Correlation coefficient
Sorry to revive an old thread, but I was wondering what the differences were in the DAX Linest and Linestx in calculating the coefficient of detemination. I was using the square for the Pearson coefficient to get R squared. It appears that I am getting different coefficient values between the two functions. I checked in excel and also was getting the same values as the Linest function. Would you happen to know if there are approximations in the Linest function vs your Pearson coefficient?
Can't see a reason for that, but is likely a question for jeffrey_wang
- jeffrey_wang2 years agoPower BI Team
Linest is just a shortcut for LinestX with the <table> argument derived from the column references. The internal algorithm is the same.
- dfreeman22 years agoNew Member
Right, I was trying to determine why the Quick measure for Correlation Coefficient is giving an R value that when squared does not match Linest. Since the quick measure is forcing the summarization, it is only an estimated R value.
- dfreeman22 years agoNew Member
@jeffrey_wang The measure forces the data to be summarized. Where Linest and Linestx are using the raw data to determine the best fit line and calculating all the variables. Would appear that for correlation coefficient, this is not a good quick measure, as the R value is skewed without being able to not use a summarization.