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Inaccurate regression coefficients in Microsoft Excel 2003: an investigation of Volpi’s “zero bug”

Author

Listed:
  • H.-J. Sun

    (Kyushu Sangyo University)

  • Kaoru Fukuda

    (Kyushu Sangyo University)

  • B. D. McCullough

    (Drexel University)

Abstract

Leonardo Volpi found that Excel 2003, rather than report correct coefficients, would sometimes change them to zero. We have investigated this so-called “zero bug” of the linear regression function LINEST(), and have found that the inaccuracy is caused by a non-standard modified back-substitution procedure. The modification, for which we can find no justification in the numerical analysis or statistical literature, uses a logic to control the bug: when certain conditions are met, accurate coefficients are replaced with inaccurate coefficients that may be zeros or nonzeros. Although Excel 2003 is now out of support, it is still in use. We do not know whether the modification is limited to Excel 2003, or whether Microsoft has programmed similar inaccuracies into other functions or other versions of Excel.

Suggested Citation

  • H.-J. Sun & Kaoru Fukuda & B. D. McCullough, 2017. "Inaccurate regression coefficients in Microsoft Excel 2003: an investigation of Volpi’s “zero bug”," Computational Statistics, Springer, vol. 32(4), pages 1411-1421, December.
  • Handle: RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-017-0764-9
    DOI: 10.1007/s00180-017-0764-9
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    References listed on IDEAS

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