Weighted least squares linear regression in excel?

Collapse
X
Collapse
 
  • Page of 1
  • Time
  • Show
Clear All
new posts
Previous template Next
  • Rhesus
    Confirmed User
    • Aug 2004
    • 2009
    #1

    Weighted least squares linear regression in excel?

    I want to draw a best fitting straight line through a cloud of data points by least squares linear regression, but I want to weigh the error between the straight line and actual data points for more distant points exponentially less heavily than for the most recent point.

    As far as I know, excel doesn't have this function built-in, does anyone have any creative ideas on how to overcome this manco?

    Thanks a lot!
    Tags: None
    • uno
      RIP Dodger. BEST.CAT.EVER
      • Dec 2002
      • 18450
      #2
      Graphing calculator?
      -uno
      icq: 111-914
      CrazyBabe.com - porn art
      MojoHost - For all your hosting needs, present and future. Tell them I sent ya!

        Comment

        • Rhesus
          Confirmed User
          • Aug 2004
          • 2009
          #3
          If excel doesn't support it, my graphing calc definitely won't. Furthermore, I want to see actual numbers and coefficients so I'm afraid I'm looking for something else. Or isn't that what you mean?

            Comment

            • uno
              RIP Dodger. BEST.CAT.EVER
              • Dec 2002
              • 18450
              #4
              I may have passed all my economics classes and business Calculus II but the terms are all still greek to me.
              -uno
              icq: 111-914
              CrazyBabe.com - porn art
              MojoHost - For all your hosting needs, present and future. Tell them I sent ya!

                Comment

                • Rhesus
                  Confirmed User
                  • Aug 2004
                  • 2009
                  #5
                  To make things clearer: TREND and LINEST are functions that can be used to be used for least sq. linear regression, but in the classic way errors at all points in the x axis are given equal weight. (the sum of the squares all these errors is optimised (/minimised) to find the best coefficient)

                    Comment

                    • WiredGuy
                      Pounding Googlebot
                      • Aug 2002
                      • 34517
                      #6
                      Reading that brought back some horrid memories of statistical analysis classes back from University.
                      WG
                      I play with Google.

                        Comment

                        • Rhesus
                          Confirmed User
                          • Aug 2004
                          • 2009
                          #7
                          Any bright ideas?

                            Comment

                            • OzMan
                              Confirmed User
                              • Sep 2003
                              • 9162
                              #8
                              Try the curve fitting toolbox from MathWorks

                                Comment

                                • woj
                                  <&(©¿©)&>
                                  • Jul 2002
                                  • 47880
                                  #9
                                  Originally posted by OzMan
                                  Try the curve fitting toolbox from MathWorks
                                  matlab rules for technical stuff like that
                                  Custom Software Development, email: woj#at#wojfun#.#com to discuss details or skype: wojl2000 or gchat: wojfun or telegram: wojl2000
                                  Affiliate program tools: Hosted Galleries Manager Banner Manager Video Manager
                                  Wordpress Affiliate Plugin Pic/Movie of the Day Fansign Generator Zip Manager

                                    Comment

                                    • bonkerz2007
                                      Confirmed User
                                      • Sep 2005
                                      • 794
                                      #10
                                      Constructing a Least-Squares Graph Using Microsoft Excel

                                        Comment

                                        • Rhesus
                                          Confirmed User
                                          • Aug 2004
                                          • 2009
                                          #11
                                          I have matlab yes, and undoubtedly I can just manually program it, but I was looking to do it in excel.

                                          Bonkerz, I know how to draw a line, but I want to weigh recent points more heavily...

                                            Comment

                                            Previous template Next
                                            Working...