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ExcelRegressionAnalysisOutputExplained

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Excel Regression Analysis Output Explained

In the previous article, I explained how to perform Excel regression analysis. After youve gone through the steps,
Excel will spit out your results, which will look something like this:

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Excel Regression Analysis Output Explained: Multiple

Regression
Heres a breakdown of what each piece of information in the output means:

EXCEL REGRESSION ANALYSIS OUTPUT PART ONE:

REGRESSION STATISTICS
These are the Goodness of Fit measures. They tell you how well the calculated linear regression equation ts your
data.
1. Multiple R. This is the correlation coef cient. It tells you how strong the linear relationship is. For example, a
value of 1 means a perfect positive relationship and a value of zero means no relationship at all. It is the
square root of r squared (see #2).
2. R squared. This is r2, the Coef cient of Determination. It tells you how many points fall on the regression line.
for example, 80% means that 80% of the variation of y-values around the mean are explained by the x-values.
In other words, 80% of the values t the model.
3. Adjusted R square. The adjusted R-square adjusts for the number of terms in a model. Youll want to use this
instead of #2 if you have more than one x variable.
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4. Standard Error of the regression: An estimate of the standard deviation of the error . This is not the same as
the standard error in descriptive statistics! The standard error of the regression is the precision that the
regression coef cient is measured; if the coef cient is large compared to the standard error, then the
coef cient is probably different from 0.
5. Observations. Number of observations in the sample.

EXCEL REGRESSION ANALYSIS OUTPUT

EXPLAINED PART TWO: ANOVA
1. SS = Sum of Squares.
2. Regression MS = Regression SS / Regression degrees of freedom.
3. Residual MS = mean squared error (Residual SS / Residual degrees of freedom).
4. F: Overall F test for the null hypothesis.
5. Signi cance F: The signi cance associated P-Value.
The second part of output you get in Excel is rarely used, compared to the regression output above. It splits the
sum of squares into individual components (see: Residual sum of squares), so it can be harder to use the statistics
in any meaningful way. If youre just doing basic linear regression (and have no desire to delve into individual
components) then you can skip this section of the output.
For example, to calculate R2 from this table, you would use the following formula:
R2 = 1 residual sum of squares (SS Residual) / Total sum of squares (SS Total).
In the above table, residual sum of squares = 0.0366 and the total sum of squares is 0.75, so:
R2 = 1 0.0366/0.75=0.9817

EXCEL REGRESSION ANALYSIS PART THREE:

INTERPRET REGRESSION COEFFICIENTS
This section of the table gives you very speci c information about the components you chose to put into your data
analysis. Therefore the rst column (in this case, House / Square Feet) will say something different, according to
what data you put into the worksheet. For example, it might say height, income or whatever variables you chose.
The columns are:
1. Coef cient: Gives you the least squares estimate.
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2. Standard Error: the least squares estimate of the standard error.

3. T Statistic: The T Statistic for the null hypothesis vs. the alternate hypothesis.
4. P Value: Gives you the p-value for the hypothesis test.
5. Lower 95%: The lower boundary for the con dence interval.
6. Upper 95%: The upper boundary for the con dence interval.
The most useful part of this section is that it gives you the linear regression equation:
y = mx + b.
y = slope * x + intercept.
For the above table, the equation would be approximately:
y = 3.14 0.65X1 + 0.024X2.
Reference:: http://cameron.econ.ucdavis.edu/excel/ex61multipleregression.html
Excel Regression Analysis Output Explained was last modi ed: November 15th, 2016 by Andale
By Andale | February 17, 2014 | Microsoft Excel | 23 Comments |
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23 thoughts on Excel Regression Analysis Output

Explained
Anon
October 8, 2014 at 11:48 am

This article should clearly credit the source it is based on.

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It also introduces additional errors, particularly;

and the total sum of squares is 1.6050, so:
R2 = 1 0.3950 1.6050 = 0.8025.
Should read;
and the total sum of squares is 2, so:
R2 = 1 0.3950 / 2 = 0.8025.

Andale

Post author

October 8, 2014 at 6:37 pm

Thanks for spotting the error with the sum of squares. Its now xed.
I added credit to the article.
Regards,
S

Irfan
November 8, 2014 at 1:20 pm

Hi stepahnie
I have more than 2 variables. my variable is 6. pls tell me how to calculate regresson eqution for more
varaibles. I am in urgent need.
Thanks
Irfan

Andale

Post author

November 9, 2014 at 10:53 am

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c
March 25, 2015 at 2:15 pm

y doesnt equal slope + intercept * x

it equals slope * x + intercept

c
March 25, 2015 at 2:27 pm

also, while i cant see your original data, it appears there are two variables, so the equation should read:
y = 3.14 0.65 X1 + 0.024 X2
where X1 = House
and X2 = sqft

Andale

Post author

March 25, 2015 at 5:01 pm

Whoops. Thanks for spotting that. Fixed!

