Another good reason NOT to use Excel for any statistical analysis.

Jon Cryer

At 09:26 AM 12/24/2002 -0500, you wrote:
After much experimenting, I believe that the mistake that generated the
negative sums of squares was my mistake and not any problem with Excel. Let
me explain.

As I said, I created a 3x3 grid of random numbers that were generated with
=RAND() and fed these numbers into ANOVA and I get negative sums of squares
about half the time when I repeat the experiment over-and-over. However, if
I highlight the random numbers and do Edit/Copy and then Edit/Paste Special
(values) to convert them to specific numbers, I never get negative sums of
squares. I just repeated the experiment at least 50 times and no negative
SS's.

I have no way to be 100% sure, but what I think is happening is that Excel
takes more than one pass at the data to calculate ANOVA so if I leave the
=RAND() formulas in the cells, then the worksheet recalculates between
these multiple passes and so Excel finishes the calculations with a
different set of random numbers than which it starts. When Excel places the
ANOVA results into the worksheet, it does recalculate and so the random
numbers do change then, I am just unable to determine if they change in
between the start of the problem and placing the ANOVA results into the
worksheet.

Ronny Richardson


At 12:37 PM 12/21/2002 -0500, you wrote:
>On Sat, 21 Dec 2002, Ronny Richardson wrote in part:
>
>> First, in experimenting around with a 3x3 ANOVA without replication,
>> I filled the cells with =RAND() to generate random numbers and I
>> happened to get the following:
>>
>>                    SS    df                MS              F
>> Rows     -2.105562167     2      -1.052781083    -1.336268078
>> Columns  -0.226230909     2      -0.113115455    -0.143574551
>> Error     3.151406819     4       0.787851705
>> Total     0.819613743     8
>
>Your intuition is correct:  negative results for SS are not possible.
>I have heard (some folks have documentation, I gather) that EXCEL's
>statistical algorithms sometimes leave something to be desired;  perhpas
>this is an instance.  OTOH, it is imaginably a rounding problem, in
>subtracting two numbers whose difference is near zero, so that one is
>losing the most significant digits in each value in the subtraction, and
>is left with an unreliable difference.  Hard to tell without the actual
>numerical data being used, as you point out below.
>
>> Unfortunately, I did not convert the random number functions to
>> numbers so the specific data I used to generate this table was lost
>> when the worksheet recalculated.
>>
>> I've repeated this experiment several times and sometimes the sums
>> of squares are positive and sometimes one or more of them are
>> negative. Is this a bug in Excel? I don't see how a sum of *square*
>> can be negative even though I am using random numbers so all of the
>> SS should be in error.

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