Polyfit and parameter uncertainty

Hi

I have some data (x, y), where y is proportional to x. I want to find the relationship, so I fit a function of the form f(x) = a*x+b to the data. This is how I do it:

p_RvsT = polyfit(r_vs_t(:, 1), r_vs_t(:, 2), 1);

Now this gives me a good estimate of a and b. What I want now is to find the uncertainty (= standard deviation) on the estimated values of a and b. I have found an older thread ( http://www.mathworks.com/matlabcentral/newsreader/view_thread/59468), which uses this technique:

       x=1:100:10000;
     y=x+.1*x.*(rand(size(x))-.5);
     [p,s]=polyfit(x,y,1);
     [yh,d]=polyval(p,x,s);

     % show results
     line(x,y);
     line(x,[yh;yh-d;yh+d],'color',[1 0 0]);

My question is if this is the correct way to do so?

Best,

Niles.

Answer 1

[Walter Roberson]

Yes.

[Niles Martinsen]

Thanks for the quick help.

[Kamal Gurnani]

But the d-values are the prediction intervals for y, I still can not see the uncertainities in the coefficients.