Numerical Optimization with Parameters CI needed
- To: mathgroup at smc.vnet.net
- Subject: [mg97965] Numerical Optimization with Parameters CI needed
- From: andrey.n.shuvaev at gmail.com
- Date: Thu, 26 Mar 2009 05:43:27 -0500 (EST)
Dear all! I need to obtain the CI's for parameters of the model from comparing it with the data. The problem is in the discret character of the model - for each point of the data there exists a separate function of the model. Therefore I cannot use the NonlinearRegress routine for it. I've allready estimated the exact values of the parameters with NMinimizing the Squared Residuals, but I need a CI's for them also. Whether there exists an option (in NMinimize routine or in similar) to calculate the CI's? Best regards