Excel 2003, it comes straight out of standard stats textbooks (which was
a problem). Beginning with Excel 2003, it uses a better numerical algorithm, but
this means a single formula would no longer truly describe it.
 
for Excel 2000, is it just a simple OLS regression? Is
this also true for 2000 add-ins, or do newer add-ins for
2000 use newer algorithms?

Jason
 
for Excel 2000, is it just a simple OLS regression? Is
this also true for 2000 add-ins, or do newer add-ins for
2000 use newer algorithms?
Click to expand...
...

Yes, for XL2K it's simple OLS.

Which add-ins do you mean? If you mean the Data Analysis ToolPak, I believe it
uses Excel's LINEST.
 
It is OLS in all versions. Prior to 2003, It formed the normal
equations and then inverted X'X ... Numerically, if you form X'X, you
have already lost the battle with ill-conditioned problems (finite
precision problems associated with squaring/summing large numbers).
Excel 2003 decomposes X, so that the solution to the normal equations
can be calculated without ever calculating the normal equations themselves.

Jerry

Jason said:
for Excel 2000, is it just a simple OLS regression? Is
this also true for 2000 add-ins, or do newer add-ins for
2000 use newer algorithms?

Jason

-----Original Message-----
...
Tools

Before Excel 2003, it comes straight out of standard
Click to expand...
stats textbooks (which was
a problem). Beginning with Excel 2003, it uses a better
Click to expand...
numerical algorithm, but
this means a single formula would no longer truly
Click to expand...
describe it.
Click to expand...
 
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