+ Reply to Thread
Results 1 to 4 of 4

Thread: Calculations for the unstandardized coefficients for a multiple regression analysis

  1. #1
    Points: 2,841, Level: 32
    Level completed: 61%, Points required for next Level: 59

    Posts
    2
    Thanks
    0
    Thanked 0 Times in 0 Posts

    Calculations for the unstandardized coefficients for a multiple regression analysis




    I am looking to write a spreadsheet of the calculations for the unstandardized coefficients for a multiple regression analysis (the B values). Trouble is I can't find a good explanation of how to do this by hand, as all the books I have consulted say something like "Use Miniitab or Excel ... to do this step" (!)

    Can anyone point me in the direction of a book or article that will give me information about the detailed steps of the calculation please?

    And yes I know I can just run 'Regression' in Excel - this is fine for getting results out quicky, but not actually what I need to know.

    Many thanks in advance for any help,
    Baggies

  2. #2
    Super Moderator
    Points: 13,151, Level: 74
    Level completed: 76%, Points required for next Level: 99
    Dragan's Avatar
    Location
    Illinois, US
    Posts
    2,014
    Thanks
    0
    Thanked 223 Times in 192 Posts
    Quote Originally Posted by Baggies View Post

    Can anyone point me in the direction of a book or article that will give me information about the detailed steps of the calculation please?


    Many thanks in advance for any help,
    Baggies
    The OLS unstandardized regression weights (B) are easiest to express and caclulate using matrix algebra as:


    B = (X^T * X)^(-1)*X^T *Y

    where is B kx1, (X^T * X)^(-1) is kxk, X^T is kxN, and Y is Nx1.

  3. #3
    Points: 4,760, Level: 44
    Level completed: 5%, Points required for next Level: 190

    Location
    Ithaca, NY
    Posts
    266
    Thanks
    0
    Thanked 3 Times in 3 Posts
    Just in case you need an actual reference, I believe the Neter, Kutner, Wachtsheim books have that formula, and if I remember correctly, not in linear algebra terms.

    Their books are "Applied Linear Regression Models" and "Applied Linear Statistical Models" (which contains ANOVA too).

    Every edition of the book they switch around the authors, even adding or dropping someone, but any edition should have the formulas. Just search the author names on Amazon or Google books and you should find them pretty easily.

    Karen
    The Analysis Factor
    http://TheAnalysisFactor.com

  4. #4
    Points: 2,841, Level: 32
    Level completed: 61%, Points required for next Level: 59

    Posts
    2
    Thanks
    0
    Thanked 0 Times in 0 Posts

    Extremely helpful - many thanks for your replies!

    Best Wishes,
    Baggies

+ Reply to Thread

           




Similar Threads

  1. Interpreting unstandardized coefficients and their strength
    By unstandardizedB in forum Regression Analysis
    Replies: 0
    Last Post: 01-26-2011, 03:32 PM
  2. Testing Multiple Regression Coefficients
    By jj100 in forum Regression Analysis
    Replies: 0
    Last Post: 04-29-2010, 10:46 PM
  3. Unstandardized regression coefficients
    By friendlouis in forum Regression Analysis
    Replies: 0
    Last Post: 04-11-2010, 02:21 AM
  4. Beta coefficients in multiple regression
    By kobylkinks in forum Regression Analysis
    Replies: 4
    Last Post: 10-06-2009, 09:35 AM
  5. Replies: 1
    Last Post: 09-06-2008, 01:01 AM

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats