Info
이 질문은 마감되었습니다. 편집하거나 답변을 올리려면 질문을 다시 여십시오.
In regression, is functional confidence bound influenced by std err of each yi?
조회 수: 1 (최근 30일)
이전 댓글 표시
I am trying to fit {(xi,yi)} to a curve y = f(x) + ep(x). Each yi has std err SEi. I use weighted regression, wi = 1/SEi^2/Ni, where Ni is the number of measurements used to get yi.
If I amplified each SEi by a factor of 10, the functional confidence band of the fitted curve remains the same, because the relative weights are still the same. However, according to intuition, the functional confidence band should be greater now since the uncertainty SEi of each data point is greater.
Could someone explain this?
Thanks!
댓글 수: 0
답변 (0개)
이 질문은 마감되었습니다.
참고 항목
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!