MULTIPLEREGRESSIONANALYSIS(yRange,xRange,ConfidenceLevel,LogicalValue)
- is the array of y-values.
- is the array of x-values.
- is the value betwen 0 and 1.
- is either TRUE or FALSE.
Description
- This function is calculating the Regression analysis of the given data for the multiple array of x values.
- The general purpose of multiple regression is to learn more about the relationship between several independent or predictor variables and a dependent or criterion variable.
- There are two types of Regressions.
1. Simple Regression.
2. Multiple Regression.
- 1.Simple Regression:.
- 2.Multiple regression:.
- The only difference between Simple Regression and Multiple Regression is there where one preditor or many.
- i.e., The difference is depending of the x-value.
- The Y is indicated as the "Dependent variable".
- The Predictor x is indicated as the "Independent Variable" .
- The output of a Regression statistics is of the form :
- Simple Regression:.
- Multiple Regression:.
- This analysis give the result in three table values.
1.Regression statistics table.
2.ANOVA table.
3.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.
- Also this table gives the probability, T stat, significance of F and P for the each and every set of the data points.
- 3.Residual output: The residuals show you how far away the actual data points are fom the predicted data points.
- This table is displaying the values of Predicted data, Standard Residuals and Percentile value of the Y-value.
Examples
Spreadsheet
|
A |
B |
C
|
|
AGE |
CHOLESTROL LEVEL |
SUGAR LEVEL
|
1
|
58 |
189 |
136
|
2
|
69 |
235 |
149
|
3
|
43 |
198 |
165
|
4
|
39 |
137 |
140
|
5
|
63 |
178 |
162
|
6
|
52 |
160 |
152
|
7
|
47 |
198 |
142
|
8
|
31 |
183 |
129
|
- =MULTIPLEREGRESSIONANALYSIS(A1:A8,B1:C8,0.05,TRUE)
REGRESSION ANALYSIS OUTPUT
Summary Output
Regression Statistics |
|
Multiple R |
0.6049214629315475
|
R Square |
0.3659299763152436
|
ADJUSTEDRSQUARE |
0.11230196684134108
|
STANDARDERROR |
12.010450881972837
|
OBSERVATIONS |
8
|
ANOVA
|
DF |
SS |
MS |
F |
SIGNIFICANCE F
|
REGRESSION |
2 |
416.24534805858957 |
208.12267402929479 |
1.442782195366701 |
0.3201422956953145
|
RESIDUAL |
5 |
721.2546519414104 |
144.2509303882821
|
TOTAL |
7 |
1137.5
|
|
COEFFICIENTS |
STANDARD ERROR |
T STAT |
P-VALUE |
LOWER 95% |
UPPER 95%
|
INTERCEPT |
-38.43476486203053 |
57.61581647557267 |
-0.6670870468064214 |
0.5342620628633192 |
-186.54092751432788 |
109.67139779026681
|
INDEP1 |
0.19650498774518788 |
0.15890296267754417 |
1.2366351415608787 |
0.2711383732149726 |
-0.211968057954515 |
0.6049780334448908
|
INDEP2 |
0.3566329761773446 |
0.3665155982273022 |
0.973036285228361 |
0.3752244119102771 |
-0.5855253082352574 |
1.2987912605899465
|
RESIDUAL OUTPUT
OBSERVATION |
PREDICTED Y |
RESIDUALS |
STANDARD RESIDUALS
|
1 |
-11.710086528684982 |
69.71008652868498 |
5.838810706001409
|
2 |
-9.155521687997542 |
78.15552168799755 |
6.546187495797013
|
3 |
-6.011441884074536 |
49.011441884074536 |
4.1051237466409525
|
4 |
-10.924066577704231 |
49.92406657770423 |
4.181563801403094
|
5 |
-6.600956847310098 |
69.6009568473101 |
5.829670170051966
|
6 |
-8.566006724761976 |
60.566006724761976 |
5.072916504540229
|
7 |
-10.531056602213855 |
57.53105660221385 |
4.8187137033369565
|
8 |
-13.0856214429013 |
44.0856214429013 |
3.692544526617634
|
Related Videos
Multiple Linear Regression
See Also
References