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#1
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Excel 2003 Linest Function Bug
The Linest Function has severe errors when curve fitting my data as follows:
X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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#2
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Excel 2003 Linest Function Bug
Your solution may be ill-conditioned. Plot your data and it appears nearly
linear. If you fit using only two parameters (slope & intercept) you get a = -9.62307E-05 b = 0.000329459 2499.89 -0.24042 -0.240236766 3.35746E-08 4499.83 -0.43274 -0.432692441 2.26186E-09 6499.77 -0.62507 -0.625148116 6.10209E-09 8999.69 -0.86558 -0.865717228 1.88316E-08 11499.83 -1.10609 -1.106307511 4.73112E-08 13499.91 -1.29861 -1.298776658 2.7775E-08 15999.74 -1.53922 -1.53933711 1.37148E-08 18499.93 -1.7798 -1.779932205 1.74781E-08 20500.05 -1.972495 -1.972405201 8.06385E-09 21999.93 -2.11685 -2.11673974 1.21573E-08 2499.89 -0.2404 -0.240236766 2.66453E-08 4499.83 -0.43274 -0.432692441 2.26186E-09 6499.77 -0.62507 -0.625148116 6.10209E-09 8999.69 -0.865535 -0.865717228 3.32071E-08 11499.83 -1.106125 -1.106307511 3.33104E-08 13499.91 -1.29861 -1.298776658 2.7775E-08 15999.74 -1.539235 -1.53933711 1.04265E-08 18499.93 -1.77985 -1.779932205 6.75762E-09 20500.05 -1.97241 -1.972405201 2.30297E-11 21999.93 -2.11683 -2.11673974 8.14689E-09 2499.89 -0.24043 -0.240236766 3.73393E-08 4499.83 -0.43277 -0.432692441 6.01539E-09 6499.77 -0.62515 -0.625148116 3.55003E-12 8999.69 -0.865625 -0.865717228 8.50604E-09 11499.83 -1.106175 -1.106307511 1.75593E-08 13499.91 -1.29868 -1.298776658 9.34286E-09 15999.74 -1.53924 -1.53933711 9.43036E-09 18499.93 -1.779895 -1.779932205 1.38419E-09 20500.05 -1.97244 -1.972405201 1.21097E-09 21999.93 -2.11684 -2.11673974 1.00521E-08 4.4277E-07 Where the third column is the linear model and the fourth column is the square of the error. It may not be meaningful to go beyond two parameters. -- Gary''s Student "JimK" wrote: The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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#3
Posted to microsoft.public.excel.worksheet.functions
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Excel 2003 Linest Function Bug
Jim,
How are you using LINEST? LINEST returns m and b, neither of which is greatly affected by the change from -0.24042 to -0.240419.... I get: Y = -9.622911E-05 + 0.000351*X and Y = -9.622914E-05 + 0.000352*X as the straight lines returned by LINEST using your data.... HTH, Bernie MS Excel MVP "JimK" wrote in message ... The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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#4
Posted to microsoft.public.excel.worksheet.functions
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Excel 2003 Linest Function Bug
I guess I should clarify the accuracy required. These are high precision
Load Cell calibrations which we hope are in the order of 0.005 percent accurate. While the curve is almost linear, the second order is very important and the third less so, but we supply the equation to our customers. It would be nice to know that it is accurate. -- Jim National Research Council of Canada "Gary''s Student" wrote: Your solution may be ill-conditioned. Plot your data and it appears nearly linear. If you fit using only two parameters (slope & intercept) you get a = -9.62307E-05 b = 0.000329459 2499.89 -0.24042 -0.240236766 3.35746E-08 4499.83 -0.43274 -0.432692441 2.26186E-09 6499.77 -0.62507 -0.625148116 6.10209E-09 8999.69 -0.86558 -0.865717228 1.88316E-08 11499.83 -1.10609 -1.106307511 4.73112E-08 13499.91 -1.29861 -1.298776658 2.7775E-08 15999.74 -1.53922 -1.53933711 1.37148E-08 18499.93 -1.7798 -1.779932205 1.74781E-08 20500.05 -1.972495 -1.972405201 8.06385E-09 21999.93 -2.11685 -2.11673974 1.21573E-08 2499.89 -0.2404 -0.240236766 2.66453E-08 4499.83 -0.43274 -0.432692441 2.26186E-09 6499.77 -0.62507 -0.625148116 6.10209E-09 8999.69 -0.865535 -0.865717228 3.32071E-08 11499.83 -1.106125 -1.106307511 3.33104E-08 13499.91 -1.29861 -1.298776658 2.7775E-08 15999.74 -1.539235 -1.53933711 1.04265E-08 18499.93 -1.77985 -1.779932205 6.75762E-09 20500.05 -1.97241 -1.972405201 2.30297E-11 21999.93 -2.11683 -2.11673974 8.14689E-09 2499.89 -0.24043 -0.240236766 3.73393E-08 4499.83 -0.43277 -0.432692441 6.01539E-09 6499.77 -0.62515 -0.625148116 3.55003E-12 8999.69 -0.865625 -0.865717228 8.50604E-09 11499.83 -1.106175 -1.106307511 1.75593E-08 13499.91 -1.29868 -1.298776658 9.34286E-09 15999.74 -1.53924 -1.53933711 9.43036E-09 18499.93 -1.779895 -1.779932205 1.38419E-09 20500.05 -1.97244 -1.972405201 1.21097E-09 21999.93 -2.11684 -2.11673974 1.00521E-08 4.4277E-07 Where the third column is the linear model and the fourth column is the square of the error. It may not be meaningful to go beyond two parameters. -- Gary''s Student "JimK" wrote: The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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#5
