Need math behind Std Error of the Intercept (2 IVs)

**costgeek** · 03-13-2018, 09:37 AM

I need to duplicate all the math that goes into my 2 independent variable regression model. This is essentially everything the Analysis Toolpak spits out for a regression analysis. I have successfully duplicated everything except Std Error of the Intercept. I have searched the web tirelessly on how to do this, and I've hit a wall.

The attached spreadsheet has my model, the data, and the Toolpak results I'm trying to duplicate. Anybody got a step-by-step on how to calculate this number? Please note...I'm looking for the math...the LINEST function will not work for what I need to do.

Thanks!
Chris

**MrShorty** · 03-13-2018, 10:34 AM

Since this seems more like a stats question than an Excel question, I searched "linear regression coefficient error" and found this set of notes from a college stats class: http://seismo.berkeley.edu/~kirchner...Toolkit_10.pdf On page 4, they talk briefly about the standard error of the intercept and give equation 22 for this calculation.