Logarithmic Regression: Different correlation from 3 different calculators

06092015, 03:09 PM
Post: #1




Logarithmic Regression: Different correlation from 3 different calculators
I need a sanity check here. I'm running a logarithmic regression on some data, and I'm getting very slightly different correlation coefficients (r, not r^2) from three different calculators.
HP 48SX: 0.968372745387 TI36X Pro: 0.96835943144 TI89 Stats flash app: 0.968372745387 TI89 custom function: 0.968372683432 Notice the 48SX and TI89 stats app match up, so I'm inclined to believe those are the most accurate. The 36X Pro may have lower internal precision, or it's using a different faster/less accurate method to produce the result. The custom function I made for the TI89 (since the built in stat commands don't calculate correlation for logarithmic, exponential, or power regression for some reason) is also a little bit off. I used the formula shown about halfway down this page: http://brownmath.com/ti83/regres89.htm sum((x[i]meanx)*(y[i]meany),i,1,n)/((n1)*sx*sy) Where sx and sy are sample standard deviations of the x and y lists respectively. Also, the x list has been transformed with LN prior to any calculations. I have a feeling taking the sum of products is making it lose precision somewhere. And if that's the case, is there a better approach? I tried the zscore method given on that same page, basically moving the standard deviations into the products within the sum, but I end up with a repeating decimal that looks a bit fishy. This is the data I'm looking at. Note that a logarithmic fit is NOT correct for this particular data, I'm just testing the correlation calculation. 1999, 8456 2000, 14959 2001, 13516 2002, 11298 2003, 11109 2004, 15256 2005, 29316 2006, 46038 2007, 51726 2008, 56686 2009, 58372 2010, 68426 2011, 70760 2012, 77238 2013, 100836 2014, 95461 

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