Excel - Weighted Regression

Asked By Engineer00 on 01-Apr-09 11:15 AM
Is it possible to perform weighted least-squares regression in Excel?  If so,
how?




ryguy727 replied on 01-Apr-09 12:33 PM
Found this on Google:
http://books.google.com/books?id=rDsec-JnCAwC&pg=PA373&lpg=PA373&dq=excel+weighted+least+squares+regression&source=bl&ots=nTofXeYNQG&sig=-H87p7dcUMDsUqZq7hK0FKAVZF8&hl=en&ei=35XTSeSsEdnMlQfQhp37Cw&sa=X&oi=book_result&resnum=5&ct=result#PPA376,M1

So, it will take a bit of work, but you're in luck!  See info. here:
http://books.google.com/books?id=-7oM9FYZfkkC&pg=PA108&lpg=PA108&dq=weighted+least+squares+regression+.xls&source=bl&ots=gflhthJOlY&sig=A6BlwPqn2FVhoHHxripOqiuitcA&hl=en&ei=WpbTSfKnE4LNlQey3pz7Cw&sa=X&oi=book_result&resnum=1&ct=result#PPA111,M1

All files are listed under 'Menu':
http://www3.wabash.edu/econometrics/EconometricsBook/index.htm

I learned a TON from this resource!!  You will too!!


HTH,
Ryan---

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Engineer00 replied on 01-Apr-09 12:51 PM
Thanks.  I'll look for the book at my local bookstore.

Just thought there might be a quick and easy method without using matrix
equations ... this is not EXCEL's forte -- especially with large matrices.
ryguy727 replied on 01-Apr-09 01:11 PM
Wait, what do you mean?  You can download those sample files from that link.
Match the results to your data (I can't see your data).  Should take < 1/2
hour; probably much less because you sound like you know exactly what you are
talking about.  You just need to see a sample in Excel, right.  There are
tons on sample files on that site.

Good luck,
Ryan---

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Engineer00 replied on 01-Apr-09 02:11 PM
Ryan,
Thanks but I don't see any sample spreadsheets on the three links you
posted.  The books merely define what weighted regression is ... I already
know that.  Just looking to see how to set it up using the LINEST() function
(if that is even possible).
ryguy727 replied on 01-Apr-09 05:45 PM
Check it out; go here:
http://www3.wabash.edu/econometrics/EconometricsBook/index.htm
On the right hand side of the screen you will see 'Menu' and all the
chapters under that.

What you want may be in chapter 7:
http://www3.wabash.edu/econometrics/EconometricsBook/chap7.htm

Maybe chapter 5:
http://www3.wabash.edu/econometrics/EconometricsBook/chap5.htm


HTH,
Ryan---
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ulric thered replied to Engineer00 on 10-Feb-11 11:20 AM
Bit late now maybe, but you could try the Weighted Regression Analysis spreadsheet from here:

www.ulric.heliohost.org



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