I: NONLINEARMODELFIT
- To: mathgroup at smc.vnet.net
- Subject: [mg120297] I: NONLINEARMODELFIT
- From: maria giovanna dainotti <mariagiovannadainotti at yahoo.it>
- Date: Sun, 17 Jul 2011 06:03:44 -0400 (EDT)
Dear Mathematica Group, I am fitting a function of 3 parameters with the NonlinearModelFit and with the Marquardt Levemberg algorithm. Since this method gives the interval of the Parameters of the best fit considering the parameters not correlated, I was looking for a tool that takes into account the fact that the parameters are correlated and the parameters interval should respect the following rule: The confidence interval for a given parameter should be computed by varying the parameter value until the chi^2 increases by a particular amount above the minimum, or best-fit value. The amount that the chi square is allowed to increase (also referred to as the critical delta_chi^2) depends on the confidence level one requires, and on the number of parameters whose confidence space is being calculated. The critical delta_chi^2 for common cases are given in Avni, 1976: For example in the case I am using for 3 parameters delta_chi^2=3.50. I would be very grateful if someone of you is acquainted with a such a tool in Mathematica or some of you has done a code to sort this problem out. Thanks a lot in advance for your help. Best regards, Maria