[SciPy-User] How to estimate error in polynomial coefficients
Bruce Peterson
bapeters@terastat....
Tue Mar 30 13:20:33 CDT 2010
Another way to estimate the variability of model parameters is to use
resampling statistics such as the Jackknife or Bootstrap approach.
Basically a Jackknife estimate of the parameter error is obtained by
removing one point from your data set,fitting your model to the
remaining data, record the estimated parameters, replacing the data
point, remove another and refit the model and recording the new
estimates--repeat until all data points are removed and replaced. The
set of estimated parameter values can be to create the cumulative
frequency distribution and thus the variability of the parameter estimates.
see http://en.wikipedia.org/wiki/Resampling_(statistics)
Bruce Peterson, Ph.D.
Terastat, Inc
Information Access Systems
Voice (425) 466 7344
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