Thursday, February 10, 2011

Using Excel to Mimic STATA Regression Output

I got bored yesterday and was messing around with some Excel commands. I knew that you could use the LINEST command to do simple ordinary least squares on a scatterplot, but I didn't realize that you could actually use it to regress multiple variables and output a number of test statistics.

I love STATA and use it every day, so I thought it would be really cool if you could output STATA-quality information on OLS regression in Excel.

So here it is. I think I got everything right. Let me know if something looks weird.

First, here's an explanation of STATA regression output:

And here's an explanation of the Excel LINEST array function:

1 comment:

  1. Sorry, just realized the file wasn't accessible. I'm changing the link so it's downloadable.