Evaluating Mathematical Programming Techniques pp 248-257 | Cite as

# Testing and Evaluation of Statistical Software

## Abstract

Data sets analyzed by statisticians are likely to he ill-conditioned for the kinds of computations ordinarily performed on them. For this reason, most of the activity in testing and validation of statistical software has centered on numerical error analysis. The host generally effective testing and validation method has been test data generation. Once the parameters of numerical condition are identified, methods for systematically generating test data sets can be developed. In the case of least squares computations, for example, collinearity and stiffness seem to be the major components of condition. Test data sets with prespecified collinearity and stiffness are discussed.

The problem of software validation goes beyond the tests of the kernels that perform numerical computations. A program may involve the use of several computational modules, and errors in the program often occur in the setup stages in moving from one computational module to another. A stochastic model for errors remaining in a program after a sequence of tests is presented and discussed.

There are many statistical computations for which perturbation methods can be used easily to assess correctness. Perturbation methods can be employed by the user so as to avoid the bigger question of testing the software; the test is for the performance of the software on the specific problem of interest.

### Keywords

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