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:
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:
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?