uncertainty in linear fit
24 views (last 30 days)
Show older comments
Hi all!
I want to ask about the uncertainty in the slope and in the constant term in a linear fit.
I found two function:
[p,S,mu] = polyfit(x,y,1);
[ynew,delta]= polyval(p,x,S,mu);
and
cf = fit(x,y,'poly1');
cf_coeff = coeffvalues(cf);
cf_confint = confint(cf);
a = cf_coeff(1);
b = cf_coeff(2);
a_uncert = (cf_confint(2,1) - cf_confint(1,1))/2;
b_uncert = (cf_confint(2,2) - cf_confint(1,2))/2;
when i apply the two functions in my x,y data i find different coefficient. What is the different between the two functions and how can i apply them in x{a},y{a} data?
Thank you!
1 Comment
Answers (1)
Jos (10584)
on 7 Feb 2018
Edited: Jos (10584)
on 7 Feb 2018
Unfortunately, the first output of the function polyfit, being the coefficients of the fit changes, with the requested number of outputs. As an example:
x = 1:10 ;
y = 2*x + 3 ;
p1 = polyfit(x,y,1)
[p2, S] = polyfit(x,y,1)
[p3, S, mu] = polyfit(x,y,1) % p3 is different!
This is only very cryptically mentioned in the documentation and is easily overlooked. I am not sure why this behaviour is implemented, but The Mathworks is likely to have its reasons ...
I suggest you to use the function fit to estimate the uncertainty in the parameters, as these are easy to retrieve. If you only need the coefficients, p = polyfit(x,y,n) will do, of course.
1 Comment
Liviu Ivanescu
on 9 Jan 2020
[p3, S, mu] = polyfit(x,y,1)
uses a scaled version of x, see docs on polyfit for details ; that's why one gets different results.
See Also
Categories
Find more on Regression in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!