Calculating Multivariate Regression By Hand

Multivariate regression is a statistical technique used to determine the relationship between a dependent variable and two or more independent variables. Calculating it by hand is crucial for understanding the underlying math and assumptions. Here’s a tool to help you.

How to Use This Calculator

1. Select the independent variables (X1, X2, X3) from the dropdowns.
2. Enter the dependent variable (Y) in the input field.
3. Click the ‘Calculate’ button.

Formula & Methodology

The formula for multivariate regression is B = (X’X)^(-1)X’y, where B is the vector of coefficients, X is the matrix of independent variables, and y is the vector of dependent variables.

Real-World Examples

Data & Statistics

X1	X2	X3	Y

Expert Tips

• Always check the assumptions of linear regression before using this tool.
• Consider using software for complex calculations and larger datasets.

Interactive FAQ

What are the assumptions of linear regression?

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For more information, see the UK Office for National Statistics and the US Census Bureau.