On Nov 7, 2012, at 8:53 AM, frauke wrote:

> Hi David, hi Rui,
> 
> thanks for your quick replies. I have replicated David's R results and
> confirmed them with Minitab. Though I'm not sure what you are trying to tell
> me with the code you wrote, David. Do you mean, I should use a dataframe
> rather than a matrix, or use the "data=" part of the lm() function?

What I thought I was demonstrating was:

a) we had different degrees of freedom suggesting that you made a major error 
in data preparation. I offered my hypothesis for how this happened, but since 
you failed to provide the requested code showing your data input steps, it was 
only a guess.

b) I used a dataframe because that is the simplest way of preparing data for 
presentation to lm().

You can use a matrix to store data and present to lm(), but storing character 
representations of numeric data in a matrix ( as you appeared to be attempting) 
seems just plain ...  wrong.

> 
> Rui seems to be right, too. Excel's regression function doesn't work; I
> cannot replicate the Minitab and R results with it. According to the
> Microsoft website this is probably because the x- and y-values overlap. I am
> truly astonished that such a major bug doesn't at least have a major red
> flag to it. 

Many people are astonished, incredulous, aghast, astounded, (what is the right 
adjective?) that MS has allowed many errors to persist despite negative reviews 
by statisticians and mathematicians for decades.

On the other hand my reading of the commentary suggest a different 
interpretation of the error conditions. MS says:

"Case 1: The x-value and y-value ranges overlap

If the x-value and y-value ranges overlap, the LINEST worksheet function 
produces incorrect values in all result cells. Normal statistical probability 
disallows the values in the x and y ranges to overlap (duplicate each other). 
Do not overlap the x- and y-value ranges when referencing cells in the formula."

I think that mean not that the mathematical ranges overlap but rather that the 
error occurs when the spreadsheet ranges overlap.


-- 

David Winsemius, MD
Alameda, CA, USA

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