confidence intervals with lsqlin

Question

Jean-Yves 2014-7-9

1
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https://ww2.mathworks.cn/matlabcentral/answers/141118-confidence-intervals-with-lsqlin

评论： chen zhihua 2019-6-11

Hi all,

I'd like to know if a function exists that computes the intervals of confidence of the result of the lsqlin optimisation given the intervals of confidence of the input data.

Using the notations here (<http://www.mathworks.fr/fr/help/optim/ug/lsqlin.html)>, I'm basically looking for confidence intervals of x components given the confidence intervals of d components.

Thanks in advance for your advice!

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Answer 1

Shashank Prasanna 2014-7-9

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https://ww2.mathworks.cn/matlabcentral/answers/141118-confidence-intervals-with-lsqlin#answer_144323

编辑：Shashank Prasanna 2014-7-9

If you have constraints (looks like you do since you use lsqlin) then you will have to explore bootstrapping methods to estimate confidence intervals in the presence of constraints.

http://www.mathworks.com/help/stats/bootci.html

If you simply have bound constraints then you can transform your data as explained here:

http://www.mathworks.com/matlabcentral/answers/102066-how-do-i-find-the-confidence-intervals-for-the-estimated-coefficients-of-a-bounded-nonlinear-regress

If you do not have constraints or bounds, simply use fitlm which give you all the information you may need to assess your fit:

http://www.mathworks.com/help/stats/fitlm.html