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‘Deep’ bug [Software]

posted by Helmut Homepage - Vienna, Austria, 2018-01-05 00:37  - Posting: # 18147
Views: 5,076

Hi Mittyri,

» As I see the problem is in quantile function, looks like approximation is not correct for low DF.

Wow!

R:
for (df in 1:7) cat(sprintf("%9.6f", qt(0.025, df, lower.tail=FALSE)), "\n")
12.706205
 4.302653
 3.182446
 2.776445
 2.570582
 2.446912
 2.364624


Spreadsheets:
M$-Excel 2000   OO Calc 4.1.1   Gnumeric 1.12.15
  12.706150       12.706205         12.706205
   4.302656        4.302653          4.302653
   3.182449        3.182446          3.182446
   2.776451        2.776445          2.776445
   2.570578        2.570582          2.570582
   2.446914        2.446912          2.446912
   2.364623        2.364624          2.364624


tinv(x, y) was introduced as a custom function in PHX/WNL v6.4. Hence, no checking possible in earlier versions. However:
   v6.4       v7.0       v8.0  
12.706205  12.706205  12.706205
 4.302653   4.302653   4.302653
 3.1824
35   3.182435   3.182435
 2.776445   2.776445   2.776445
 2.570582   2.570582   2.570582
 2.446912   2.446912   2.446912
 2.364624   2.364624   2.364624


Since in my example both the estimate and its standard error are correct, something must be wrong ‘behind the curtains’ in PHX/WNL when calculating the CI.

Cheers,
Helmut Schütz
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