[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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