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Numerical Optimization with Parameters CI needed


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


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