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Thread Subject: I failed stats

Subject: I failed stats

From: Andrew

Date: 21 Dec, 2007 06:31:03

Message: 1 of 1

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Hi all,

I am using regression to estimate a value Y over time t. Y
is a function of another variable y_ast, such that if y_ast
= noise only Y = t + c, otherwise Y = m*t + c. So I'm
interested in finding out if (m ~= 1), meaning y_ast is not
ergodic.

I want to examine Y as it is aquired, so once there is a
specified certainty m ~= 1, the acquisition process can
stop. Something like:

ergodic = true;
SampleNum = 9;
while (ergodic)
  SampleNum = SampleNum + 1;
  X = [ones(SampleNum, 1), t(1:SampleNum)];
  [b{SampleNum}, bint] = regress(Y(1:SampleNum), X, .05);
  ergodic = (bint(1,1) <= 1) && (bint(1,2) >= 1);
end

If I forget that the values in b aren't independent, for
the pure noise case I expect the while loop to have exited
after its looped 20 or so times (because of the 95%
confidence interval). That doesn't tell me much. If I
remember the dependence in b I don't know what to make of
it.

So I'm wondering if there is something in the stats toolbox
I can use for this problem? Or advice on an approach?

Thanks,
Andrew

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Tag Activity for This Thread
Tag	Applied By	Date/Time
linear regression	Andrew	21 Dec, 2007 01:35:05
confidence intervals	Andrew	21 Dec, 2007 01:35:05

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