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Quadratic and cubic regression in Excel

I have the following information:

  Height    Weight      170     65     167     55     189     85     175     70     166     55     174     55     169     69     170     58     184     84     161     56     170     75     182     68     167     51     187     85     178     62     173     60     172     68     178     55     175     65     176     70 

I want to construct quadratic and cubic regression analysis in Excel. I know how to do it by linear regression in Excel, but what about quadratic and cubic? I have searched a lot of resources, but could not find anything helpful.

like image 548
dato datuashvili Avatar asked Jun 01 '12 20:06

dato datuashvili


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2 Answers

You need to use an undocumented trick with Excel's LINEST function:

=LINEST(known_y's, [known_x's], [const], [stats]) 

Background

A regular linear regression is calculated (with your data) as:

=LINEST(B2:B21,A2:A21) 

which returns a single value, the linear slope (m) according to the formula:

enter image description here

which for your data:

enter image description here

is:

enter image description here

Undocumented trick Number 1

You can also use Excel to calculate a regression with a formula that uses an exponent for x different from 1, e.g. x1.2:

enter image description here

using the formula:

=LINEST(B2:B21, A2:A21^1.2) 

which for you data:

enter image description here

is:

enter image description here

You're not limited to one exponent

Excel's LINEST function can also calculate multiple regressions, with different exponents on x at the same time, e.g.:

=LINEST(B2:B21,A2:A21^{1,2}) 

Note: if locale is set to European (decimal symbol ","), then comma should be replaced by semicolon and backslash, i.e. =LINEST(B2:B21;A2:A21^{1\2})

Now Excel will calculate regressions using both x1 and x2 at the same time:

enter image description here

How to actually do it

The impossibly tricky part there's no obvious way to see the other regression values. In order to do that you need to:

  • select the cell that contains your formula:

    enter image description here

  • extend the selection the left 2 spaces (you need the select to be at least 3 cells wide):

    enter image description here

  • press F2

  • press Ctrl+Shift+Enter

    enter image description here

You will now see your 3 regression constants:

  y = -0.01777539x^2 + 6.864151123x + -591.3531443 

Bonus Chatter

I had a function that I wanted to perform a regression using some exponent:

y = m×xk + b

But I didn't know the exponent. So I changed the LINEST function to use a cell reference instead:

=LINEST(B2:B21,A2:A21^F3, true, true) 

With Excel then outputting full stats (the 4th paramter to LINEST):

enter image description here

I tell the Solver to maximize R2:

enter image description here

And it can figure out the best exponent. Which for you data:

enter image description here

is:

enter image description here

like image 74
Ian Boyd Avatar answered Sep 21 '22 00:09

Ian Boyd


I know that this question is a little old, but I thought that I would provide an alternative which, in my opinion, might be a little easier. If you're willing to add "temporary" columns to a data set, you can use Excel's Analysis ToolPak→Data Analysis→Regression. The secret to doing a quadratic or a cubic regression analysis is defining the Input X Range:.

If you're doing a simple linear regression, all you need are 2 columns, X & Y. If you're doing a quadratic, you'll need X_1, X_2, & Y where X_1 is the x variable and X_2 is x^2; likewise, if you're doing a cubic, you'll need X_1, X_2, X_3, & Y where X_1 is the x variable, X_2 is x^2 and X_3 is x^3. Notice how the Input X Range is from A1 to B22, spanning 2 columns.

Input for Quadratic Regression Analysis in Excel

The following image the output of the regression analysis. I've highlighted the common outputs, including the R-Squared values and all the coefficients.

Coefficients of Quadratic Regression Analysis in Excel

like image 41
Michael Avatar answered Sep 20 '22 00:09

Michael