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Linest - Why did they do that?

 
 
=?Utf-8?B?Y3NlZXRvbg==?=
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      10th Mar 2005
I am having difficulty with the order of the coefficients outputed by linest
when doing a multivariable regression. My problem is that the order is
reversed from the input x variables. While for displaying the coefficients I
do not have a problem, the problem is that my sheet is setup so that the
column order is x1,x2,x3,x4... and I would like to use
mmult(inputs,transpose(output coefficient)) or Sum(inputs*ouput
coefficients) ) to fill in dataspace in other operations.

Any suggestions on a way reverse the order so that I can use it with matrix
operations without creating new columns in reverse order (involves reverse
thinking on my part).

Thanks in advance
cseeton

 
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Eric
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      10th Mar 2005
I don't know that my solution could even be called good, but I used a
modified identiy matrix
0 0 0 0 1
0 0 0 1 0
0 0 1 0 0
0 1 0 0 0
1 0 0 0 0
to flip a column of data to that it would work with the index() function. I
simply used mmult to multiply the column with the matrix and I had the data
in the form I needed it. It will also work if the data is in a row.
Unfortunately, this was the only work around I could find in Excel.

"cseeton" <(E-Mail Removed)> wrote in message
news:(E-Mail Removed)...
> I am having difficulty with the order of the coefficients outputed by

linest
> when doing a multivariable regression. My problem is that the order is
> reversed from the input x variables. While for displaying the

coefficients I
> do not have a problem, the problem is that my sheet is setup so that the
> column order is x1,x2,x3,x4... and I would like to use
> mmult(inputs,transpose(output coefficient)) or Sum(inputs*ouput
> coefficients) ) to fill in dataspace in other operations.
>
> Any suggestions on a way reverse the order so that I can use it with

matrix
> operations without creating new columns in reverse order (involves reverse
> thinking on my part).
>
> Thanks in advance
> cseeton
>



 
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Jerry W. Lewis
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      11th Mar 2005
You could use the INDEX() function to reverse the coefficients, as in
=INDEX(LINEST(B1:B6,A1:A6),1,{2,1})

My guess as to why LINEST works this way, is that if you are doing model
selection (such as testing whether a quadratic term is a significant
improvement over a linear fit), you can do the test without displaying
all the columns of LINEST output. Yes, that's pretty weak, and I would
have preseverd the order of input columns, but I didn't write it ...

Jerry

cseeton wrote:

> I am having difficulty with the order of the coefficients outputed by linest
> when doing a multivariable regression. My problem is that the order is
> reversed from the input x variables. While for displaying the coefficients I
> do not have a problem, the problem is that my sheet is setup so that the
> column order is x1,x2,x3,x4... and I would like to use
> mmult(inputs,transpose(output coefficient)) or Sum(inputs*ouput
> coefficients) ) to fill in dataspace in other operations.
>
> Any suggestions on a way reverse the order so that I can use it with matrix
> operations without creating new columns in reverse order (involves reverse
> thinking on my part).
>
> Thanks in advance
> cseeton


 
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