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zork

Excel 2003 multiple regression coefficients inaccurate
 
Hi, I am using Excel 2003 and I have found that its multiple regression (via
Data analysis) is very wrong. For instance when I calculate my multiple
regression I get the results:

I am using the model: y = a + b t + c t^2 + d cos(f(t)) + e sin(f(t))

When I use Excel 2003 I get the equation:

Y = 589.9126 + 2.384934t - 0.00389 t^2 + 0 cos + 42.11761 sin

But when I use MINITAB I get the result:

Y = 589 + 2.38 t - 0.00379 t^2 - 64.2 cos + 42.1 sin

Now I plotted both results and Excel 2003 result is a bad fit as it assigns
0 to the cos coefficient. Why does it do this? The Minitab result is a great
fit. Why does Excel 2003 reject this coefficient?

I know the following thread talks about missing coefficients:

http://groups.google.com.au/groups?h...gbl%26rnum%3D1

Excel 2003 doesnt seem to give accurate results for this simple multiple
regression problem.

Any help appreciated.
z



Jerry W. Lewis

Excel 2003 multiple regression coefficients inaccurate
 
See specifically
http://groups.google.com.au/groups?s...0no_e-mail.com
in the thread you cited, which gives specific suggestions for
workaround. The issue seems to be an overly aggressive singularity
check gone wrong.

Jerry

zork wrote:

Hi, I am using Excel 2003 and I have found that its multiple regression (via
Data analysis) is very wrong. For instance when I calculate my multiple
regression I get the results:

I am using the model: y = a + b t + c t^2 + d cos(f(t)) + e sin(f(t))

When I use Excel 2003 I get the equation:

Y = 589.9126 + 2.384934t - 0.00389 t^2 + 0 cos + 42.11761 sin

But when I use MINITAB I get the result:

Y = 589 + 2.38 t - 0.00379 t^2 - 64.2 cos + 42.1 sin

Now I plotted both results and Excel 2003 result is a bad fit as it assigns
0 to the cos coefficient. Why does it do this? The Minitab result is a great
fit. Why does Excel 2003 reject this coefficient?

I know the following thread talks about missing coefficients:

http://groups.google.com.au/groups?h...gbl%26rnum%3D1

Excel 2003 doesnt seem to give accurate results for this simple multiple
regression problem.

Any help appreciated.
z






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