MATLAB Answers

confidence intervals with lsqlin

1 view (last 30 days)
Hi all,
I'd like to know if a function exists that computes the intervals of confidence of the result of the lsqlin optimisation given the intervals of confidence of the input data.
Using the notations here (<>, I'm basically looking for confidence intervals of x components given the confidence intervals of d components.
Thanks in advance for your advice!

Accepted Answer

Shashank Prasanna
Shashank Prasanna on 9 Jul 2014
Edited: Shashank Prasanna on 9 Jul 2014
If you have constraints (looks like you do since you use lsqlin) then you will have to explore bootstrapping methods to estimate confidence intervals in the presence of constraints.
If you simply have bound constraints then you can transform your data as explained here:
If you do not have constraints or bounds, simply use fitlm which give you all the information you may need to assess your fit:
chen zhihua
chen zhihua on 11 Jun 2019

Sign in to comment.

More Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!