Excel/Linest fail
Expert: Jan Karel Pieterse - 11/4/2009
Question
I am using linest function to compute coefficients of a 4th order poly to fit a data set. I have used it successfully but today I came across a data set which produces faulty coefficients. When I checked it with a graph and a trend line of 4th order poly, it gives the coefficients correctly. What could go wrong?"
AnswerHi Kaushalya,
I expect this is due to the nature of your data. The Y values are all within a close range with relatively little variation and the order of magnitude of X and X varies considerably. This makes the computation of the least squares error-prone.
You will probably benefit from normalising your data, e.g. by subtracting the average of x from the x's and of y from the Y's. Then do the 4th order regression using the transformed data.
Of course you'll have to do some math afterwards to get the true formula (and coefficients) back.
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