Posted to microsoft.public.excel.worksheet.functions
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Excel 2003 Linest Function Bug
Hello
I am using Linest as follows: =LINEST(C2:C31,B2:B31^{1,2,3},,TRUE) Highlight 4 cells, cut and paste this equation into the window and do a control-shift-enter to get out the array of the terms A, B, C, & D in the curve fit equation: Y = A + Bx +Cx^2 +Dx^3 As mentioned in the other reply, my data is almost a linear fit, but due to the accuracy required, I need more terms than Y = A + Bx Cheers Jim -- Jim National Research Council of Canada "Bernie Deitrick" wrote: Jim, How are you using LINEST? LINEST returns m and b, neither of which is greatly affected by the change from -0.24042 to -0.240419.... I get: Y = -9.622911E-05 + 0.000351*X and Y = -9.622914E-05 + 0.000352*X as the straight lines returned by LINEST using your data.... HTH, Bernie MS Excel MVP "JimK" wrote in message ... The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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#6
Posted to microsoft.public.excel.worksheet.functions
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Excel 2003 Linest Function Bug
Jim,
With your posted data set, I get 4.38464E-17 -4.84964E-12 -9.61316E-05 -7.17387E-05 Changing the first value to .240419 from 24042, I get 4.35682E-17 -4.83784E-12 -9.61317E-05 -7.11578E-05 So I cannot replicate your error. But, based on the posted data, your greatest absolute error in repeatability is 0.01280% while the greatest absolute error in your curve fit is: 0.0083549% So I would think that your 0.005% requirement is optimistic, at best. At this point, if I were you, I would bring in a statistician (we have some PhD's on staff that help us with this stuff, so I'm not as good at stats as I should be) to find out what your estimated accuracy/repeatability actually is, based on your data set. HTH, Bernie MS Excel MVP "JimK" wrote in message ... Hello I am using Linest as follows: =LINEST(C2:C31,B2:B31^{1,2,3},,TRUE) Highlight 4 cells, cut and paste this equation into the window and do a control-shift-enter to get out the array of the terms A, B, C, & D in the curve fit equation: Y = A + Bx +Cx^2 +Dx^3 As mentioned in the other reply, my data is almost a linear fit, but due to the accuracy required, I need more terms than Y = A + Bx Cheers Jim -- Jim National Research Council of Canada "Bernie Deitrick" wrote: Jim, How are you using LINEST? LINEST returns m and b, neither of which is greatly affected by the change from -0.24042 to -0.240419.... I get: Y = -9.622911E-05 + 0.000351*X and Y = -9.622914E-05 + 0.000352*X as the straight lines returned by LINEST using your data.... HTH, Bernie MS Excel MVP "JimK" wrote in message ... The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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#7
Posted to microsoft.public.excel.worksheet.functions
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Excel 2003 Linest Function Bug
JimK -
SP2 ? (Some LINEST problems were corrected in Office 2003 Service Pack 2.) - Mike http://www.mikemiddleton.com "JimK" wrote in message ... The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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#8
Posted to microsoft.public.excel.worksheet.functions
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Excel 2003 Linest Function Bug
Yes, I have all of the patches and service packs installed so they still have
not fixed all of the problems. -- Jim National Research Council of Canada "Mike Middleton" wrote: JimK - SP2 ? (Some LINEST problems were corrected in Office 2003 Service Pack 2.) - Mike http://www.mikemiddleton.com "JimK" wrote in message ... The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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#9
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Excel 2003 Linest Function Bug
"Bernie Deitrick" wrote:
