http://www.spss.com/tech/stat/Algorithms/11.5/regression.pdf
has the formula.
I don't want to renew the long discussions about the problems of using
Excel for statistics that took place on the sci.stat.* discussion list.
Do a Google search if you want details. However, it has been known for
some time that Excel should be used as a spreadsheet and not a
statistical package.
see:
http://www.elsevier.nl/gej-ng/10/15/38/37/25/27/article.pdf
If you are doing something at the degree of sophistication of a
Mahalanobis distance, you need to know at least one statistical package.
In SPSS you could write your own routine perhaps using the MATRIX
procedures.
Hope this helps.
Art
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Social Research Consultants
University Park, MD USA
(301) 864-5570
Frank Rautenberg wrote:
> Hi there,
>
> I am trying to use the Mahalanobis distance but don't fully understand how
> to calculate it. Basically, I want to set up a spreadsheet and want to do
> all the calculations within Excel. Unfortunately I am not a Statistician and
> can't find a source that gives me a complete step-by-step guide of all the
> calculations.
>
> Does anyone know a source that would step me through all the necessary
> calculations?
>
> Kind regards,
> Frank
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