Polyfit and parameter uncertainty
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Niles Martinsen
le 22 Juin 2012
Commenté : Kamal Gurnani
le 28 Fév 2019
Hi
I have some data (x, y), where y is proportional to x. I want to find the relationship, so I fit a function of the form f(x) = a*x+b to the data. This is how I do it:
p_RvsT = polyfit(r_vs_t(:, 1), r_vs_t(:, 2), 1);
Now this gives me a good estimate of a and b. What I want now is to find the uncertainty (= standard deviation) on the estimated values of a and b. I have found an older thread ( http://www.mathworks.com/matlabcentral/newsreader/view_thread/59468), which uses this technique:
x=1:100:10000;
y=x+.1*x.*(rand(size(x))-.5);
[p,s]=polyfit(x,y,1);
[yh,d]=polyval(p,x,s);
% show results
line(x,y);
line(x,[yh;yh-d;yh+d],'color',[1 0 0]);
My question is if this is the correct way to do so?
Best,
Niles.
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Walter Roberson
le 22 Juin 2012
Yes.
2 commentaires
Kamal Gurnani
le 28 Fév 2019
But the d-values are the prediction intervals for y, I still can not see the uncertainities in the coefficients.
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