The column "P-value" gives for hh size are for H0: b2 = 0 against Ha: To a t with (n-k) degrees of freedom where here n = 5and k = 2. This is the coefficient divided by the standard error. The column "t Stat" gives the computed t-statistic for H0: b2 = 0 against Standard deviation) of the least squares estimate of b2. The column "Standard error" gives the standard errors (i.e.the estimated The column "Coefficient" gives the least squares estimates of b2. Similar interpretation is given for inference on b1, using the row Here we focus on inference on b2, using the row that begins with hh Let b1 denote the population coefficient of the intercept and b2 the The remainder of the ANOVA table is described in more detail in Excel: = Residual (or error) sum of squares + Regression (or explained) sum The above ANOVA (analysis of variance) table splits the sum of squares It is not to be confused with the standard error of y itself (fromĭescriptive statistics) or with the standard errors of the regression coefficients It is sometimes called the standard error of the regression. The standard error here refers to the estimated standard deviation of Later when more than one regressor is present. The above gives the overall goodness-of-fit measures: Number of observations used in the regression (n) There is quite a lot of regression output produced (see end for allĪdjusted R^2 used if more than one x variable Where the error term u has mean 0 and variance sigma-squared.ĭo this by Tools / Data Analysis / Regression.Ī relatively simple form of the command (with labels and line plot) The spreadsheet cells A1:B6 should look like: The data used are in number of cars per household (Y) and household This handout is the place to go to for statistical inference for two-variable Other regression output (more details to come) Test overall significance of the regressorsįitted values and residuals from regression line Obtain a confidence interval for slope parameter Test hypothesis of slope parameter equal to a particular value other than Interpret the ANOVA table (often this is skipped) This September 1999 help sheet gives information on how to EXCEL 97: Statistical Inference for Two-variable Regression EXCEL 97: Statistical Inference for Two-variable Regression A.
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