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Filtration Guy
 
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Default linest r-squared bug when calculating forced through zero?

Thanks for your reply. I checked my version and it says that it is
"Microsoft Office Excel 2003 (11.6355.6360) SP1" "Part of Microsoft Office
Professional Edition 2003"
So maybe this problem was sort of but not quite fixed. Since posting my
original question I have found information that tells that the old error was
obvious (returned numbers not between 0 and 1), but this one seems to be off
only by a little bit.

-Filter Guy


"Jerry W. Lewis" wrote:

http://support.microsoft.com/kb/828533/

In Excel 2002 and earlier LINEST returned an incorrect R^2 value if
constant=FALSE.

Jerry

"Filtration Guy" wrote:

I am using linest to calculate a simple y = mx + b regression with an n of
57 values. I also have it return the r^2 value. Linest gives the same
values as the chart trendline r^2, and my manual calculation of r^2, when I
set constant to "TRUE". However if I set constant to "FALSE", and thus force
the line through zero, linest returns an r^2 value that is higher than the
chart trendline value (0.9909 vs 0.99750).
Excel Help mentions that the degrees of freedom change when setting
constant to false, but my manual calculation of "Degrees of Freedom Adjusted
R-Square" does not give the linest value, it gives 0.099746.
Is there a bug in linest with respect to r2 values of forced lines?
Thanks.

-Filtration Guy