[SciPy-user] scipy.optimize.leastsq and covariance matrix meaning

massimo sandal massimo.sandal@unibo...
Mon Nov 10 04:29:05 CST 2008

Bruce Southey wrote:
> It is possible to be correct if the values of y are large and 
> sufficiently variable. 

y values should be in the 10**-10 range...

> But, based on the comment on the fit and the 
> correlation in the matrix above is -0.98, my expectation is that there 
> is almost no error/residual variation left. The residual variance should 
> be very small (sum of squared residuals divided by defree of freedom).

Is the sum of squared residuals / degree of freedom a residual 
variance... of what parameters? Sorry again, but I'm not that good in 
non-linear fitting theory.

> You don't provide enough details but your two x variables would appear 
> to virtually correlated because of the very highly correlation.  There 
> are other reasons, but with data etc. I can not guess.

I'll try to sketch up a script reproducing the core of the problem with 
actual data.


Massimo Sandal , Ph.D.
University of Bologna
Department of Biochemistry "G.Moruzzi"

snail mail:
Via Irnerio 48, 40126 Bologna, Italy



tel: +39-051-2094388
fax: +39-051-2094387
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