Multiple Linear Regression Tool

New

Fit and interpret multiple linear regression models for marketing data with a mix of continuous and categorical predictors. Upload raw rows, pick your outcome, and compare the marginal effects of each predictor with confidence intervals and diagnostics.

TEST OVERVIEW & EQUATIONS

Multiple linear regression estimates how an outcome \(Y\) changes, on average, with several predictors \(X_1, X_2, \dots, X_p\). Each coefficient shows the unique association of a predictor with the outcome, holding the others constant.

Model: $$ Y_i = \beta_0 + \beta_1 X_{1i} + \beta_2 X_{2i} + \dots + \beta_p X_{pi} + \varepsilon_i $$

Coefficient tests: $$ t = \frac{\hat{\beta}_j}{\mathrm{SE}(\hat{\beta}_j)}, \quad \nu = n - p - 1 $$

Overall model test: $$ F = \frac{(SSR/p)}{(SSE/(n - p - 1))} $$

Continuous vs. Categorical Predictors

Continuous predictors use their numeric scale. Categorical predictors are dummy-coded with a reference level, so each coefficient compares a category to its reference while holding other predictors constant.

MARKETING SCENARIOS

Use presets to explore realistic use cases, such as ad spend vs. revenue or control vs. treatment on order value. Each scenario can expose either a summary CSV of aggregated statistics or a raw data file that you can download, edit in Excel, and re-upload.

INPUTS & SETTINGS

Upload Raw Data File

Upload a CSV file with raw case-level data. Include one outcome variable and multiple predictors (numeric or categorical). Headers are required.

Drag & Drop raw data file (.csv, .tsv, .txt)

Include headers; at least one numeric outcome column and predictors (numeric or text for categorical).

No file uploaded.

Need a starter file? Use the raw template with 3 continuous and 2 categorical predictors (50 observations).

Confidence Level & Reporting

Set the significance level for hypothesis tests and confidence intervals.

VISUAL OUTPUT

Actual vs. Fitted

Interpretation Aid

Each point compares an observed outcome to its predicted value. Points near the 45-degree line indicate better fit. Curves or funnel shapes can signal non-linearity or changing variance; far-off points may be influential cases to review.

Relationship with Predictor on Outcome

X-axis range (continuous):

Set control values for non-focal variables

Continuous controls default to mean; categorical controls default to modal (most frequent) level.

Interpretation Aid

SUMMARY STATISTICS

Summary Statistics

Outcome & Continuous Predictors

Variable Mean Median Std. Dev. Min Max
Provide data to see summary statistics.

Categorical Predictors (% by level)

Predictor Level Percent
Provide data to see level percentages.

TEST RESULTS

Regression Equation

Provide data to see the fitted regression equation.

The downloaded file includes your original raw data plus two columns: y_fitted (the model’s predicted value for each observation) and residual (actual minus predicted). These are useful for custom diagnostics, plotting, or follow-up modeling outside the tool.

R-squared:
Adj. R-squared:
Model F:
Model p-value:
RMSE:
MAE:
Residual SE:
DF (model / error):
Sample size (n):
Alpha:
Interpretation Aid

R-squared / Adj. R-squared: Percent of outcome variation explained by the predictors (adjusted version penalizes extra predictors). Marketing takeaway: higher means the model captures more of what drives the outcome.

Model F & p-value: Tests whether, as a set, the predictors improve prediction vs. no predictors. A small p-value (< alpha) means the model adds meaningful signal.

RMSE / MAE / Residual SE: Typical prediction error size. Smaller is better. RMSE/Residual SE put more weight on large misses; MAE is the average absolute miss.

DF (model/error) & n: Sample size and available information for estimating effects. Very low error DF can make estimates unstable.

Alpha: Your chosen significance level. P-values below alpha are treated as statistically reliable; above alpha are treated as not statistically reliable.

APA-Style Statistical Reporting

Managerial Interpretation

Coefficient Estimates

Predictor Level / Term Estimate Standard Error t p-value Partial η2 Lower Bound Upper Bound
Provide data to see coefficient estimates.
Interpretation Aid

DIAGNOSTICS & ASSUMPTIONS

Diagnostics & Assumption Checks

Run the analysis to see checks on multicollinearity, variance patterns, and normality of residuals. Use these as prompts for plots and follow-up modeling, not as strict pass/fail gates.

Residuals vs. Fitted