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From |
"Sergiy Radyakin" <serjradyakin@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: Stata numerical accuracy/precision |

Date |
Thu, 8 May 2008 11:09:08 -0400 |

Dear Statalisters, Q1: the following results of Stata's accuracy sertification: http://www.stata.com/support/cert/nist/index.html indicate that e.g. for linear regression the estimates of coefficients are guaranteed to be accurate with 6 digits. In my understanding, "digits" refer to digits in "scientific notation", rather than "common notation". E.g. I think that if Stata reports as the answer: 0.00000000034 this value in scientific notation is 3.400e-10, and has only two "digits", and thus I can trust all of them. A colleague of mine argues that the "digits" refers to the common notation, which effectively means that the above result is 0.00000[and here something unknown] Q2: the results of accuracy sertification indicate that for linear regression 6.4 is the lowest precision. This figure comes from a set of a [limited] number of tests. Is any of these tests designed as the worst case? Or can it be that for a particular dataset the accuracy is even lower? In particular, if the dataset includes figures, where the ratio of max to min is higher than 1e30? Any comments to the above are highly welcomed. Thank you, Sergiy Radyakin * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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