A question about capabilities of linest function
- From: Jim Dukelow <jsdukelow yahoo com>
- To: gnumeric-list gnome org
- Subject: A question about capabilities of linest function
- Date: Sun, 20 Feb 2011 23:58:11 -0800
I am using linest to attempt a polynomial fit in two numeric variables
and two categorical variables (for which I have assigned +1 and -1 proxy
values). The fit I am shooting for is up to fourth power in the
numerical variables and 1st power in the categorical variables, with
cross-terms. I have columns for the observed values of L, L^2, L^3, L4,
F, F^2, F^3, F^4, L*F, (L^2)*F, etc., L*T, (L^2)*T, etc., F*R, etc. --
42 terms in all. The observed values of my dependent variable are in
the vector b8:b349. The observed values of my dependent variable have
up to 10 significant figures. The observed values of the independent
variables have one or two significant digits in the measured first
powers (the original data) and up to 8 or 9 significant digits in the
higher powers.
Values of L and F are normalized to live between -1 and +1.
I marked an array 5 rows by 42 columns, entered the command
linest(b8:b349,f8:au349,true,true), and held down CTRL-SHIFT-ENTER.
More of less instantaneously, the array was filled with #NUM error
messages and my command was now
{=linest(b8:b349,f8:au349,TRUE,TRUE)}(42,5)[0][0]
The Help pages are not much help in telling me what has gone wrong.
I recognize that using successive powers of L and F, rather than
orthogonal polynomials, may lead to ill-conditioning of the
calculation. Am I simply asking linest to do more than it is able, or
is my problem elsewhere. Should I take this problem to R or Maxima or
Octave?
I would appreciate any help you can provide.
Jim Dukelow
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