[R] NLS results different from Excel -- Tricky fortunes nomination

[Clint Bowman]

Following up on Bert's nomination, may I take one from a recent email I 
received?

"The second file is air concentrations against frequencies plotted by SAS; 
however we don't have the SAS statistical package..."

I thought the original name for SAS was Statistical Analysis System--am I 
missing something?

Clint

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On Wed, 20 Feb 2013, Bert Gunter wrote:

> Folks:
>
> I thought the following excerpt from Bruce McCullough's post would be
> a good candidate for the R fortunes package -- except that it's about
> Excel, not R!  So I nominate it... but leave it to others to say
> whether it's really "qualified" to be nominated.
>
> ----
> "The idea that the Excel solver "has a good reputation for being fast
> and accurate" does not withstand an examination  of the Excel solver's
> ability to solve the StRD nls test problems. ...
> Excel solver does have the virtue that it will always produce an
> answer, albeit one with zero accurate digits."
> ---
>
> I also leave it to others to modify what is excerpted if appropriate.
>
> Cheers,
> Bert
>
>
>
> On Wed, Feb 20, 2013 at 7:58 AM, Bruce McCullough
> <bdmccullough at drexel.edu> wrote:
>> The idea that the Excel solver "has a good reputation for being fast and
>> accurate" does not withstand an examination  of the Excel solver's
>> ability to solve the StRD nls test problems.  Solver's ability is
>> abysmal.  13 of 27 "answers" have zero accurate digits, and three more
>> have fewer than two accurate digits -- and this is after tuning the
>> solver to get a good answer.  For details see
>>
>> B. D. McCullough and Berry Wilson
>> "On the Accuracy of Statistical Procedures in Microsoft Excel 2000 and
>> Excel XP,"
>> /Computational Statistics and Data Analysis/ *40*(4), 713-721, 2002
>>
>> The situation is the same for Excel 2003 and Excel 2007.  The alleged
>> "improvements" for Excel 2010 have had not much practical effect.  Excel
>> solver does have the virture that it will always produce an answer,
>> albeit one with zero accurate digits.
>>
>> To see an extended example of precisely how solver fails:
>>
>> B. D. McCullough
>> "Some Details of Nonlinear Estimation," Chapter Eight in
>> /Numerical Methods in Statistical Computing for the Social Sciences, /
>> Micah Altman, Jeff Gill and Michael P. McDonald, editors
>> New York: Wiley, 2004
>>
>> I am unaware of R being applied to the StRD, but I did apply S+ to the
>> StRD and, with analytic derivatives, it performed flawlessly.
>>
>>
>> On 02/19/2013 08:38 PM, r-help-request at r-project.org wrote:
>>> May I be allowed to say that the general comments on MS Excel may be alright,
>>> in this special case they are not.  The Excel Solver -- which is made by an
>>> external company, not MS -- has a good reputation for being fast and accurate.
>>> And it indeed solves least-squares and nonlinear problems better than some of
>>> the solvers available in R.
>>> There is a professional version of this solver, not available from Microsoft,
>>> that could be called excellent. We, and this includes me, should not be too
>>> arrogant towards the outside, non-R world, the 'barbarians' as the ancient
>>> Greeks called it.
>>>
>>> Hans Werner
>>
>>
>> --
>> B. D. McCullough, Professor
>> Department of Decision Sciences
>> LeBow College of Business
>>
>> "So what's getting ubiquitous and cheap? Data. And what is
>> complementary to data? Analysis. So my recommendation is to
>> take lots of courses about how to manipulate and analyze
>> data: databases, machine learning, econometrics, statistics,
>> visualization, and so on." Google Chief Economist, Hal Varian,
>> New York Times, 25 February 2008
>>
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
>
>
> -- 
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> Internal Contact Info:
> Phone: 467-7374
> Website:
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>