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Statistics - can anyone supply a worked example for the "standard error of the regression coefficient for multiple regression"

Posted on 2012-04-05
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Last Modified: 2012-04-23
Dear Experts,
I need an example which will facilitate the programming of t-Statistics for the various regression coefficients in multiple regression.  The specific part of this task that I am having trouble doing is calculating the standard error of the regression slope.  

There is a good explanatory Web page at this URL:

http://stattrek.com/regression/slope-test.aspx

I found this explanation very good and we were able to produce some code that reproduced the same results as Excel's regression procedure using a simple one variable regression.  However the same formula does not work for multivariate.  

I have found a moderately helpful explanation of the standard error of the coefficient in multivariate in this document:

http://www.nd.edu/~rwilliam/stats2/l02.pdf

However there is no example data set and intermediate statistics to help ensure the programming is accurate on a step by step basis.  Can anyone create such a worked example or tell me where I can find one?

Best Wishes,
Phil
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Question by:PTRUSCOTT
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6 Comments
 
LVL 26

Expert Comment

by:redmondb
ID: 37816201
Hi, Phil.

I'm not sure it's what you're looking for, but this is a step by step explanation of using the Regression feature of Excel's Data Analysis Tools. Please see attached for the data.

Regards,
Brian.Mrs.-Smyth-s-Gourmet-Frozen-Frui.xls
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LVL 1

Author Comment

by:PTRUSCOTT
ID: 37818257
Dear  Brian,
Sorry I am looking for something much more detailed about one particular statistic that is reported by Excel when doing Multivariate regression.  This is the t-Statistic of a particular coefficient.
Best Wishes,

Phil
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LVL 26

Accepted Solution

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redmondb earned 500 total points
ID: 37821339
Phil,

The values in D17:D23 of Sheet1?

Regards,
Brian.
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LVL 1

Author Comment

by:PTRUSCOTT
ID: 37822220
Dear Brian,
Yes.  These cell contents are the final result that I need to calculate.  What I need is a worked example showing how these can be calculated from scratch.
Best Wishes,

Philip
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LVL 26

Expert Comment

by:redmondb
ID: 37822230
Philip,

What I need is a worked example showing how these can be calculated from scratch.
I thought that's exactly what the PDF and spreadsheet provided! I produced Sheet1's contents by following the steps in the PDF. Are they causing you a problem?

Regards,
Brian.
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LVL 26

Expert Comment

by:redmondb
ID: 37884113
Thanks, Philip. Sure there's nothing else you want on this?
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