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NONLINEAR REGRESSION USING

MS-EXCEL 2013

Dr. Firas H. A. Asad – 2017


PhD in Civil Engineering 1
In this presentation:

1- Empirical Sciences

2- Applied Statistics

3- Regression Analysis

4- Nonlinear Regression by Excel

5- Illustrative Example
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1 - Empirical Sciences

a a a

Formal Sciences Natural Sciences Social Sciences

Logic Physical Behavioral


Mathematics Biological Social

Empirical Sciences
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2 - Statistics

A branch of mathematics dealing with the collection,


analysis, interpretation, and presentation
of data.
Descriptive Statistics Inferential Statistics

• Collecting • Making Inferences


• Organising • Hypothesis Testing
• Summarizing • Forming relationships
• Presenting Data • Making Predictions
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3 - Regression Analysis
The use of statistical techniques to estimate the mathematical relationship
between DV and IVs (empirical data), and to quantify how the change in each
IV is linked to the change in the DV.

Y = ƒ (X1, X2 , X3) ====> Y = b0 + b1 . X1 + b2 . X23 + b3 . Log X3

1) Model specifications 2) Parameters prediction 3) Validation


* No. of IVs and DV. Finding bo, b1, b2 and b3. Model goodness

* Type of measurement * Ordinary least squares * R-squared

* Mathematical function * Maximum likelihood * SSE (Sum of Squared


Errors) 5
Types of Regression Analysis

Y = ƒ (X) ====> Y = b0 + b1 . X + eb
2X

Linear Nonlinear

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4 - Nonlinear Regression by MS-Excel
• Briefly, the aim of NLR is to:

U (meas.) U (model) SSE


(1) Specify proper math. Ex Zeta Vol
(1) (2) [(1)-(2)]2

expression. 1 500 -0.05 1000 0.042 0.044 …


2 600 -0.10 3000 0.025 0.028 …
3 700 -0.14 4000 0.002 0.007 …

(2) Estimate the regression 4 500 -0.20 3500 0.005 0.009 …


5 750 -0.06 2500 0.007 0.006 …
parameters (A, B, C, D) that
6 600 -0.13 2000 0.030 0.025 …
minimizes the sum of squared . . . . . . …

errors (SSE) between .. . . . . . …



measured (actual) DV and . . . . . .
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Sum MIN.
calculated (model) DV.
How to estimate regression parameters
using MS Excel Solver Add-in ?

• Download Solver Add-in.

• Run the Solver.

• Set the Objective Function.

• Define the Decision Variables.

• Define the Constraints.

• Select the Solving Method.


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5 – Illustrative Example

Velocity U = ƒ (zeta, Ex, Vol)

U = EXP [ a + b (zeta) + c ln (Ex) + d ln (Vol)]

a=…?
b=…?
c=…?
d=…?

SSE = (U meas. – U model)2 = Mínimum

Standardized SSE = [((U meas. – U model) / U meas)] 2 = Minimum


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