Jim, With your posted data set, I get 4.38464E-17 -4.84964E-12 -9.61316E-05 -7.17387E-05 Changing the first value to .240419 from 24042, I get 4.35682E-17 -4.83784E-12 -9.61317E-05 -7.11578E-05 So I cannot replicate your error. Because you are not using Excel 2003. Jerry |
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#10
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Excel 2003 Linest Function Bug
Several examples have been published in these newsgroups were LINEST in Excel
2003 can incorrectly return zero for one or more parameters. These issues appear to have been fixed in Excel 2007 beta. There is a post SP-2 hotfix that is supposed to correct some problem with LINEST http://support.microsoft.com/kb/887964 but the description of that problem is very obscurely written if it is intended to fix this issue. All of the zero parameter estimate problems I have seen up until now dealt with a well conditioned but essentially orthogonal x matrix where columns of the x-matrix had the same norm. Your example has a very ill-conditioned x matrix where the zeroed parameter is very small relative to the other parameters. In both cases, my best guess is that it is an unfortunate excessive helpfulness along the lines of =A1-A2 returning zero if A1 and A2 are not exactly equal, but are equal when rounded to 15 decimal figures, as was introduced in Excel 97 http://support.microsoft.com/kb/78113 Jerry "JimK" wrote: The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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#11
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Excel 2003 Linest Function Bug
I went back through about 40 past calibration data sets and quickly realized
the old curve fit data, which was calculated and stored using Excel 2000, was now being corrupted using Excel 2003, (with all its patches), (about 50% of the data curve fits were wrong). The quick solution, which will keep our customers happy, is to open all of the data files in Excel 2000, save them, and write a pdf backup file so this can not happen in the future. Thanks for the help and a big raspberry to Microsoft for taking a perfectly good math function and making it so it does not work any more on my data sets. -- Jim National Research Council of Canada "Jerry W. Lewis" wrote: Several examples have been published in these newsgroups were LINEST in Excel 2003 can incorrectly return zero for one or more parameters. These issues appear to have been fixed in Excel 2007 beta. There is a post SP-2 hotfix that is supposed to correct some problem with LINEST http://support.microsoft.com/kb/887964 but the description of that problem is very obscurely written if it is intended to fix this issue. All of the zero parameter estimate problems I have seen up until now dealt with a well conditioned but essentially orthogonal x matrix where columns of the x-matrix had the same norm. Your example has a very ill-conditioned x matrix where the zeroed parameter is very small relative to the other parameters. In both cases, my best guess is that it is an unfortunate excessive helpfulness along the lines of =A1-A2 returning zero if A1 and A2 are not exactly equal, but are equal when rounded to 15 decimal figures, as was introduced in Excel 97 http://support.microsoft.com/kb/78113 Jerry "JimK" wrote: The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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Excel 2003 Linest Function Bug
Jim -
Just curious: Why are you using a cubic to fit data that are obviously linear? - Mike "JimK" wrote in message ... I went back through about 40 past calibration data sets and quickly realized the old curve fit data, which was calculated and stored using Excel 2000, was now being corrupted using Excel 2003, (with all its patches), (about 50% of the data curve fits were wrong). The quick solution, which will keep our customers happy, is to open all of the data files in Excel 2000, save them, and write a pdf backup file so this can not happen in the future. Thanks for the help and a big raspberry to Microsoft for taking a perfectly good math function and making it so it does not work any more on my data sets. -- Jim National Research Council of Canada "Jerry W. Lewis" wrote: Several examples have been published in these newsgroups were LINEST in Excel 2003 can incorrectly return zero for one or more parameters. These issues appear to have been fixed in Excel 2007 beta. There is a post SP-2 hotfix that is supposed