Hi,(adsbygoogle = window.adsbygoogle || []).push({});

I'd like to fit a straight line to some data which is noisey with gaussian noise with some st dev.

Using least squares, I can estimate the slope and intercept. I'd like to know the uncertainty in these numbers. I can find the residue, I believe this is a measure of the variance of the noise.

Using a simulation with N points, each with noise st dev. σ, I find the variation in estimated slope is proportional to σ/(√N^3), which I can't explain, I'd have expected sigma over root N, as for the standard error.

Any help would be fantastic. I just want to know what error to quote with my fitted gradient.

Mike

**Physics Forums - The Fusion of Science and Community**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Errors in fitting to data, relationship to residue

Can you offer guidance or do you also need help?

Draft saved
Draft deleted

Loading...

Similar Threads - Errors fitting data | Date |
---|---|

A Weighting data points with fitted curve in Matlab | Aug 1, 2017 |

Fitting a curve to data with error bars on curve parameters | Apr 7, 2014 |

Curve-fitting to data with horizontal/vertical error bars | Oct 19, 2012 |

Fitted curve to measured data - statistical properties of the fit error | Feb 4, 2012 |

Measurement error analyses, fitting min/max slopes to data with error bars. | Mar 10, 2008 |

**Physics Forums - The Fusion of Science and Community**