standard errors

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Ivan
Ivan 2011-10-27
回答: TED MOSBY 2025-6-9
How do I estimate the standard errors of the parameter estimates in a quadratic fit? This page list the estimate for a linear fit: http://en.wikipedia.org/wiki/Regression_analysis. But I would like to calculate them for the three parameters in a quadratic fit.

回答(1 个)

TED MOSBY
TED MOSBY 2025-6-9
Hi,
You can use MATLAB's Statistics and Machine Learning Toolbox. It offers a function "fitlm" which you can use as a linear model.
% Fit using fitlm:
% Here X will be quadratic in your case
mdl = fitlm(X,y);
% mdl.Coefficients is a table with columns Estimate, SE, tStat, pValue
% Rows correspond to the terms (Intercept, x, x^2)
disp(mdl.Coefficients);
Please refer to the documentation of "fitlm" for more information:
Hope this helps!

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