Excel - Weighted Regression

Is it possible to perform weighted least-squares regression in Excel?  If so,
how?

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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Ryan---
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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.

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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Ryan---
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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).

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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Ryan---
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Bit late now maybe, but you could try the Weighted Regression Analysis spreadsheet from here:

www.ulric.heliohost.org



please reply by the form if any good.