I'm searching for VBA code that can read data from Excel worksheet, calculate the logistic regression equation using an IRLS algorithm, and output the equation (intercept and coefficient(s)) to the worksheet.
The 'FreeVBcode' page on DevX has a posting called 'Logistic Regression Demo in Excel' that accomplishes what I need, but by its own admission uses inefficient coding that takes too long to execute for larger problems. I'd very much appreciate the efficient version of this code.
Here is the more efficient version of the logistic regression code implemented in a class module. I cut the code from a routine that provides a good deal more output, so testing is in order. Nonetheless, the implementation contains the math you need.
Keep in mind that mean centering the data will improve performance but at the cost of a good deal more complexity.
Dear Mr. Mnemuth, your solution is great and thank you for sharing it.
Do you maybe have vba to performa logistic or cox regression in such simple way?
I study Business Informatics at the apllied since university in munich. I work for my masterdegree. Can I use your classmodul for my masterthesis? Itīs about an statistic Excel-Addin for the students.
Reply With Quote
