confidence intervals with lsqlin
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Jean-Yves
am 9 Jul. 2014
Kommentiert: chen zhihua
am 11 Jun. 2019
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!
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Shashank Prasanna
am 9 Jul. 2014
Bearbeitet: Shashank Prasanna
am 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:
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Rohan Kulkarni
am 14 Nov. 2018
Same here! could someone please explai how bootci could be applied to our cases?
chen zhihua
am 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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