| Re: curvefit Q [message #24235] |
Tue, 20 March 2001 15:30 |
Craig Markwardt
Messages: 1869
Registered: November 1996
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Senior Member |
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"Pavel A. Romashkin" <pavel.romashkin@noaa.gov> writes:
> Craig Markwardt wrote:
>
>> your best bet is to read the section on
>> confidence regions in Numerical Recipes, and then proceed to make a
>> confidence grid.
>
> I tried to read that more than once. Well, after all I never said I am
> not brain dead. I ended up calculating my own confidence band stuff, and
> I try not to quote it unless I *really* have to :-(
The code in Numerical Recipes may not always be great, but the
theoretical discussions are often useful, at least in an overview
sense. Another worthwhile reference for confidence intervals is
Bevington chapter 11, but NR is a little more nitty-gritty.
Craig
--
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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@cow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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| Re: curvefit Q [message #24252 is a reply to message #24235] |
Mon, 19 March 2001 14:14  |
Pavel A. Romashkin
Messages: 531
Registered: November 2000
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Senior Member |
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Craig Markwardt wrote:
> your best bet is to read the section on
> confidence regions in Numerical Recipes, and then proceed to make a
> confidence grid.
I tried to read that more than once. Well, after all I never said I am
not brain dead. I ended up calculating my own confidence band stuff, and
I try not to quote it unless I *really* have to :-(
Pavel
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| Re: curvefit Q [message #24258 is a reply to message #24252] |
Mon, 19 March 2001 11:20 |
Craig Markwardt
Messages: 1869
Registered: November 1996
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Senior Member |
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Stuart Colley <src@zupcx6.star.ucl.ac.uk> writes:
> I notice that Curvefit can return a variable, 'sigma'. I'm not quite
> clear on what this is, the help page says it's the standard deviation for
> each of the fit parameters, fine, but one might more commonly come across
> a standard deviation as in the standard deviation of a mean of some
> values. It probably doesn't make much sense to me since there's no mean
> being done here, just a non-linear least squares fit. Is there anyway of
> translating these standard deviations into an error so you can quote:
>
> parameter_value +/- error?
The choice of words "standard deviation" in the documentation for
CURVEFIT is unfortunate. The values returned in the SIGMA keyword are
in fact the parameter uncertainties you desire. The "standard
deviation"-ness could derive from the interpretation that these are
the 68% confidence bounds.
However, you should really take these values with a grain of salt,
because:
* it assumes you treated your measurement errors appropriately;
* it assumes your model is a good fit;
* it assumes that each parameter is statistically uncorrelated with
the other;
This later assumption can be a biggy. If you really want well-defined
parameter uncertainties, your best bet is to read the section on
confidence regions in Numerical Recipes, and then proceed to make a
confidence grid.
Craig
--
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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@cow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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