[R] Significance of confidence intervals in the Non-Linear Least Squares Program.

From: glenn andrews <glenn_andrews_at_alumni.utexas.net>
Date: Wed, 26 Mar 2008 23:48:24 -0500

I am using the non-linear least squares routine in "R" -- nls. I have a dataset where the nls routine outputs tight confidence intervals on the 2 parameters I am solving for.

As a check on my results, I used the Python SciPy leastsq module on the same data set and it yields the same answer as "R" for the coefficients. However, what was somewhat surprising was the the condition number of the covariance matrix reported by the SciPy leastsq program = 379.

Is it possible to have what appear to be tight confidence intervals that are reported by nls, while in reality they mean nothing because of the ill-conditioned covariance matrix?


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