excel regression for more than 16 entries

[jesslor]

I am trying to run a regression but I have more than 16 entries. Are there
any programs that I can download to fix this? Or what are your suggestions.

 

[KC Rippstein hotmail com>]

According to this site:
http://www.jeremymiles.co.uk/regressionbook/extras/appendix2/excel/
the Excel Add-In Analysis Tool-Pack will allow this funtionality.
- KC

 

[Mike Middleton]

jesslor -

The Regression tool (and the LINEST worksheet function used by the Analysis
ToolPak Regression tool) are limited to sixteen explanatory ("x" or
independent) variables.

I am not aware of a downloadable program with more capacity, but you could
try your own search at www.google.com.

Commercial statistical software includes Minitab and SPSS.

- Mike
http://www.mikemiddleton.com

 

[Jerry W. Lewis]

You could roll your own along the lines o
http://groups.google.com/group/microsoft.public.excel.worksheet.functions/msg/4c446fa2eb605d5b
The direct limit on MINVERSE is 52 columns (including the column of 1's for
the constant term), but unless your x columns are orthogonal, it is quite
likely that you would need much more than the available numeric precision to
get meaningful results, which is probably why LINEST has a much smaller
limit. For example
http://groups.google.com/group/microsoft.public.excel/msg/969a2bb33e6cdbb8
gives an example where trying to fit a 6th degree polynomial by these direct
matrix formulas would fail to give a single correct figure for any
coefficient, without more precision than is available in IEEE double
precision (used by Excel and almost all other general purpose software).

A freely downloadable statistics package that uses a better numeric
algorithm than direct matrix formulas is R, which is a dialect of the S
language
http://www.r-project.org

Jerry