Ooops, I hit the wrong key... So here is the rest of my previous message...
Hi Gilles,
>
> Does anyone object to the estimated error be defined as
>
> errors[i] = FastMath.sqrt(covar[i][i]);
>
> ?
>
>
> Best regards,
> Gilles
>
I'm not an expert on parameter estimation, but I'm not sure about the
removal of the c prefactor in the above expression. See for example
NR, chapter 15. In particular, equation 15.6.4 might be of interest.
I also found this thread
http://www.physicsforums.com/showthread.php?t=47534
which certainly does not provide a definite answer, but the formula
suggests that c should stay.
Again, I'm not claiming your suggestion is wrong, I would just like to
find a reference which clearly states the right answer...
One way to check the formula would be to test against another
software. I know that gnuplot provides error estimates on the
parameters, I'm happy to run it with the data set of your choice.
Best regards,
Sébastien
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