Mathematica Curve Fitting With Uncertainties

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

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

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