NLS results different from Excel -- Tricky fortunes nomination
Following up on Bert's nomination, may I take one from a recent email I
received?
"The second file is air concentrations against frequencies plotted by SAS;
however we don't have the SAS statistical package..."
I thought the original name for SAS was Statistical Analysis System--am I
missing something?
Clint
Clint Bowman INTERNET: clint at ecy.wa.gov
Air Quality Modeler INTERNET: clint at math.utah.edu
Department of Ecology VOICE: (360) 407-6815
PO Box 47600 FAX: (360) 407-7534
Olympia, WA 98504-7600
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On Wed, 20 Feb 2013, Bert Gunter wrote:
Folks: I thought the following excerpt from Bruce McCullough's post would be a good candidate for the R fortunes package -- except that it's about Excel, not R! So I nominate it... but leave it to others to say whether it's really "qualified" to be nominated. ---- "The idea that the Excel solver "has a good reputation for being fast and accurate" does not withstand an examination of the Excel solver's ability to solve the StRD nls test problems. ... Excel solver does have the virtue that it will always produce an answer, albeit one with zero accurate digits." --- I also leave it to others to modify what is excerpted if appropriate. Cheers, Bert On Wed, Feb 20, 2013 at 7:58 AM, Bruce McCullough <bdmccullough at drexel.edu> wrote:
The idea that the Excel solver "has a good reputation for being fast and accurate" does not withstand an examination of the Excel solver's ability to solve the StRD nls test problems. Solver's ability is abysmal. 13 of 27 "answers" have zero accurate digits, and three more have fewer than two accurate digits -- and this is after tuning the solver to get a good answer. For details see B. D. McCullough and Berry Wilson "On the Accuracy of Statistical Procedures in Microsoft Excel 2000 and Excel XP," /Computational Statistics and Data Analysis/ *40*(4), 713-721, 2002 The situation is the same for Excel 2003 and Excel 2007. The alleged "improvements" for Excel 2010 have had not much practical effect. Excel solver does have the virture that it will always produce an answer, albeit one with zero accurate digits. To see an extended example of precisely how solver fails: B. D. McCullough "Some Details of Nonlinear Estimation," Chapter Eight in /Numerical Methods in Statistical Computing for the Social Sciences, / Micah Altman, Jeff Gill and Michael P. McDonald, editors New York: Wiley, 2004 I am unaware of R being applied to the StRD, but I did apply S+ to the StRD and, with analytic derivatives, it performed flawlessly. On 02/19/2013 08:38 PM, r-help-request at r-project.org wrote:
May I be allowed to say that the general comments on MS Excel may be alright, in this special case they are not. The Excel Solver -- which is made by an external company, not MS -- has a good reputation for being fast and accurate. And it indeed solves least-squares and nonlinear problems better than some of the solvers available in R. There is a professional version of this solver, not available from Microsoft, that could be called excellent. We, and this includes me, should not be too arrogant towards the outside, non-R world, the 'barbarians' as the ancient Greeks called it. Hans Werner
--
B. D. McCullough, Professor
Department of Decision Sciences
LeBow College of Business
"So what's getting ubiquitous and cheap? Data. And what is
complementary to data? Analysis. So my recommendation is to
take lots of courses about how to manipulate and analyze
data: databases, machine learning, econometrics, statistics,
visualization, and so on." Google Chief Economist, Hal Varian,
New York Times, 25 February 2008
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-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.