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Function that returns the intercept of a multivariate regression

  1. #1
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    Function that returns the intercept of a multivariate regression

    Hello,

    I have a table with my dependent variable values(company returns per company) in sheet and three other spreadsheets with independent variable values (factor values per company) and I want to estimate the regression intercept using a function that I can use easily to calculate the intercepts for all my companies. Is it possible to use such a function in excel?
    Last edited by aboumonkey; 05-22-2013 at 03:59 AM.

  2. #2
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    Re: Function that returns the intercept of a multivariate regression

    You haven't given us enough information to give a specific answer. The general answer, assuming the regression is "linear", is to use the =LINEST() function http://office.microsoft.com/en-us/ma...823.aspx?CTT=1

    If you have not already done so, you will need to consolidate the information relevant to the regression into a list. Then you can call the LINEST() function, and the intercept is the last parameter output from the LINEST() function. As explained in the help file, note that LINEST() is an array function, so treat accordingly.
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.

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