confidence interval for least square fitting
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Sumera Yamin
le 20 Août 2020
Commenté : Star Strider
le 26 Nov 2020
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
le 20 Août 2020
For the parameter confidence intervals in a linear problem, use the regress function. The ‘bint’ output will have them.
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Star Strider
le 26 Nov 2020
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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