Std deviation from fit (or other fitting tool)

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Ritu
Ritu 2016-11-10
评论： dpb 2016-11-11
This might be a previously answered question, but so far, I haven't found anything that specifically would help me.
How can I get the standard deviation for a fit using the fit function, or maybe some other fitting tool?
Thanks, R

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回答（1 个）

dpb
dpb 2016-11-10
I guess first is what you mean by "standard deviation for a fit"?
That said, however, from
>> help fit
...
[FO, G] = fit(X, Y, ...) returns appropriate goodness-of-fit measures, for
the given inputs, in the structure G. G includes the fields:
-- SSE sum of squares due to error
-- R2 coefficient of determination or R^2
-- adjustedR2 degree of freedom adjusted R^2
-- stdError fit standard error or root mean square error
...
>>
Any of that of interest, perhaps???
  2 个评论
Ritu
Ritu 2016-11-11
Hi,
Thanks for your answer. However, what I do need is this: I need to put the fitted values into another weighted fit using the cfit tool. And the weights of each point is defined as the inverse of the variance of that point. And to do this, I need the standard deviation of the point from the initial fit :| and that seems to be damned hard to get out of anything :/
Thanks though. :)
dpb
dpb 2016-11-11
" I need the standard deviation of the point from the initial fit"
What, precisely, does this mean? A point has no standard deviation; it's easy enough to compute a residual at a point, but a variance? "Not so much..." which possibly explains why it's "damned hard to get out of anything". :)

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