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

H.-J. Sun (), Kaoru Fukuda and B McCullough
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H.-J. Sun: Kyushu Sangyo University
Kaoru Fukuda: Kyushu Sangyo University

Computational Statistics, 2017, vol. 32, issue 4, No 10, 1421 pages

Abstract: 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.

Keywords: Linear regression function; LINEST(); StRD; KB828533; QR decomposition; Back-substitution; IDA Pro free version; IEEE-754 calculator (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s00180-017-0764-9

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