Obtaining the variance-covariance matrix
50 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Ahmed Abdulla
am 4 Jun. 2020
Kommentiert: Star Strider
am 4 Jun. 2020
i wanted to ask if by doing the result will be equal to E as in the equation shown
0 Kommentare
Akzeptierte Antwort
Star Strider
am 4 Jun. 2020
That appears to me to be the covariance matrix of the parameters of the linear regression, so in a word, No. The cov function will not do what you want in that situation.
If you have the Statistics and Machine Learning Toolbox, use the LinearModel (specifically: fitlm) to return the CoefficientCovariance matrix for you. It will also do all the necessary calculations to estimate the confidence intervals on the parameters, so there is no need for you to code them separately.
6 Kommentare
Star Strider
am 4 Jun. 2020
Away for a while. My apologies for the delay.
The only thing I was able to find is Bonferroni Confidence Intervals. I hadn’t heard of them previously. It seems that this would be straightforward to program. I’m not aware of any existing MATLAB function to do so.
Weitere Antworten (0)
Siehe auch
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!