Weighted Regression

[Engineer001]

Is it possible to perform weighted least-squares regression in Excel? If so,
how?

 

[ryguy7272]

Found this on Google
http://books.google.com/books?id=rD...X&oi=book_result&resnum=5&ct=result#PPA376,M1

So, it will take a bit of work, but you're in luck! See info. here
http://books.google.com/books?id=-7...X&oi=book_result&resnum=1&ct=result#PPA111,M1

All files are listed under 'Menu':
http://www3.wabash.edu/econometrics/EconometricsBook/index.htm

I learned a TON from this resource!! You will too!!


HTH,
Ryan---

 

[Engineer001]

Thanks. I'll look for the book at my local bookstore.

Just thought there might be a quick and easy method without using matrix
equations ... this is not EXCEL's forte -- especially with large matrices.

 

[ryguy7272]

Wait, what do you mean? You can download those sample files from that link.
Match the results to your data (I can't see your data). Should take < 1/2
hour; probably much less because you sound like you know exactly what you are
talking about. You just need to see a sample in Excel, right. There are
tons on sample files on that site.

Good luck,
Ryan---

 

[Engineer001]

Ryan,
Thanks but I don't see any sample spreadsheets on the three links you
posted. The books merely define what weighted regression is ... I already
know that. Just looking to see how to set it up using the LINEST() function
(if that is even possible).

 

[ryguy7272]

Check it out; go here:
http://www3.wabash.edu/econometrics/EconometricsBook/index.htm
On the right hand side of the screen you will see 'Menu' and all the
chapters under that.

What you want may be in chapter 7:
http://www3.wabash.edu/econometrics/EconometricsBook/chap7.htm

Maybe chapter 5:
http://www3.wabash.edu/econometrics/EconometricsBook/chap5.htm


HTH,
Ryan---

 

[ulric thered]

Bit late now maybe, but you could try the Weighted Regression Analysis spreadsheet from here:
www.ulric.heliohost.org

please reply by the form if any good.