In response to industrial concerns about the numerical accuracy of computations from statistical software, the Statistical Engineering and Mathematical and Computational Sciences Divisions of NIST's Information Technology Laboratory are providing datasets with certified values for a variety of statistical methods.
Currently datasets and certified values are provided for assessing the accuracy of software for univariate statistics, linear regression, nonlinear regression, and analysis of variance. The collection includes both generated and "real-world" data of varying levels of difficulty. Generated datasets are designed to challenge specific computations. These include the classic Wampler datasets for testing linear regression algorithms and the Simon & Lesage datasets for testing analysis of variance algorithms. Real-world data include challenging datasets such as the Longley data for linear regression, and more benign datasets such as the Daniel & Wood data for nonlinear regression. Certified values are "best-available" solutions. The certification procedure is described in the web pages for each statistical method.
Datasets are ordered by level of difficulty (lower, average, and higher). Strictly speaking the level of difficulty of a dataset depends on the algorithm. These levels are merely provided as rough guidance for the user. Producing correct results on all datasets of higher difficulty does not imply that your software will pass all datasets of average or even lower difficulty. Similarly, producing correct results for all datasets in this collection does not imply that your software will do the same for your particular dataset. It will, however, provide some degree of assurance, in the sense that your package provides correct results for datasets known to yield incorrect results for some software.
We plan to update the collection with datasets for additional statistical methods, as well as for the existing methods. We welcome your feedback on which statistical methods to provide datasets for, specific datasets to include, and other ways to improve the web service.
Background Information for Statistical Areas