The Future of Statistical Software

Proceedings of a Forum

Panel on Guidelines for Statistical Software

Committee on Applied and Theoretical Statistics

Board on Mathematical Sciences

Commission on Physical Sciences, Mathematics, and Applications

National Research Council

National Academy Press
Washington, D.C.
1991



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The Future of Statistical Software: Proceedings of a Forum The Future of Statistical Software Proceedings of a Forum Panel on Guidelines for Statistical Software Committee on Applied and Theoretical Statistics Board on Mathematical Sciences Commission on Physical Sciences, Mathematics, and Applications National Research Council National Academy Press Washington, D.C. 1991

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The Future of Statistical Software: Proceedings of a Forum NOTICE: The project that is the subject of this report was approved by the Governing Board of the National Research Council, whose members are drawn from the councils of the National Academy of Sciences, the National Academy of Engineering, and the Institute of Medicine. The National Academy of Sciences is a private, nonprofit, self-perpetuating society of distinguished scholars engaged in scientific and engineering research, dedicated to the furtherance of science and technology and to their use for the general welfare. Upon the authority of the charter granted to it by the Congress in 1863, the Academy has a mandate that requires it to advise the federal government on scientific and technical matters. Dr. Frank Press is president of the National Academy of Sciences. The National Academy of Engineering was established in 1964, under the charter of the National Academy of Sciences, as a parallel organization of outstanding engineers. It is autonomous in its administration and in the selection of its members, sharing with the National Academy of Sciences the responsibility for advising the federal government. The National Academy of Engineering also sponsors engineering programs aimed at meeting national needs, encourages education and research, and recognizes the superior achievement of engineers. Dr. Robert M. White is president of the National Academy of Engineering. The Institute of Medicine was established in 1970 by the National Academy of Sciences to secure the services of eminent members of appropriate professions in the examination of policy matters pertaining to the health of the public. The Institute acts under the responsibility given to the National Academy of Sciences by its congressional charter to be an adviser to the federal government and, upon its own initiative, to identify issues of medical care, research, and education. Dr. Stuart Bondurant is acting president of the Institute of Medicine. The National Research Council was organized by the National Academy of Sciences in 1916 to associate the broad community of science and technology with the Academy’s purposes of furthering knowledge and advising the federal government. Functioning in accordance with general policies determined by the Academy, the Council has become the principal operating agency of both the National Academy of Sciences and the National Academy of Engineering in providing services to the government, the public, and the scientific and engineering communities. The Council is administered jointly by both Academies and the Institute of Medicine. Dr. Frank Press and Dr. Robert M. White are chairman and vice chairman, respectively, of the National Research Council. The National Research Council established the Board on Mathematical Sciences in 1984. The objectives of the Board are to maintain awareness and active concern for the health of the mathematical sciences and to serve as the focal point in the National Research Council for issues connected with the mathematical sciences. In addition, the Board is designed to conduct studies for federal agencies and maintain liaison with the mathematical sciences communities and academia, professional societies, and industry. Support for this project was provided by the National Science Foundation and the National Institute of Environmental Health Sciences. Library of Congress Catalog Card No. 91-66874 International Standard Book Number 0-309-04599-1 Additional copies of this report are available from: National Academy Press 2101 Constitution Avenue, N.W. Washington, D.C. 20418 S467 Printed in the United States of America

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The Future of Statistical Software: Proceedings of a Forum PANEL ON GUIDELINES FOR STATISTICAL SOFTWARE WILLIAM F. EDDY, Carnegie Mellon University, Chair SALLY E. HOWE, National Institute of Standards and Technology BARBARA F. RYAN, Minitab, Inc. ROBERT F. TEITEL, Abt Associates, Inc. FORREST W. YOUNG, University of North Carolina JOHN R. TUCKER, Staff Officer COMMITTEE ON APPLIED AND THEORETICAL STATISTICS WILLIAM F. EDDY, Carnegie Mellon University, Chair YVONNE BISHOP, U.S. Department of Energy DONALD P. GAVER, Naval Postgraduate School PREM K. GOEL, Ohio State University DOUGLAS M. HAWKINS, University of Minnesota DAVID G. HOEL, National Institute of Environmental Health Sciences JON KETTENRING, Bellcore CARL N. MORRIS, Harvard University KARL E. PEACE, Biopharmaceutical Research Consultants JAYARAM SETHURAMAN, Florida State University JOHN R. TUCKER, Staff Officer

