Estimation of errors from solving A\B=X

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Kresten
Kresten on 15 Feb 2012
I have a few vectors which by a linear combination fits a different vector quite nice. E.g. I solve the equation
[vec1 vec2 vec3 vec4]*X=vec_dat.
Now I would like to get a feeling of the confidence level on the coefficients returned by matlab.
One thing I have tried is
c=coef(1)
l=linspace(c-c/5,c+c/5,20);
for i=1:length(l)
l(i);
sim=l(i).*a+coef(2).*b+coef(3).*g+coef(4).*d;
RMSa(i)=sum(sqrt((dat-sim).^2));
end
I observe parabolas with different 2nd derivatives for each of the coefficients i test. Obviously the 2nd derivative of such a parabola must be related to the confidence of the given coefficient tested?
Any one know how to extract it?

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