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Rounding problem R vs Excel

4 messages · Paul, David A, Alexander Ploner, Marc Schwartz +1 more

Paul, David A
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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

-----Original Message-----
From: Duncan Murdoch [mailto:dmurdoch at pair.com] 
Sent: Wednesday, June 04, 2003 8:34 AM
To: MSchwartz at medanalytics.com
Cc: R-help at stat.math.ethz.ch
Subject: Re: [R] Rounding problem R vs Excel
On 04 Jun 2003 00:24:08 -0500, you wrote:

            

      
      
      
    

        
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"Interesting"?  I'd say "horrifying".  When (expr) does not evaluate the
same as expr, what can you trust?

Duncan Murdoch

______________________________________________
R-help at stat.math.ethz.ch mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help

  
  


  


    

    

      
      

        


  

        

      Alexander Ploner
    

    

      
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@ARTICLE{McCull99,
   AUTHOR = {McCullough, B. and Wilson, B.},
   TITLE = {On the Accuracy of Statistical Procedures in Microsoft Excel
97},
   JOURNAL = "Comp. Stat. \& Data Anal.",
   VOLUME  = 31,
   NUMBER  = 1,
   YEAR    = 1999,
   PAGES   = {27-37}
}

I seem to remember that there was a follow-up article (note?) in CSDA
regarding the persistence of the problems in Excel 2000.

alex

Alexander.Ploner at mep.ki.se
Phone: 46-8-524-82329
Fax  : 46-8-314975
Medical Epidemiology & Biostatistics
Karolinska Institutet,
P.O. Box 281, SE-171 77 Stockholm

  
  


  


      

    

    

      
      

        


  

        

      Marc Schwartz
    

    

      
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On Wed, 2003-06-04 at 08:09, Paul, David A wrote:

            

      
      
      
    

        
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

  
  


  


      

    

    

      
      

        


  

        

      Juan Carlos Correa Morales
    

    

      
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Hi: Below you find two articles about Excel.

Knusel, L. (1998) On the Accuracy of Statistical Distributions in
Microsoft Excel 97. Computational Statistics & Data Analysis. Vol. 26, No.
3, pp. 375-377

McCullough, B.D. y Wilson, D. (1999) On the Accuracy of Statistical
Procedures in Microsoft Excel 97. Computational Statistics & Data
Analysis. Vol. 31, No. 1, pp. 27-37

        
On Wed, 4 Jun 2003, Paul, David  A wrote: