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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 |
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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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