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Calculate P-value for multiple regression stats

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    Forum Moderator jeffreybrown's Avatar
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    Calculate P-value for multiple regression stats

    I know you can use the Data Analysis ToolPak and generate regression statistics, but can anybody lend a hand in the department of the P-value.

    Using the attached workbook, can this information be used to generate the P-value as seen in column E?
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    HTH
    Regards, Jeff

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    Forum Moderator Glenn Kennedy's Avatar
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    Re: Calculate P-value for multiple regression stats

    Yes. I have this somewhere... for a former life as an analytical chemist in regulatory enforcement...
    Glenn




    None of us get paid for helping you... we do this for fun. So DON'T FORGET to say "Thank You" to all who have freely given some of their time to help YOU

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    Forum Moderator Glenn Kennedy's Avatar
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    Re: Calculate P-value for multiple regression stats

    See G32 in this pared back monster sheet...
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    Re: Calculate P-value for multiple regression stats

    In a previous thread, I made the observation that the p-value (assuming the same p-value that is part of the regression output) is calculated from the t distribution. https://www.excelforum.com/excel-gen...ml#post4350280 In the examples given here, we used the coefficients and the standard error from the LINEST() function to get the t-score for each coefficient, then used TDIST() to get the corresponding p score.
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.

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    Forum Moderator jeffreybrown's Avatar
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    Re: Calculate P-value for multiple regression stats

    Thank you Glenn & MrShorty. This did it.

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