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confidence intervals with lsqlin

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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 (<http://www.mathworks.fr/fr/help/optim/ug/lsqlin.html)>, 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:
  4 Comments
chen zhihua
chen zhihua on 11 Jun 2019
fx=@(x)lsqlin(C,d,A,b,Aeq,beq,lb,ub,options);
ci=bootci(nboot,fx,C,d,...)

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