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

John Kane jrkrideau at inbox.com
Thu Mar 14 17:39:20 CET 2013


No , but please RSVP if you disagree with me.  

John Kane
Kingston ON Canada


> -----Original Message-----
> From: clint at ecy.wa.gov
> Sent: Thu, 14 Mar 2013 09:28:46 -0700 (PDT)
> To: gunter.berton at gene.com
> Subject: Re: [R] NLS results different from Excel -- Tricky fortunes
> nomination
> 
> 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
> 
> Clint Bowman			INTERNET:	clint at ecy.wa.gov
> Air Quality Modeler		INTERNET:	clint at math.utah.edu
> Department of Ecology		VOICE:		(360) 407-6815
> PO Box 47600			FAX:		(360) 407-7534
> Olympia, WA 98504-7600
> 
>          USPS:           PO Box 47600, Olympia, WA 98504-7600
>          Parcels:        300 Desmond Drive, Lacey, WA 98503-1274
> 
> 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.
>> 
> 
> ______________________________________________
> 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.

____________________________________________________________
FREE 3D EARTH SCREENSAVER - Watch the Earth right on your desktop!



More information about the R-help mailing list