to correct some problem with LINEST http://support.microsoft.com/kb/887964 but the description of that problem is very obscurely written if it is intended to fix this issue. All of the zero parameter estimate problems I have seen up until now dealt with a well conditioned but essentially orthogonal x matrix where columns of the x-matrix had the same norm. Your example has a very ill-conditioned x matrix where the zeroed parameter is very small relative to the other parameters. In both cases, my best guess is that it is an unfortunate excessive helpfulness along the lines of =A1-A2 returning zero if A1 and A2 are not exactly equal, but are equal when rounded to 15 decimal figures, as was introduced in Excel 97 http://support.microsoft.com/kb/78113 Jerry "JimK" wrote: The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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Excel 2003 Linest Function Bug
Hello Mike
We calibrate load cells using dead weights with a known mass to 0.002 percent. We have a standard Excel calibration file which the data is entered. Not all load cells are this linear. The customer's load cells are then used to calibrate other people's load cells. I agree that for the example data, the third order is a bit of a waste of time, but I need a standard procedure, not one that depends whether the load cell is perfectly linear or not. If you were weighing gold, I suppose it does make a difference in the long run.....(they are not) Jim -- Jim National Research Council of Canada "Mike Middleton" wrote: Jim - Just curious: Why are you using a cubic to fit data that are obviously linear? - Mike "JimK" wrote in message ... I went back through about 40 past calibration data sets and quickly realized the old curve fit data, which was calculated and stored using Excel 2000, was now being corrupted using Excel 2003, (with all its patches), (about 50% of the data curve fits were wrong). The quick solution, which will keep our customers happy, is to open all of the data files in Excel 2000, save them, and write a pdf backup file so this can not happen in the future. Thanks for the help and a big raspberry to Microsoft for taking a perfectly good math function and making it so it does not work any more on my data sets. -- Jim National Research Council of Canada "Jerry W. Lewis" wrote: Several examples have been published in these newsgroups were LINEST in Excel 2003 can incorrectly return zero for one or more parameters. These issues appear to have been fixed in Excel 2007 beta. There is a post SP-2 hotfix that is supposed to correct some problem with LINEST http://support.microsoft.com/kb/887964 but the description of that problem is very obscurely written if it is intended to fix this issue. All of the zero parameter estimate problems I have seen up until now dealt with a well conditioned but essentially orthogonal x matrix where columns of the x-matrix had the same norm. Your example has a very ill-conditioned x matrix where the zeroed parameter is very small relative to the other parameters. In both cases, my best guess is that it is an unfortunate excessive helpfulness along the lines of =A1-A2 returning zero if A1 and A2 are not exactly equal, but are equal when rounded to 15 decimal figures, as was introduced in Excel 97 http://support.microsoft.com/kb/78113 Jerry "JimK" wrote: The Linest Function has severe errors when curve fitting my data as follows: X Y 2499.89 -0.240420 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865580 11499.83 -1.106090 13499.91 -1.298610 15999.74 -1.539220 18499.93 -1.779800 20500.05 -1.972495 21999.93 -2.116850 2499.89 -0.240400 4499.83 -0.432740 6499.77 -0.625070 8999.69 -0.865535 11499.83 -1.106125 13499.91 -1.298610 15999.74 -1.539235 18499.93 -1.779850 20500.05 -1.972410 21999.93 -2.116830 2499.89 -0.240430 4499.83 -0.432770 6499.77 -0.625150 8999.69 -0.865625 11499.83 -1.106175 13499.91 -1.298680 15999.74 -1.539240 18499.93 -1.779895 20500.05 -1.972440 21999.93 -2.116840 D C B A 4.384643E-17 -4.849642E-12 -9.613158E-05 -7.173873E-05 If you change the first 'Y' value to -0.240419 (the real value), the Linest Equation blows up and is wrong, (Value of 'D' is zero). The results are below: D C B A 0 -4.83784E-12 -9.61317E-05 8.03804E-05 Is there any fix by Microsoft in the works or is there something I can do to ensure data sent to the customer is correct? -- Jim National Research Council of Canada |
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