7
votes
1answer
102 views

Inconsistent DistributionFitTest results?

In pondering this question, I used Mariana's function to generate the following data. ...
0
votes
0answers
97 views

histogram fit for probability density

I am trying to fit the (probability density) histogram of some data with the exponential function, but I am having difficulties. My raw data are in file called ...
1
vote
0answers
121 views

Non linear model fit mathematica

I want to fit experimental data (temp,alpha) to the following equation for calculating k and Ea -Log[alpha]^n = function(k,Ea,temp) However i do not know ...
-1
votes
2answers
147 views

Fitting a beta distribution to a probability density curve

If I have a spectral data set showing measured energy on the y-axis and frequency on the x-axis, how would I go about fitting this to a beta distribution? For example, lets say I had the data for the ...
2
votes
0answers
93 views

What exactly is “ParameterErrors” of NonlinearModelFit?

I am trying to get what I call a "$\chi^2$ fit". This means taking a function $f(x,p)$ of the variable $x$ with a parameter $p$ and finding the value of $p$ that minimizes the "distance" from a data ...
7
votes
1answer
230 views

How does Mma compute Confidence Intervals?

I am trying to understand how Mma computes the Confidence Intervals after a NonlinearModelFit. Consider the following example: ...
2
votes
1answer
138 views

Judging the quality of fitting an EventData object to a distribution using LogRankTest

I have $389$ data points defined in an EventData object and want to judge the quality of fit of this data to a fitted $3$-parameter Weibull distribution. This ...
4
votes
1answer
239 views

How does Mathematica estimate error on fit parameters?

When performing a fit using NonlinearModelFit (or any of Mathematica fitting functions, but I am particularly interested in nonlinear models), Mathematica makes a ...
3
votes
1answer
105 views

How to Use ProbabilityScalePlot with Censored Data?

I am trying to reproduce a ProbabilityScalePlot of censored data shown here (see Sample Analysis Plot). Here is my Mathematica code. First I deal with the uncensored case. ...
0
votes
1answer
151 views

SinglePredictionBands versus MeanPredictionBands from NonlinearModelFit

From my Statistics lectures I know the term confidence and prediction interval, whereas the confidence interval is smaller than the prediction interval. If I plot the mean and single prediction bands ...
0
votes
0answers
400 views

How to Output Chi-Squared Statistics when using NonLinearModelFit

I am using NonLinearModelFit for some curve fitting and I was wondering if NLM is able to output chi-squared/leastsquared statistics from the best-fit parameters and confidence intervals. From my ...
2
votes
1answer
197 views

Problem with Covariance Matrix Output in NonlinearModelFit

I am running NonlinearModelFit based off of some simulated data and trying to fit to a function with more than one parameter. Eventually, I would like to fit to 5 ...
1
vote
0answers
457 views

Linear regression with x and y errors

I have a question about finding a linear regression weighted with x and y errors. I found the answer provided by 0x4A4D in Estimate error on slope of linear regression given data with associated ...
6
votes
2answers
643 views

How can I compute and plot the 95% confidence bands for a fitted logistic regression model?

I have a set of binary data that I' d like to fit a logistic regression model to and show the 95% confidence band around the fitted function. I can produce the regression model but how do I compute ...
17
votes
1answer
325 views

Unexpected behavior of confidence bands for data presenting two regions with uneven noise

Let's generate some noisy data with uneven noise. ...
3
votes
1answer
228 views

How to get confidence bands of parameters from a fitting procedure?

I have done fitting of data points with a given model that has two parameters (A and B), using NonlinearModelFit. The result of the fit is the maximum of the ...
5
votes
1answer
421 views

Multinomial logistic regression

Has anyone done multinomial logistic regression in Mathematica? The binomial case is essentially done on the LogitModelFit documentation page and works fine. I am ...
6
votes
1answer
193 views

Obtaining standardised regression coeffiecients

Regression coefficients are the constant that indicate the rate of change in one variable as a function of change in another. Standardised regression coefficients are the same, but refer to a change ...
6
votes
1answer
297 views

Fix end point in smooth kernel distribution density

I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$. For smaller values I'd like to use a smooth kernel ...
3
votes
1answer
215 views

Getting slightly different results in fitting a logit model in R and Mathematica

I'm fitting some data to a Logit model in both Mathematica and R and I'm getting slightly different results. R code: ...
3
votes
0answers
191 views

Mathematica Complains about Non Symmetric Covariance matrix, when it's not the case

I was doing some fitting with Mathematica7 using NonlinearModelFit. It's quite long the program to do the fit and that's why I am not displaying here ... It goes ok, and I can get the fit parameters ...
15
votes
5answers
5k views

Estimate error on slope of linear regression given data with associated uncertainty

Given a set of data, is it possible to create a linear regression which has a slope error that takes into account the uncertainty of the data? This is for a high school class, and so the normal ...
2
votes
2answers
247 views

Non-linear trend reduction with missing data

How can I reduce a non-linear trend of some data series if there are parts of "no data", represented by the value 99999? For example: ...
29
votes
4answers
4k views

Simultaneously fitting multiple datasets

What is the proposed approach if one wants to simultaneously fit multiple functions to multiple datasets with shared parameters? As an example consider the following case: We have to measurements of ...