confidence interval for least square fitting

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Sumera Yamin
Sumera Yamin 2020-8-20
评论： Star Strider 2020-11-26
Hi, i have a system of equations of the form Ax=b. with A and b known matrics, i calculates x using least square method. Now i want to calculate confidence interval on my estimated values in x. Any idea how should i proceed?

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Star Strider
Star Strider 2020-8-20
For the parameter confidence intervals in a linear problem, use the regress function. The ‘bint’ output will have them.
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Sumera Yamin
Sumera Yamin 2020-11-26
hi, i have a followup question. if i solve a system 'Ax=b', with a= Nx4 matrix, x=4x1 vector, and b=NX1 vector, then i am getting the exact same internal range /error for 1st and 3rd entry in x, same is true for 2nd and 4th entry in y. What could be the possible reson for this? I calculate error as |b-bint| (only upper or lower limit subtracted from b to get the error).
Star Strider
Star Strider 2020-11-26
I am not certain that I understand what you are asking.
The ‘bint’ output is returned as an (Nx2) matrix. Just use it as it exists. No processing is necessary for it.

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