How can I calculate the error estimates on the solution for the LSQNONLIN function in from the Optimization Toolbox?

I would like to calculate the error estimates on the solution for the LSQNONLIN function from Optimization Toolbox.

Answer 1

[MathWorks Support Team]

There are no functions in the Optimization Toolbox for obtaining the error estimates on the parameters at the solution. However, the Statistics Toolbox has the functions NLINFIT, NLINTOOL, NLPREDCI, and NLPARCI for calculating confidence intervals on estimates of parameters in nonlinear models.

The function LSQNONLIN does return the Jacobian as the 7th optional output argument. From the Jacobian, you can calculate the error estimates. Refer to a Statistics manual on how to calculate the error from the Jacobian.