Estimating parameter uncertainties using fminunc and hessian
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Dear Sir/Madam,
I have experimental data which is often described in litrature using the Kraus model (shown below). I am trying to identify the parameters (
,
and m) in the Kraus model via optimisation.
I wanted to calculate the errors present in the parameters too. I have used both lsqcurvefit and fminunc for the optimisation process. Both functions give me identical optimised parameters but the standard error returned by both functions vary. For lsqcurvefit I use the output jacobian matrix with the nlparci tool to dermine 95% confidence interval and back track to calculate the standard errors.
[x,resnorm,residual,exitflag,output,lambda,jacobian] = lsqcurvefit(___)
ci = nlparci(x,residual,'Jacobian',J); %Returns 95% confidence interval
err = ((ci(:,2)-ci(:,1))./3.92);
For fminunc, the function I minimise is the sum of square residues by comparing the Kraus model with the experimental data. Fminunc returns the otimised parameters and the hessian matrix. The hessian matrix is what I use to determine the standard errors.
err = sqrt(diag(inv(Hessian)))
The standard errors I obtain for the paramters differ. Why is this so? I would really appreciate any help I get with this. Thank you.
Kind Regards,
Vin
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