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Regression - Standard Error X Variable 1

  1. #1
    Claude S
    Guest

    Regression - Standard Error X Variable 1

    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.
    --
    Claude S

  2. #2
    Mike Middleton
    Guest

    Re: Regression - Standard Error X Variable 1

    Claude S -

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

    - Mike
    www.mikemiddleton.com

    "Claude S" <[email protected]> wrote in message
    news:[email protected]...
    >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.
    > --
    > Claude S




  3. #3
    Jerry W. Lewis
    Guest

    Re: Regression - Standard Error X Variable 1

    You might find
    http://groups.google.com/group/micro...a03470e7a1c650
    to be helpful.

    Jerry

    Claude S wrote:

    > 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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