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Re: Rationalized Fitting

  • To: mathgroup at smc.vnet.net
  • Subject: [mg125487] Re: Rationalized Fitting
  • From: Ray Koopman <koopman at sfu.ca>
  • Date: Thu, 15 Mar 2012 00:32:43 -0500 (EST)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <jhienb$b3o$1@smc.vnet.net> <jjmuv3$cen$1@smc.vnet.net> <jjpb32$p6b$1@smc.vnet.net>

On Mar 13, 10:41 pm, Ray Koopman <koop... at sfu.ca> wrote:
> First, the data you generate has multiplicative error,
> so you should specify Weights->(1/#&) in NonlinearModelFit.

With multiplicative error, the error variance is proportional
to the square of the expected value, so the weight function
should be (#^-2&), because the weights should be inversely
proportional to the error variance.



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