confint

Confidence intervals for fit coefficients of cfit or sfit object

Syntax

ci = confint(fitresult)

ci = confint(fitresult,level)

Description

ci = confint(fitresult) returns 95% confidence bounds ci on the coefficients associated with the cfit or sfit object fitresult. fitresult must be an output from the fit function to contain the necessary information for ci. ci is a 2-by-n array where n = numcoeffs(fitresult). The top row of ci contains the lower bound for each coefficient; the bottom row contains the upper bound.

ci = confint(fitresult,level) returns confidence bounds at the confidence level specified by level. level must be between 0 and 1. The default value of level is 0.95.

Note

confint cannot compute confidence intervals for non-parametric fittypes such as Interpolant, Lowess, and Spline.

Examples

Obtain the Confidence Intervals for Fit Coefficients Using the confint Function

Load the data and call the fit function to obtain the fitresult information.

load census

fitresult = fit(cdate,pop,'poly2')

fitresult = 

     Linear model Poly2:
     fitresult(x) = p1*x^2 + p2*x + p3
     Coefficients (with 95% confidence bounds):
       p1 =    0.006541  (0.006124, 0.006958)
       p2 =      -23.51  (-25.09, -21.93)
       p3 =   2.113e+04  (1.964e+04, 2.262e+04)

To obtain the confidence intervals, call the confint function on fitresult.

ci = confint(fitresult,0.95)

ci =

    0.0061242      -25.086        19641
    0.0069581      -21.934        22618

fit and confint display the confidence bounds in slightly different formats.

Input Arguments

fitresult — Fit information for confidence bounds calculation

cfit | sfit

Fit information for confidence bounds calculation, specified as a cfit or sfit object. fitresult must be an output from the fit function.

level — Confidence level

0.95 (default) | scalar value in the range (0,1)

Confidence level, specified as a scalar. This argument must be between 0 and 1

Data Types: single | double

Output Arguments

ci — Confidence intervals

matrix

Confidence bounds on the coefficients associated with the cfit or sfit object fitresult, returned as a matrix.

Limitations

If one or more coefficients are active at a lower or upper coefficient constraint bound, or if constraint points are specified, those coefficient estimates are regarded as fixed at bounds and the confidence interval values are NaN.

More About

Confidence Intervals

To calculate confidence bounds, confint uses R^-1 (the inverse R factor from QR decomposition of the Jacobian), the degrees of freedom for error, and the root mean squared error. This information is automatically returned by the fit function and contained within fitresult.

Coefficient Constraints

When computing confidence intervals for fittypes that have lower or upper coefficient constraint bounds, the intervals might be inaccurate as the underlying assumptions in the computation algorithm might be violated.

Version History

Introduced before R2006a