Re: Re: error on parameters

Hello Patrick,

On Jul 20, 2009, at 9:17 PM, Patrick Dupre wrote:

> Hello,
>
> This is typically the sort of results that I get:
> #A => 1.17818198 ( 1.1)
> #B => 0.327126963 ( 0.31)
> #C => 0.283866159 ( 0.21)
> or
> #T0 => 7373.27411 ( 43)
> #A => 1.17818028 ( 0.17)
> #B => 0.327132837 ( 0.048)
> #C => 0.283861776 ( 0.032)
>
> Both set of fitted parameters are acceptable, so the error should be
> ~ 1e-3 for T0
> ~ 1e-4 for A
> ~5e-5 for B and C
>
> I used strategy = 0. I did not notice any complain about the
> convergence, although strategy=1 would have probably give
> me a wrong convergence.

this is suspicious and already indicates a potential problem in your fit.
Strategy=1 is normally the default use when fitting and also Hesse should be run after fitting to get the
correct covariance matrix and to verify the convergence. If you don't get a right convergence then the obtained errors do not make really sense.
>
> The uncertainties on my data are of the order of 2e-9, so I should
> multiply the error by 2e-9 ! I have ~ 16000 data.
> In addition, I do not really understand why I get an order of
> magnitude
> better result with one fit compared to the other one.

This could be explained by the fact that the fit did not converge well.
>
> For those set of paramters, the only way to approach something with
> some sense would be to multiply the obtained uncertainties
> by my data uncertainty and to multiply by the number of data !!!
>
> Can I get some clarifications ?

You can also check the chi2 resulting after fitting. Eventually if the errors on the data are under-estimated you could get a too small errors on the parameters. In that case you could re-scale the parameters errors using the chi2 value.

  Best Regards

  Lorenzo
>
> Thank.
>
>
> Hello,
>
> min.UserState ().Error (i)
>
> returns the error on the fit parameter but after fitting. Before
> fitting (and for fixed parameters) or when the fit failed I will be
> equal to the value set before fitting
>
> Lorenzo
>
> On Jul 9, 2009, at 9:27 PM, Patrick Dupre wrote:
>
>> Hello,
>>
>> Using FunctionMinimum
>>
>> To get the fitted parameters, I use:
>> para [i] = min.UserState ().Value (i) ;
>> and to get the error on the parameter:
>> d_para [i] = min.UserState ().Error (i) ;
>> but this value is always equal the the uncertainty to the paramter
>> that I set before the fit.
>>
>> Did I not understand the documentation ?
>>
>> ThankA
>
>
>
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> ======================================================================
> Patrick DUPRÉ | |
> Department of Chemistry | | Phone: (44)-
> (0)-1904-434384
> The University of York | | Fax: (44)-
> (0)-1904-432516
> Heslington | |
> York YO10 5DD United Kingdom | | email: pd520_at_york.ac.uk
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> ======================================================================
Received on Fri Jul 24 2009 - 15:48:33 CEST