Rounding problem R vs Excel
On Wed, 2003-06-04 at 08:09, Paul, David A wrote:
I don't have the reference, but a biologist friend of mine once showed me a refereed journal article that purported to demonstrate numerical errors made by MSExcel. This would have been Excel97 or Excel2000... In any case, the journal's scope was biological in nature and the article was of interest since Excel is heavily used in that community. -david paul
There is a series of articles here: http://www.stat.uni-muenchen.de/~knuesel/elv/accuracy.html In addition, there are additional references on Excel specifically: On the accuracy of statistical procedures in Microsoft Excel 2000 and Excel XP B.D. McCullough and B. Wilson, (2002), Computational Statistics & Data Analysis, 40, pp 713 - 721 http://www.elsevier.com/gej-ng/10/15/38/85/51/28/abstract.html On the accuracy of statistical procedures in Microsoft Excel ?97 B.D. McCullough and B. Wilson, (1999), Computational Statistics & Data Analysis, 31, pp 27-37 http://www.elsevier.com/gej-ng/10/15/38/37/25/27/article.pdf Problems with using Microsoft Excel for statistics J.D. Cryer, (2001), presented at the Joint Statistical Meetings, American Statistical Association, 2001, Atlanta Georgia at http://www.stat.uiowa.edu/~jcryer/JSMTalk2001.pdf Use of Excel for statistical analysis Neil Cox, (2000), AgResearch Ruakura at http://www.agresearch.cri.nz/Science/Statistics/exceluse1.htm Using Excel for statistical data analysis Eva Goldwater, (1999), Univ. of Massachusetts Office of Information Technology http://www.umass.edu/acco/statistics/handout/excel.html Statistical analysis using Microsoft Excel Jeffrey Simonoff, (2002) at http://www.stern.nyu.edu/~jsimonof/classes/1305/pdf/excelreg.pdf Testing the Intrinsic Functions of Excel National Physical Laboratory, UK http://www.npl.co.uk/ssfm/ssfm1/validate/testing/excel.html There are also some general articles on several stats applications by McCullough. http://www.amstat.org/publications/tas/mccull-1.pdf http://www.amstat.org/publications/tas/mccull.pdf It has been some time since I looked at many of these papers, but if my memory is correct, in general, not much has changed in Excel since "97". However, from McCullough's most recent article: "The problems that rendered Excel 97 unfit for use as a statistical package have not been fixed in either Excel 2000 or Excel 2002 (also called "Excel XP"). Microsoft attempted to fix errors in the standard normal random number generator and the inverse normal function, and in the former case actually made the problem worse." Many of the above articles have an overlap on references, some published, some are online resources or lecture notes. HTH, Marc Schwartz