Exponential regression : p-value and F significance
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Saravanan K
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Published on 2013-10-27T19:47:25Z
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2013/10/27
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I am new to statistics. I have a set of independent data and dependent data (X,Y), where I would like to do an exponential regression to obtain its p-value and significant F (already obtained R2 and also the coefficients through mathematical calculation).
What is the natural evolution from the (X,Y) data to mathematically calculate those variables. Spent a week on the internet to study this but unable to find the right answer.
Often an exponential data, y=be^(mx) will be converted first to a linear data, ln y = mx + ln b . Then a linear regression will done on the converted data, obtaining its p-value etc. Assume we use a statistical tool such as Excel's Analysis ToolPak: Data Analysis : Regression, it will produce a result such as below,
I believe the p-value and Significant F value is representing the converted linear data and not the original exponential data.
Questions:
What is the approach/steps used by Excel to get the p-value and Significant F value for the converted linear data as shown in the statistic output in the image above? It is not clear in their help page or website.
Can the p-value and Significant F could be mathematically calculated for exponential regression without using a statistical tool? Can you assist to point me to the right link if this has been answered before.
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