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Re: Regression fit and random noise [message #83690 is a reply to message #83689]

Thu, 28 March 2013 14:51

Phillip Bitzer
Messages: 223
Registered: June 2006

Senior Member

Not quite sure what you're asking here - we need a little more info. What routine are you using to do the fit? When you say noise/signal ratio, do you mean signal to noise ratio (SNR)? Do you have some sort of example data?

Regardless, consider the following "simple" linear regression, adapted from the IDL help:

PRO test_model

npts = 100
x = FINDGEN(npts)

noiseFactor = 0.

y = x + noiseFactor*(RANDOMU(seed, npts)-0.5)

plot, x, y, psym=2

result = REGRESS(X, Y, SIGMA=sigma, CONST=const, corr = r2, $
MEASURE_ERRORS=measure_errors)

PRINT, 'Constant: ', const
PRINT, 'Coefficients: ', result[*]
PRINT, 'Standard errors: ', sigma
PRINT, 'Correl Coeff: ', r2

END

Notice as you increase the noise factor, the correlation coefficient gets worse. This is entirely expected and is not a IDL-only thing. Basically, the "signal" gets swamped out by the "noise". You should get your hands on a good statistics book (e.g., Data Reduction and Error Analysis in the Physical Sciences by Bevington, Statistical Methods in the Atmospheric Sciences by Wilks) to better interpet what's going on "under the hood". For instance, according to regress.pro, the fit is done via chi squared minimization.

Good luck!

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[Message index]

		Re: Regression fit and random noise By: kisCA on Fri, 29 March 2013 10:24
		Re: Regression fit and random noise By: Craig Markwardt on Thu, 28 March 2013 18:16
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 16:40
		Re: Regression fit and random noise By: kisCA on Thu, 28 March 2013 16:37
		Re: Regression fit and random noise By: Mats Löfdahl on Thu, 28 March 2013 16:26
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 16:18
		Re: Regression fit and random noise By: kisCA on Thu, 28 March 2013 15:26
		Re: Regression fit and random noise By: Phillip Bitzer on Thu, 28 March 2013 14:51
		Re: Regression fit and random noise By: Craig Markwardt on Fri, 29 March 2013 16:39

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