[Scilab-users] confidence interval for lsqrsolve solution?

[Paul Bignier]

Hello Ingo,

Here 
<http://mailinglists.scilab.org/evaluate-error-on-each-parameter-calculated-with-leastsq-td4028696.html> 
is a discussion that may give you hints about condifence intervals 
(althought it seems to be about lsqr):

Regards,
Paul


On 04/25/2014 11:07 AM, Ingo wrote:
> Hello everyone,
>
> I have done some data analysis using lsqrsolve(), which has delivered very
> good (small value of optimization criteria), stable (same solution from
> different initial parameters) and fast (small number of iterations) results.
>
> However, I could not find out how to retrieve confidence bands or error
> estimates of the final parameter set. Is this possible? Can I access the
> gradient matrix of the last iteration and compute the confidence bands from
> there?
>
> Thanks for any hint,
> Ingo
>
>
>
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Paul BIGNIER
Development engineer
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