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Thread: Regression

  1. #1

    Regression

    I wanted to write a regression macro, but seems like I have gotten too rusty in VBA.
    I get something wrong
    [vba]

    Sub Regression()
    Dim x As Range
    Dim y As Range

    On Error Resume Next
    Set x = Application.InputBox(Prompt:="Select the range of independent variable matrix", _
    Title:="Independent Variable", Type:=8)

    Set y = Application.InputBox(Prompt:="Select the range of dependent variable vector", _
    Title:="Dependent Variable", Type:=8)
    On Error GoTo 0

    Dim Destination As Range
    Set Destination = ActiveCell.Offset(1, 0)
    Set Destination = Destination.Resize(1, 2)


    With WorksheetFunction
    Destination.Value = .MMult(.MMult(.MInverse(.MMult(.Transpose(x), x)), .Transpose(x)), y)
    End With

    End Sub
    [/vba]
    so I get only the intercept at both cells not the whole result of (X' X)^-1 X' Y



    I think it is something to do with storing x and y?
    any help would be appreciated
    Last edited by yamdizzle; 02-01-2013 at 03:55 PM.

  2. #2
    Wow the issue was the resize. It had to be (2,1) not (1,2)

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