Mathematica Curve Fitting With Uncertainties

[Screwdriver]

I have a set of data points \{\{x_1, y_1\}, \{x_2, y_2\} ... \} each with an uncertainty \{\{dx_1, dy_1,\}, \{dx_2, dy_2\} ...\}. Is there any way of fitting a nonlinear model to the data that incorporates the uncertainties on both x and y? I know that you can use the Weights command to incorporate the uncertainties on the y values, but I don't know how to get the x uncertainties in there as well.

 

[The Electrician]

I have a set of data points \{\{x_1, y_1\}, \{x_2, y_2\} ... \} each with an uncertainty \{\{dx_1, dy_1,\}, \{dx_2, dy_2\} ...\}. Is there any way of fitting a nonlinear model to the data that incorporates the uncertainties on both x and y? I know that you can use the Weights command to incorporate the uncertainties on the y values, but I don't know how to get the x uncertainties in there as well.

You need to read up on "errors in variables":

http://www.wavemetrics.com/products/igorpro/dataanalysis/curvefitting/errorsinvariables.htm