Multiple Linear Regression Calculator

Fit a multiple linear regression model of the form: Y = β₀ + β₁X₁ + β₂X₂ + ... + βₖXₖ. Paste your data, hit “Run Regression”, and get coefficients, standard errors, t and p-values, R², adjusted R² and the ANOVA table. Then use the predictor panel to get a forecast for new X values.

up to 8 predictors

min 3 obs

You can also paste CSV values directly into the table cells.

Observations (n)

R-squared

Adj. R-squared

Std. error

Coefficients

Variable Coefficient Std. Error t p-value
No results yet

ANOVA

Source SS df MS F p-value
Regression
Residual
Total

Formula used

OLS solution: \( \boldsymbol{\beta} = (X'X)^{-1} X' y \)

where X is n×(k+1) including the intercept column of 1s, and y is n×1.

Residuals: \( e = y - X\beta \)

SSE: \( \text{SSE} = e'e \) (residual sum of squares)

SST: \( \text{SST} = \sum (y_i - \bar{y})^2 \)

SSR: \( \text{SSR} = \text{SST} - \text{SSE} \)

Assumptions

  • Linearity between each X and Y
  • Independence of errors
  • Homoscedasticity (constant variance)
  • Normality of residuals for small samples

Tips

Keep n reasonably larger than k+1 to avoid overfitting and unstable estimates. Check p-values for individual coefficients and the overall F-test to ensure the model is meaningful.


Audit: Complete
Formula (LaTeX) + variables + units
This section shows the formulas used by the calculator engine, plus variable definitions and units.
Formula (extracted LaTeX)
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Formula (extracted text)
OLS solution: \( \boldsymbol{\beta} = (X'X)^{-1} X' y \) where X is n×(k+1) including the intercept column of 1s, and y is n×1. Residuals: \( e = y - X\beta \) SSE: \( \text{SSE} = e'e \) (residual sum of squares) SST: \( \text{SST} = \sum (y_i - \bar{y})^2 \) SSR: \( \text{SSR} = \text{SST} - \text{SSE} \)
Variables and units
  • PMI = private mortgage insurance (monthly) (currency)
Sources (authoritative):
Changelog
Version: 0.1.0-draft
Last code update: 2026-01-19
0.1.0-draft · 2026-01-19
  • Initial audit spec draft generated from HTML extraction (review required).
  • Verify formulas match the calculator engine and convert any text-only formulas to LaTeX.
  • Confirm sources are authoritative and relevant to the calculator methodology.
Verified by Ugo Candido on 2026-01-19
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