How does Excel calculate Multiple R when doing multiple regression


W

whobell

I am trying to determine how Excel calculates the statistic Multiple R (the
first statistic listed in the Regression Statistics box) when one is doing
multiple regression. I know that when doing simple regression, this number
is just the correlation coefficient. But I'm not quite sure what is being
calculated when doing multiple regression.
 
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M

Mike Middleton

whobell -

For both simple and multiple regression, to get Excel's "Multiple R,"
compute the ratio of SS Regression divided by SS Total, and then take the
square root.

SS Regression and SS Total are shown in the ANOVA section of the Regression
tool output.

- Mike Middleton
http://www.DecisionToolworks.com
Decision Analysis Add-ins for Excel
 

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