Difference between revisions of "Manuals/calci/REGRESSION"
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Revision as of 03:41, 23 January 2014
REGRESSIONANALYSIS(y,x)
- is the set of dependent variables .
- is the set of independent variables.
Description
- This function is calculating the Regression analysis of the given data.
- This analysis is very useful for the analyzation of large amounts of data and making predictions.
- This analysis give the result in three table values.
- Regression statistics table.
- ANOVA table.
- Residual output.
- 1.Regression statistics :
- It contains multiple R, R Square, Adjusted R Square, Standard Error and observations.
- R square gives the fittness of the data with the regression line.
- That value is closer to 1 is the better the regression line fits the data.
- Standard Error refers to the estimated standard deviation of the error term. It is called the standard error of the regression.
- 2.ANOVA table:
- ANOVA is the analysis of variance.
- This table splits in to two components which is Residual and Regression.
- Total sum of squares= Residual (error) sum of squares+ Regression (explained) sum of squares.
- Also this table gives the probability, T stat, significance of F and P.
- When the significance of F is < 0.05, then the result for the given data is statistically significant.
- When the significance of F is > 0.05, then better to stop using this set of independent variables.
- Then remove a variable with a high P-value and returnun the regression until Significance F drops below 0.05.
- So the Significance of P value should be <0.05.
- This table containing the regression coefficient values also.
- 3.Residual output:
- The residuals show you how far away the actual data points are fom the predicted data points.
Examples
A | B | |
---|---|---|
1 | Temperature | Drying Time(Hrs) |
2 | 54 | 8 |
3 | 63 | 6 |
4 | 75 | 3 |
5 | 82 | 1 |
=REGRESSIONANALYSIS(A2:A5,B2:B5)
Regression | Statistics |
---|---|
Multiple R | -0.9989241524588298 |
R Square | 0.9978494623655915 |
v14193 | 0.9967741935483871 |
v15308 | 0.7071067811865362 |
Source of Variation | Sum Of Squares | Degree Of Freedom | Mean Of Squares | F | Significance F |
---|---|---|---|---|---|
Regression: | 464 | 1 | 464 | 928 | 0.0010758475411702228 |
Residual: | 1 | 2 | 0.5 | ||
Total: | 465 | 3 |
Coefficients | Standard Error | T Statistics | Probability | Lower 95% | Upper 95% | |
---|---|---|---|---|---|---|
Intercept: | 86.5 | 0.6885767430246738 | 125.62143708199632 | 0.00006336233990811291 | 83.53729339698289 | 89.46270660301711 |
X Variable | -4 | 0.13130643285972046 | -30.463092423456118 | 0.0010758475411701829 | -4.564965981777541 | -3.435034018222459 |
Observation | Predicted Y | Residuals | Standard Residuals |
---|---|---|---|
1 | 54.5 | -0.5 | -0.8660254037844387 |
2 | 62.5 | 0.5 | 0.8660254037844387 |
3 | 74.5 | 0.5 | 0.8660254037844387 |
4 | 82.5 | -0.5 | -0.8660254037844387 |
Unit sales - Ads - population 4000 - 12000 - 300000 5200 - 13150 - 411000 6800 - 14090 - 500000 8000 - 11900 - 650000 10000 - 15000 - 800000 REGRESSIONANALYSIS(B1:B5,C1:D5)=