On the accuracy of statistical procedures in Microsoft Excel 2007 [pdf]
pages.drexel.edu
pages.drexel.edu
The sooner people realize it's not designed for real statistics, the sooner people can stop hearing statisticians rant when they receive "Report_Analysis_Feb1-2012_Update_Final-v3.xlsx".
- you can't easily audit a spreadsheet unless each cell only refers to cells immediately above or to the left. Otherwise it's GOTO and COMEBACK programming. "referentially opaque probabilistic graph programming"
- Control-] lets you see where a cell is referenced in other formulas, but only if the formula is on the same tab. Control-[ does take you to other tabs. Control-` shows you a wall of formulas
- there's no easy way to track significant digits and sources of floating point error, e.g. adding numbers that are orders of magnitude different.
- in the past, underflow has even been a security issue
http://www.checkpoint.com/defense/advisories/public/2011/cpa...
- you can't report bugs, or see their tracker, that I know of
http://connect.microsoft.com/ (i'll save you the time, Excel isn't on 2 lists
- you can't go to extended precision, Rationals or unlimited precision integers or floats when you need.
In response to the latest controversy, a statistics professor writes:
It’s somewhat surprising to see Very Serious Researchers (apologies to Paul Krugman) using Excel. Some years ago, I was consulting on a trademark infringement case and was trying (unsuccessfully) to replicate another expert’s regression analysis. It wasn’t until I had the brainstorm to use Excel that I was able to reproduce his results – it may be better now, but at the time, Excel could propagate round-off error and catastrophically cancel like no other software!
Microsoft has lots of top researchers so it’s hard for me to understand how Excel can remain so crappy. I mean, sure, I understand in some general way that they have a large user base, it’s hard to maintain backward compatibility, there’s feature creep, and, besides all that, lots of people have different preferences in data analysis than I do. But still, it’s such a joke. Word has problems too, but I can see how these problems arise from its desirable features. The disaster that is Excel seems like more of a mystery.
Another annoying issue was the autocorrelation in the random number generator (a very bad thing for a random number generator). The main rand() function is now corrected but the problem lives on in the randbetween() function, which shows that these two related functions are using separate RNGs instead of them both tapping into a single good RNG. It's very frustrating if you want to do any real work in Excel because you can't trust the built in functions.
http://www.bbc.co.uk/news/magazine-22213219
They are saying Excel - established data tool - is, in fact, dead for big data. And what else matters?
Its also worth noting that Excel only guarantees a certain level of accuracy (15 digits if im not mistaken). In cases where this is highly important SSPS, MatLab , etc should be used since they offer a higher degree of accuracy.
Sure hope you aren't doing any life-threatening numerical computations in your version of Excel!
With millions of custom solutions based on Excel floating around , "fixing" issues where calculations suddenly give different results would be highly counterproductive and potentially dangerous.
http://www.jstatsoft.org/v34/i04
" This paper discusses the numerical precision of five spreadsheets (Calc, Excel, Gnumeric, NeoOffice and Oleo) running on two hardware platforms (i386 and amd64) and on three operating systems (Windows Vista, Ubuntu Intrepid and Mac OS Leopard). The methodology consists of checking the number of correct significant digits returned by each spreadsheet when computing the sample mean, standard deviation, first-order autocorrelation, F statistic in ANOVA tests, linear and nonlinear regression and distribution functions. A discussion about the algorithms for pseudorandom number generation provided by these platforms is also conducted. We conclude that there is no safe choice among the spreadsheets here assessed: they all fail in nonlinear regression and they are not suited for Monte Carlo experiments."