Home > Forum Home > Excel Multiple Regression Analysis and Forecasting Template > Generalized Least Square Method Share

Generalized Least Square Method

Excel Help for Generalized Least Square Method in Excel Multiple Regression Analysis and Forecasting Template


Forum TopicPost Reply Login

Generalized Least Square Method

Rate this:
(3/5 from 1 vote)
ConfusedGeneralized Least Square Method(Least Cubic Method )

When studying the relating relations between the two variable numbers (x, y), we can get a series of binate data(x1, y1,  x2, y2.....xm, ym), describing the data into the x - y orthogonal coordinate system(Chart), the points are found near a curve. suppose the one-variant non-linear variant of the curve such as (Formula 1)

Y = a0 + a1 X  k                                                   (Formula 1)
There into, a0, a1 and k are arbitrary real numbers 
To set the curve variant, the numbers of a0, a1 and k must be set. Use the same way with "The Least Square Method" Data Regression  based on the square sum of the deviation of the true measure value Yi and computing value.
order:  '
Φ =   ∑( Yi - Y )                                      (Formula 2)
Take (Formula2-1) to  (Formula2-2) to get : 
  Φ =   ∑( Yi - a0 -  a1 X)                            (Formula 3)
When the square of ∑( Yi - a0 -  a1k) 2   is the smallest, we can use function φ  to get the partial differential coefficients of a0, a1 and k, make the three partial differential coefficients zero.
               (Formula 4)
          (Formula 5)
 (Formula 6)


Get three variant groups about a0,a1 and k which are the unknown numbers, solve the groups can get mathematical model.

Also, we can judge the right of the mathematical model with the help of correlation coefficient R, statistical variable F, residual standard deviation S to judge, it is better that R tends to 1,the absolute value of F is bigger and S tends to 0. the validation is good, but error of model computing sometimes are big, to improve the mathematical model farther, the biggest error, equal error and the equal relating error of computing model are computed to validate the model.

The Method to do multivariate nonlinear model chart


eamil:[email protected]
Web address: [http://www.eaihua.com/]
 wyp
 Posted by on
 
Replies - Displaying 1 to 3 of 3Order Replies By: Most Recent | Chronological | Highest Rated
Confused
Rate this:
(3/5 from 1 vote)
is there a software that can compute using  "Generalized Least Square Method"?please help i really need it.
 Posted by on
Confused
Rate this:
(4/5 from 2 votes)
There are several software applications for statistics that can calculate and apply generalized least square method analysis.

An Excel add-in which includes this method can be found here.
 Excel Business Forums Administrator
 Posted by on
Confused
Rate this:
(3/5 from 1 vote)
I was tasked to create regression equations that was in need of the use of GLS that is why i badly need it huhu. i was searching for it a lot of times but it's kind of difficult to understand. thank you for the reply..

huhu need help..badly 

i hope someone can tell "easier"softwares
 Posted by on
 Displaying page 1 of 1 

Find relevant Excel templates and add-ins for Generalized Least Square Method in the