New LINEST For Excel 2003

[David Heiser]

It appears that the new LINEST function uses a unitary
triangularization method, based on the Householder
triangularization method. It does not follow G.W.
Sterart's excellent text on how to do it.

My question is why didn't Microsoft use the Modified Gram-
Schmidt method? It is less sensitive to the order
(grading) of the X values.

Does the new LINEST have an internal method of
interchanging columns?

DA Heiser

 

[Dana DeLouis]

Hello. I don't have an answer. It's been a while since reading my Stats
book. The following article suggest that "Linest" in 2003 is using some
sort of "QR Decomposition." Do you have a link that discuses Excel's use of
a unitary triangularization method? I really don't know, but would they
happen to be the same thing, just different names?
Anyway, the following article talks about Excel 2003 "Linest" function.

Excel Statistical Functions: LINEST
http://support.microsoft.com/default.aspx?scid=kb;en-us;828533&Product=xl2003

It's a nicely written article. Let's hope future Microsoft articles are
written like this... :>)