Jason Park
2010-11-15 08:43:04 UTC
Well, it's been years since this was posted, so I don't know whether anyone would respond to my question here.
I fitted my model to the data with some constraints, and having calculated the covariance matrix estimate using the finite-difference jacobian that the LSQNONLIN yielded, none of the parameter estimates have found significant and I freaked out! Maybe the reason is because the resulting covariance matrix estimate was not calculated at the global minimum due to the constraints, but I'm not very certain about my intuition.
Regards,
Jason
Of course, when you do have active constraints on some
parameters in a model, the simple tools for confidence
estimation are no longer truly appropriate anyway
could you explain more about WHY that is so? and if there is any relevant reference, you could kindly let me know?parameters in a model, the simple tools for confidence
estimation are no longer truly appropriate anyway
I fitted my model to the data with some constraints, and having calculated the covariance matrix estimate using the finite-difference jacobian that the LSQNONLIN yielded, none of the parameter estimates have found significant and I freaked out! Maybe the reason is because the resulting covariance matrix estimate was not calculated at the global minimum due to the constraints, but I'm not very certain about my intuition.
Regards,
Jason