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confidence interval for least square fitting

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Hi, i have a system of equations of the form Ax=b. with A and b known matrics, i calculates x using least square method. Now i want to calculate confidence interval on my estimated values in x. Any idea how should i proceed?

Accepted Answer

Star Strider
Star Strider on 20 Aug 2020
For the parameter confidence intervals in a linear problem, use the regress function. The ‘bint’ output will have them.
  4 Comments
Star Strider
Star Strider on 26 Nov 2020
I am not certain that I understand what you are asking.
The ‘bint’ output is returned as an (Nx2) matrix. Just use it as it exists. No processing is necessary for it.

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