Do anyone know any free software which can do weighted regression?
Excel has no such function.
Thanks
Excel does have that function (it may require Analysis Toolpak activation from Tools, Add-Ins). To enter the linest function (an array function), select a range 2 columns wide, 4 rows (for typical 1 set of Ys for a set of Xs cals), type =linest(... per syntax below) then hit Control-Shift-Enter together.
Linest - from Help:
Calculates the statistics for a line by using the "least squares" method to calculate a straight line that best fits your data, and returns an array that describes the line. Because this function returns an array of values, it must be entered as an array formula. For more information about array formulas, click .
The equation for the line is:
y = mx + b or y = m1x1 + m2x2 + ... + b (if there are multiple ranges of x-values)
where the dependent y-value is a function of the independent x-values. The m-values are coefficients corresponding to each x-value, and b is a constant value. Note that y, x, and m can be vectors. The array that LINEST returns is {mn,mn-1,...,m1,b}. LINEST can also return additional regression statistics.
Syntax
LINEST(known_y's,known_x's,const,stats)
Known_y's is the set of y-values you already know in the relationship y = mx + b.
If the array known_y's is in a single column, then each column of known_x's is interpreted as a separate variable.
If the array known_y's is in a single row, then each row of known_x's is interpreted as a separate variable.
Known_x's is an optional set of x-values that you may already know in the relationship y = mx + b.
The array known_x's can include one or more sets of variables. If only one variable is used, known_y's and known_x's can be ranges of any shape, as long as they have equal dimensions. If more than one variable is used, known_y's must be a vector (that is, a range with a height of one row or a width of one column).
If known_x's is omitted, it is assumed to be the array {1,2,3,...} that is the same size as known_y's.
Const is a logical value specifying whether to force the constant b to equal 0.
If const is TRUE or omitted, b is calculated normally.
If const is FALSE, b is set equal to 0 and the m-values are adjusted to fit y = mx.
Stats is a logical value specifying whether to return additional regression statistics.
If stats is TRUE, LINEST returns the additional regression statistics, so the returned array is {mn,mn-1,...,m1,b;sen,sen-1,...,se1,seb;r2,sey;F,df;ssreg,ssresid}.
If stats is FALSE or omitted, LINEST returns only the m-coefficients and the constant b.
The additional regression statistics are as follows.
Statistic Description
se1,se2,...,sen The standard error values for the coefficients m1,m2,...,mn.
Seb The standard error value for the constant b (seb = #N/A when const is FALSE).
r2 The coefficient of determination. Compares estimated and actual y-values, and ranges in value from 0 to 1. If it is 1, there is a perfect correlation in the sample — there is no difference between the estimated y-value and the actual y-value. At the other extreme, if the coefficient of determination is 0, the regression equation is not helpful in predicting a y-value. For information about how r2 is calculated, see "Remarks" later in this topic.
sey The standard error for the y estimate.
F The F statistic, or the F-observed value. Use the F statistic to determine whether the observed relationship between the dependent and independent variables occurs by chance.
df The degrees of freedom. Use the degrees of freedom to help you find F-critical values in a statistical table. Compare the values you find in the table to the F statistic returned by LINEST to determine a confidence level for the model.
ssreg The regression sum of squares.
ssresid The residual sum of squares.