# Re: bug in statistical analysis: linear regression

• From: "Andreas J. Guelzow" <aguelzow taliesin ca>
• To: Christoph Lehmann <christoph lehmann gmx ch>, Gnumeric <gnumeric-list gnome org>
• Subject: Re: bug in statistical analysis: linear regression
• Date: 20 Aug 2003 15:02:52 -0600

```On Mon, 2003-08-18 at 02:28, Christoph Lehmann wrote:
```
```bug in linear regression...see my attached gnumeric file.Sheet number 3,
summary of the linear regression: red background, white letters:

F Value is wrong : should be 0.9622 instead of #VALUE
second p value is wrong (cannot be > 1) shoud be 0.333 instead of 1.666
```
```
Perhaps I am misunderstanding, but the F-value on your sheet is in fact
0.962219. its significance is (incorrectly) #VALUE. THe p-values are
unfortunately completely wrong.

This has already been fixed in teh 1.1.x branch. You may want to update
to 1.1.19 or 1.1.20 when the latter is released.

Andreas

```
```
for comparison, using R:

R-cmdr> RegModel <- lm(V1~V2, data=Dataset)

R-cmdr> summary(RegModel)

Call:
lm(formula = V1 ~ V2, data = Dataset)

Residuals:
Min      1Q  Median      3Q     Max
-870.36 -275.86  -16.06  191.54  812.94

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept)  2254.56     415.09   5.432 4.34e-06 ***
V2            -38.60      39.35  -0.981    0.333
---
Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1

Residual standard error: 379.9 on 35 degrees of freedom
Multiple R-Squared: 0.02676,    Adjusted R-squared: -0.001051
F-statistic: 0.9622 on 1 and 35 DF,  p-value: 0.3334

R-cmdr> Anova(RegModel)
Anova Table (Type II tests)

Response: V1
Sum Sq Df F value Pr(>F)
V2         138897  1  0.9622 0.3334
Residuals 5052266 35
```
```--
Andreas J. Guelzow <aguelzow taliesin ca>
Taliesin
```

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