Bert Gunter
2013-Feb-20 17:50 UTC
[R] NLS results different from Excel -- Tricky fortunes nomination
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
Rolf Turner
2013-Feb-20 20:15 UTC
[R] NLS results different from Excel -- Tricky fortunes nomination
I think that this nomination is a Good Idea!
cheers,
Rolf
On 02/21/2013 06:50 AM, 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.
Clint Bowman
2013-Mar-14 16:28 UTC
[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.
>
John Kane
2013-Mar-14 16:39 UTC
[R] NLS results different from Excel -- Tricky fortunes nomination
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!