How to calculate the standard error estimation when using fit from curve fitting toolbox?
133 views (last 30 days)
Show older comments
Is is possible to calculate the standard error estimation when using fit from curve fitting toolbox as in polyfit?
Suppose I have 2 vector (x, y). Using polyfit and polyval gives the standard error estimation for all predictions.
How to calculate delta in fit? I need the prediction interval like examples below.
I assume the delta in polyval is not a scalar but varies with x. (Purhaps it is not?)
Example from the documention,
x = 1:100;
y = -0.3*x + 2*randn(1,100);
[p,S] = polyfit(x,y,1);
[y_fit,delta] = polyval(p,x,S);
plot(x,y,'bo')
hold on
plot(x,y_fit,'r-')
plot(x,y_fit+2*delta,'m--',x,y_fit-2*delta,'m--')
title('Linear Fit of Data with 95% Prediction Interval')
legend('Data','Linear Fit','95% Prediction Interval')
0 Comments
Accepted Answer
Star Strider
on 22 Jul 2021
x = linspace(0, 100, 100);
y = -0.3*x + 2*randn(1,100);
[f,gof,out] = fit(x(:), y(:), 'poly1')
ci = predint(f, x);
figure
plot(f, x, y)
hold on
plot(x, ci, '--')
hold off
grid
hl = legend;
hl.String{3} = 'Lower 95% CI';
hl.String{4} = 'Upper 95% CI';
.
0 Comments
More Answers (0)
See Also
Categories
Find more on Interpolation in Help Center and File Exchange
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!