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The Future of Statistical Software: Proceedings of a Forum BOARD ON MATHEMATICAL SCIENCES SHMUEL WINOGRAD, IBM T.J. Watson Research Center, Chair RONALD DOUGLAS, State University of New York-Stony Brook, Vice-Chair LAWRENCE D. BROWN, Cornell University SUN-YUNG A. CHANG, University of California at Los Angeles JOEL E. COHEN, Rockefeller University AVNER FRIEDMAN, University of Minnesota JOHN F. GEWEKE, University of Minnesota JAMES GLIMM, State University of New York-Stony Brook PHILLIP A. GRIFFITHS, Institute for Advanced Study DIANE LAMBERT, AT&T Bell Laboratories GERALD J. LIEBERMAN, Stanford University RONALD F. PEIERLS, Brookhaven National Laboratory JEROME SACKS, National Institute of Statistical Sciences Ex Officio Member WILLIAM F. EDDY, Carnegie Mellon University Chair, Committee on Applied and Theoretical Statistics Staff JOHN E. LAVERY, Director JO NEVILLE, Administrative Secretary RUTH E. O'BRIEN, Staff Associate HANS OSER, Staff Officer JOHN R. TUCKER, Staff Officer JAMES A. VOYTUK, Senior Staff Officer SCOTT T. WEIDMAN, Senior Staff Officer BARBARA WRIGHT, Administrative Assistant

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The Future of Statistical Software: Proceedings of a Forum COMMISSION ON PHYSICAL SCIENCES, MATHEMATICS, AND APPLICATIONS NORMAN HACKERMAN, Robert A. Welch Foundation, Chair PETER J. BICKEL, University of California at Berkeley GEORGE F. CARRIER, Professor Emeritus, Harvard University DEAN E. EASTMAN, IBM T.J. Watson Research Center MARYE ANNE FOX, University of Texas-Austin PHILLIP A. GRIFFITHS, Institute for Advanced Study NEAL F. LANE, Rice University ROBERT W. LUCKY, AT&T Bell Laboratories CLAIRE E. MAX, Lawrence Livermore Laboratory CHRISTOPHER F. MCKEE, University of California at Berkeley JAMES W. MITCHELL, AT&T Bell Laboratories RICHARD S. NICHOLSON, American Association for the Advancement of Science ALAN SCHRIESHEIM, Argonne National Laboratory KENNETH G. WILSON, Ohio State University NORMAN METZGER, Executive Director

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The Future of Statistical Software: Proceedings of a Forum Preface The Panel on Guidelines for Statistical Software was organized in 1990 by the National Research Council's Committee on Applied and Theoretical Statistics for the purpose of documenting, assessing, and prioritizing problem areas regarding the quality and reliability of statistical software; presenting to producers and users prototype guidelines in high-priority areas for the evaluation (based on established statistical principles) of statistical software packages; and making recommendations in the form of a plan for further discussion, research, testing, and implementation of guidelines involving the statistical computing, user, and producer communities. The findings of the panel will be presented in a future report and at meetings of concerned groups, including professional societies, to stimulate such further work. The panel's guidelines will be accompanied by benchmark test data or descriptive material from which such data can be constructed. The panel will not endorse or censure specific statistical software products, but rather will offer general guidelines and broad objectives and evaluation criteria useful to statistical software users and developers, and designed to facilitate and focus further work on the subject. On February 22, 1991, the panel held a public forum, “The Future of Statistical Software,” so as to gather material for its deliberations from a wide range of statistical scientists from academe, industry, and government. These proceedings have been compiled to document that input. However, the opinions expressed in this volume are those of the speakers or discussants and do not necessarily represent the views of the Panel on Guidelines for Statistical Software or of the National Research Council.

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The Future of Statistical Software: Proceedings of a Forum Contents     Morning Session Opening Remarks Barbara Ryan, Minitab, Inc.   1     Richness for the One-Way ANOVA Layout Keith E. Muller, University of North Carolina, Chapel Hill   3     Serendipitous Data and Future Statistical Software Paul F. Velleman, Cornell University   15     Morning Discussion   23     Afternoon Session Opening Remarks Forrest Young, University of North Carolina, Chapel Hill   33     An Industry View Andrew Kirsch, 3M   37     Guidance for One-Way ANOVA William DuMouchel, BBN Software Products   43     Incorporating Statistical Expertise into Data Analysis Software Daryl Pregibon, AT&T Bell Laboratories   51     Afternoon Discussion   63     Closing Remarks William Eddy, Carnegie Mellon University   69     Appendixes         A. Speakers   75     B. Position Statements   77     C. Forum Participants   85

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