+ Reply to Thread
Results 1 to 11 of 11

Using solver for regression

  1. #1
    Registered User
    Join Date
    04-22-2010
    Location
    kentucky
    MS-Off Ver
    Excel 2003
    Posts
    4

    Using solver for regression

    Hello folks,

    I have a set of data (see attached excel sheet). I performed the generic multiple regression analysis to determine the x-coefficients. All of this is in the attachment.

    My Problem:
    As you may see i have a negative coefficient for one variable and a positive for another. I want to have a positive coefficient for both variables. How can i do that?

    Thanks
    AM
    Attached Files Attached Files

  2. #2
    Forum Expert shg's Avatar
    Join Date
    06-20-2007
    Location
    The Great State of Texas
    MS-Off Ver
    2003, 2010
    Posts
    40,678

    Re: Using solver for regression

    What are you regressing against what?

    Your title says you're using Solver, but there's no saved Solver model.
    Entia non sunt multiplicanda sine necessitate

  3. #3
    Registered User
    Join Date
    04-22-2010
    Location
    kentucky
    MS-Off Ver
    Excel 2003
    Posts
    4

    Re: Using solver for regression

    Quote Originally Posted by shg View Post
    What are you regressing against what?

    Your title says you're using Solver, but there's no saved Solver model.
    In my analysis,

    Y = HBW4
    X1 = BASIC
    X2 = HIGH

    Also, i have not used solver and that is what i am looking for. How can i use solver to limit the coefficients of X1 and X2 to be more than zero.

  4. #4
    Forum Expert shg's Avatar
    Join Date
    06-20-2007
    Location
    The Great State of Texas
    MS-Off Ver
    2003, 2010
    Posts
    40,678

    Re: Using solver for regression

    See attached. The model is set up in Solver.
    Attached Files Attached Files

  5. #5
    Registered User
    Join Date
    04-22-2010
    Location
    kentucky
    MS-Off Ver
    Excel 2003
    Posts
    4

    Re: Using solver for regression

    Thanks a lot, i appreciate it

  6. #6
    Registered User
    Join Date
    10-27-2011
    Location
    argentina
    MS-Off Ver
    Excel 2010
    Posts
    6

    Re: Using solver for regression

    Quote Originally Posted by abhirules View Post
    Thanks a lot, i appreciate it
    The result is wrong because one of the coefficents goes to zero... if you do the same analysis with regression, you will get I

    ntercepción 2357.339041
    BASIC -2.012098045
    HIGH 2.510001139

    so the question is how to restrics the coefficients to be nonzero?

    thanks

  7. #7
    Forum Expert shg's Avatar
    Join Date
    06-20-2007
    Location
    The Great State of Texas
    MS-Off Ver
    2003, 2010
    Posts
    40,678

    Re: Using solver for regression

    Welcome to the forum.

    The result is wrong because one of the coefficents goes to zero...
    The OP's requirement was that all coefficients be non-negative, which yours aren't.

  8. #8
    Registered User
    Join Date
    10-27-2011
    Location
    argentina
    MS-Off Ver
    Excel 2010
    Posts
    6

    Re: Using solver for regression

    Sorry you are right... My problem is that... supose i need them to be different to zero...
    my problem is that with simple regression i get the right coefficients but with multiple i always get one that goes to zero... and with the regression analysis all of them are diff to zero...
    Attached Files Attached Files
    Last edited by shg; 10-27-2011 at 04:40 PM. Reason: deleted quote

  9. #9
    Forum Expert shg's Avatar
    Join Date
    06-20-2007
    Location
    The Great State of Texas
    MS-Off Ver
    2003, 2010
    Posts
    40,678

    Re: Using solver for regression

    Please start your own thread.

    But before you do, be aware that you can't constrain a coefficient to be non-zero -- it makes no sense.

  10. #10
    Registered User
    Join Date
    10-27-2011
    Location
    argentina
    MS-Off Ver
    Excel 2010
    Posts
    6

    Re: Using solver for regression

    i would like to, but i don't have the button "new thread"... do i need an spefcial permission?
    besides what i mean is that the solution in my case is wrong... is different to the one that goes with the add in "data analysis"

  11. #11
    Forum Expert shg's Avatar
    Join Date
    06-20-2007
    Location
    The Great State of Texas
    MS-Off Ver
    2003, 2010
    Posts
    40,678

    Re: Using solver for regression

    but i don't have the button "new thread"...
    http://www.excelforum.com/excel-general/

+ Reply to Thread

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Search Engine Friendly URLs by vBSEO 3.6.0 RC 1