Regression - Standard Error X Variable 1

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Claude S - 19 Nov 2005 00:03 GMT

I am using Tools > Data Analysis > Regression to generate a "Summary Output"
and am trying use a formula / function to generate some of the data in that
output. I have been able to recreate the R Squared, Slope and determined
that the t Stat is the slope of X Variable 1 divided by the Standard Error of
X Variable 1. I have not been able to recalculate the Standard Error of X
Variable 1. I used the help function to find the formula for the Standard
Error, but have not been able to figure out all the variables to recalculate
the formula.

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Claude S

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Mike Middleton - 19 Nov 2005 07:49 GMT

Claude S -

Google search for "standard error of regression coefficient" (without the
quotes).

- Mike
www.mikemiddleton.com

>I am using Tools > Data Analysis > Regression to generate a "Summary
>Output"
[quoted text clipped - 8 lines]
> recalculate
> the formula.

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Jerry W. Lewis - 19 Nov 2005 10:08 GMT

You might find
http://groups.google.com/group/microsoft.public.excel.worksheet.functions/msg/d6
a03470e7a1c650
to be helpful.

Jerry

> I am using Tools > Data Analysis > Regression to generate a "Summary Output"
> and am trying use a formula / function to generate some of the data in that
[quoted text clipped - 4 lines]
> Error, but have not been able to figure out all the variables to recalculate
> the formula.

Reply to this Message