[SciPy-user] Limits of linrgress - underflow encountered in stdtr
David Warde-Farley
dwf@cs.toronto....
Tue Jun 9 19:29:45 CDT 2009
On 9-Jun-09, at 2:21 PM, wierob wrote:
> So, for now I assume that linregress works as it should. Also, I don't
> understand why ignoring these errors is ok.
Because the underflow doesn't change the answer enough to make any
conceivable difference.
Underflow just means that some quantity that was computed was too tiny
to be represented, in which case it is effectively 0.
It's notable that R reports "p-value < 2.2e-16", which is machine
epsilon in 64-bit floating point, i.e. a bound on the relative error
due to rounding. I'd read that as R thinking that the P-value is
probably garbage and rounding error dominates (and will vary with the
exact formula used), but "less than 2.2e-16" is still small enough to
be considered "statistically significant" by any wild stretch of the
imagination.
David
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