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 math concordia ab ca> Concordia University College of Alberta
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