Hemali Bhimajiyani
April 10, 2015 at 12:56 am

What we interpret about the signi cance F while interpreting the regression output from Excel ??

Andale

Post author

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April 10, 2015 at 8:36 am

Im not quite understanding your question. Can you give me more information? i.e. are you asking what the Fvalue is?

Hans Strasburger
May 6, 2015 at 1:01 pm

Hi Stefanie,
in your video tutorial above you say
The coef cient of determination tells you how many points, percentage wise, fall on the regression line.
This is absolutely not the case!!! :-(
The number of points on the regression line is, in fact, *unrelated* to R. Not a single point can be on the
regression line and still R can be close to 1! Conversely, 99% of all points can be exactly on the line; with
only one point far off the resulting R will be very low.
R is the percentage of explained variance, i.e. the percentage of variance of y that stems from the regression
line. For a visualization, draw, for each data point, a vertical line to the regression line; also draw a horizontal
line for the mean of y. For each vertical line, take the section between the horizontal line and the regression
line. The sum of squares of these sections are the explained variance.
Cheers,
Hans
Another visualization is that

Andale

Post author

May 8, 2015 at 1:38 pm

Hi, Hans,
Thanks for your response. I was trying to word it for beginning statistics students who dont have a clue what
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variance on a regression line means. In other words, in simple terms. I do agree that the wording as it is may
be misleading. I think it would be better stated as The coef cient of determination gives you an idea of how
many points fall on the regression line. For example, if ALL the points WERE on the line, that would have a
perfect coef cient of determination, right? And if the dots were scattered to the wind (with respect to the
line), then there would be an insigni cant CoD.

Andale

Post author

August 31, 2015 at 12:08 pm

Ive corrected that typo. Thanks for your comment :)

Sue
August 31, 2015 at 12:12 pm

Very good information.

Told me everything I need to know about multiple regression analysis output.
Suggestion: Do you have any articles explained the t-test output or ANOVA output?

Pallavi
January 2, 2016 at 11:24 am

I am learning to use MLRA to study variation of wavelength upon some solvent parameters. But when I
increase the number of independent variables there appears #NUM! in the in the F, Signi cance F and P value
column. And also the predicted and experimental values remain the same giving R square value exactly equal
to 1. I am not a statistics student and I am puzzled. If someone can help and mail me regarding this. I shall be
highly obliged.

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Regards
Pallavi

Andale

Post author

January 3, 2016 at 1:44 pm

Check your inputs. Something, somewhere on the worksheet (i.e. a non-numerical value) is causing that #NUM
to appear.

Shraddha Deshpande
February 3, 2016 at 5:09 am

I have 10 responses to be worked out from 5 input variables.

I have a database for 18 runs.
Pl tell me how to proceed for regression analysis.
Also I want to prepare mathematical equations for 10 output responses.

Andale

Post author

February 3, 2016 at 3:38 pm

Hello, Shraddha,
It would be much easier to answer your question if you could show the data (a screenshot?). Please post it on
our help forum. One of our mods will be happy to help.

Mharge
February 27, 2016 at 12:24 am

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Hi! How will I know if there is a signi cant difference? Like for instance, I got 0.402 as my signi cance F. What
does it mean?

Andale

Post author

February 27, 2016 at 9:28 am

This should help: What is the F Statistic?

Andy
September 11, 2016 at 9:57 am

Great video. Its nice to have this information in one spot. Also like how you highlighted the results.

Andale

Post author

September 13, 2016 at 5:15 am

Thanks, Andy! Glad you found it helpful.

Ian
November 4, 2016 at 1:45 am

Below are the results for a 3rd order polynomial regression and a logarithmic regression using the same data:
Data (very small sample only to illustrate variable position in Excel)
X1 X2 X3 Y
14.8 26 36.7 20.8
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14.5 26 116.4 22.998

Polynomial = Linest(y,x^{1,2,3,,true}) shift + ctrl + enter
2.635E-09 0.0561 -1.4218 25.584 (1st row of stats output)
Logarithmic = Linest(y, Ln(x),,true) shift + ctrl + enter
8.384 112.62 -28.17 -293.56
Can you assist me to obtain the relevant equations for the regression models please?
Ian

Andale

Post author

November 4, 2016 at 8:46 am

http://www.statisticshowto.com/how-to- nd-a-linear-regression-equation/

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