How do I find the confidence intervals for the estimated coefficients of a bounded nonlinear regression analysis?
2 views (last 30 days)
Show older comments
I am performing a nonlinear regression analysis to estimate the coefficients of an equation given observed values. These estimated coefficients are constrained to lie within a range of values, say from 0 to 1. I like to know the confidence intervals around each of these estimated coefficients.
Accepted Answer
MathWorks Support Team
on 27 Jun 2009
There are no tools in MATLAB 7.5 (R2007b) that allow you to directly calculate the confidence interval on a bounded nonlinear regression analysis.
A useful technique for working around this limitation is to transform your unknown coefficients from the range [0, 1] to (-inf, + inf) via the logistic function. You would then perform an unbounded nonlinear regression on this transformed problem, find the confidence intervals using techniques similar to the Statistic Toolbox's NLPARCI, and then re-transform the estimates and interval back into your original space using the inverse logistic function.
0 Comments
More Answers (0)
See Also
Categories
Find more on Linear and Nonlinear Regression in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!