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deriving p value in excel regression analysis

  1. #1
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    deriving p value in excel regression analysis

    hi,

    i have 2 columns of data, where col A contains the independent variable X and col B contains the dependent variable Y. i then use the regression analysis tool to generate the best-fit line, r-square value, anova table, and the last table listing the coefficients/p-values/etc.

    i would like to ask some questions on how to derive some of the quantities listed in the last table.

    in a simple linear regression of X against Y, there are only 2 quantities that are generated: the slope coefficient and the intercept coefficient. there are a formulas to calculate both of these. my first question is, how do you calculate the standard error of the slope? what is the formula to derive it?

    the next item excel calculates is the t-stat, which is the ratio of the coefficient to the standard error. after this, the p-value is given. my second question is, how is this p-value calculated?

    it will be great if excel explains all these using some online manual or guidebook.

    thanks.

  2. #2
    Forum Moderator zbor's Avatar
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    Re: deriving p value in excel regression analysis

    can you upload some example?

  3. #3
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    Re: deriving p value in excel regression analysis

    hi, here it is. thanks.
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