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Excel Regression Analysis Output Explained


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Topic Index > Excel for statistics > Excel Regression Analysis Output Explained
Previous article: Excel 2013 Regression Analysis How To
Watch the video or read the steps below:

Excel Regression Analysis Output Explained


In the previous article, I explained how to perform Excel regression analysis. After youve gone through the steps, Excel
will spit out your results, which will look something like this:

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Excel Regression Analysis Output Explained: Multiple


Regression
Heres a breakdown of what each piece of information in the output means:

EXCEL REGRESSION ANALYSIS PART ONE: REGRESSION


STATISTICS
These are the Goodness of Fit measures. They tell you how well the calculated linear equation fits your data.
1. Multiple R. This is the correlation coefficient. It tells you how strong the linear relationship is. For example, a value of
1 means a perfect positive relationship and a value of zero means no relationship at all. It is the square root of r
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1 means a perfect positive relationship and a value of zero means no relationship at all. It is the square root of r
squared (see #2).
2. R square. This is r2, the Coefficient of Determination. It tells you how many points fall on the regression line. for
example, 80% means that 80% of the variation of y-values around the mean are explained by the x-values. In other
words, 80% of the values fit the model.
3. Adjusted R square. The adjusted R-squared adjust for the number of terms in a model. Youll want to use this instead
of #2 if you have more than one x variable.
4. Standard Error of the regression: An estimate of the standard deviation of the error . This is not the same as the
standard error in descriptive statistics! The standard error of the regression is the precision that the regression
coefficient is measured; if the coefficient is large compared to the standard error, then the coefficient is probably
different from 0.
5. Observations. Number of observations in the sample.

EXCEL REGRESSION ANALYSIS PART TWO: ANOVA


1. SS = Sum of Squares.
2. Regression MS = Regression SS / Regression degrees of freedom.
3. Residual MS = mean square error (Residual SS / Residual degrees of freedom).
4. F: Overall F test for the null hypothesis.
5. Significance F: The associated P-Value.
The second part of output you get in Excel is rarely used, compared to the regression output above. It splits the sum of
squares into individual components (see: Residual sum of squares), so it can be harder to use the statistics in any
meaningful way. If youre just doing basic linear regression (and have no desire to delve into individual components) then
you can skip this section of the output.
For example, to calculate R2 from this table, you would use the following formula:

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R2 = 1 residual sum of squares (SS Residual) / Total sum of squares (SS Total).
In the above table, residual sum of squares = 0.0366 and the total sum of squares is 0.75, so:
R2 = 1 0.0366/0.75=0.9817

EXCEL REGRESSION ANALYSIS PART THREE: INTERPRET


REGRESSION COEFFICIENTS
This section of the table gives you very specific information about the components you chose to put into your data analysis.
Therefore the first column (in this case, HH size / Cubed HH size) will say something different, according to what data you
put into the worksheet. For example, it might say height, income or whatever variables you chose.
The columns are:
1. Coefficient: Gives you the least squares estimate.
2. Standard Error: the least squares estimate of the standard error.
3. T Statistic: The T Statistic for the null hypothesis vs. the alternate hypothesis.
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4. P Value: Gives you the p-value for the hypothesis test.


5. Lower 95%: The lower boundary for the confidence interval.
6. Upper 95%: The upper boundary for the confidence interval.
The most useful aspect of this section is that it gives you the linear equation:
y = mx + b
y = slope (least squares estimate) + intercept * x
For the above table, the equation would be approximately:
y = 3.14 0.65x + 0.024
Source: http://cameron.econ.ucdavis.edu/excel/ex61multipleregression.html

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By Andale | February 17, 2014 | Microsoft Excel | 4 Comments |


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4 thoughts on Excel Regression Analysis Output


Explained
Anon

1.

October 8, 2014 at 11:48 am

This article should clearly credit the source it is based on (plagiarized from?);
http://cameron.econ.ucdavis.edu/excel/ex61multipleregression.html
It also introduces additional errors, particularly;
and the total sum of squares is 1.6050, so:
R2 = 1 0.3950 1.6050 = 0.8025.
Should read;
and the total sum of squares is 2, so:
R2 = 1 0.3950 / 2 = 0.8025.

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Andale

2.

Post author

October 8, 2014 at 6:37 pm

Thanks for spotting the error with the sum of squares. Its now fixed.
I added credit to the article.
Regards,
S

Irfan

3.

November 8, 2014 at 1:20 pm

Hi stepahnie
I have more than 2 variables. my variable is 6. pls tell me how to calculate regresson eqution for more varaibles. I am
in urgent need.
Thanks
Irfan

4.

Andale

Post author

November 9, 2014 at 10:53 am


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