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

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