Multiple Regression Calculator - Multiple Linear Regression
Calculate multiple linear regression coefficients, R-squared, adjusted R-squared, standard error, and p-values for multivariate analysis. Statistics calculator for data science, econometrics, and research analysis with up to 10 independent variables.
Multiple Linear Regression
Y = β₀ + β₁X₁ + β₂X₂ + ... + εVariables:
- YDependent variableDependent variable
- XIndependent variableIndependent variable
- βRegression coefficientRegression coefficient
- R²Coefficient of determinationCoefficient of determination
How to Use
- 1
Input Data
Enter data Y and X₁, X₂, ...
- 2
Calculate Koefisien
Dapatkan β₀, β₁, β₂, ...
- 3
Calculate R²
Dapatkan goodness of fit.
Examples
Regresi 2 Prediktor
Problem:
Y=Gaji, X₁=Pengalaman, X₂=Pendidikan. Regresi?
Solution:
- 1.Calculate matriks (X'X)⁻¹X'Y
- 2.Dapatkan β₀=5000, β₁=200, β₂=1000
Result:Gaji = 5000 + 200×Pengalaman + 1000×Pendidikan
Setiap years pengalaman menambah 200, pendidikan level tingkat menambah 1000.
Frequently Asked Questions
What is R²?
Proporsi variabilitas Y yang dijelaskan oleh X (0-1, makin tinggi makin baik).
Multikolinearitas?
Jika X₁ and X₂ berkorelasi tinggi, koefisien jadi tidak stabil. Cek VIF.