Multiple Linear Regression Calculator
Multiple Linear Regression: a planned Super Calculator tool. Covers dependent variable column. Stub page while the tool and its worked example are prepared.
Multiple Linear Regression Calculator is a planned calculator in the mathematics section of Super Calculator, covering statistics and probability.
What this calculator will compute
Inputs: dependent variable column, two or more predictor columns and alpha.
Outputs: coefficients with standard errors, t and p per predictor, R squared, adjusted R squared, F test and VIF per predictor.
Formula, recorded as scope and not yet verified against a primary source: Solve the normal equations beta = (X’X)^-1 X’y by QR decomposition for numerical stability. Overall significance from F = (SS_reg/k) / (SS_res/(n-k-1)); per-coefficient significance from t = b_j / SE(b_j).
Status
This page is a stub. The calculator is not built, no figure on this page has been verified against the authority that sets it, and nothing here should be used to make a decision. The page exists so that the site structure is complete and so that articles can link this concept on first mention.
The stub carries noindex, nofollow and is excluded from the sitemap.