Re: interpretation of fit errors

[Daniel J S. <dan...@ie...>]

On 05/05/2011 06:30 PM, Hans-Bernhard Bröker wrote:
> On 05.05.2011 10:52, Daniel J Sebald wrote:
[snip]
>> As for the original bug report, unless this is something obvious,
>> perhaps there is a way to illustrate the error with a test case, to
>> ensure the fit is solved correctly.
>
> The demo is dead simple.  Pick any fit from the demos or wherever, and
> repeat it with the data errors multiplied by a fixed factor, i.e. replace
>
> 	fit f(x) 'foo.dat' u 1:2:3 via ...
>
> by
>
> 	fit f(x) 'foo.dat' u 1:2:($3*20) via ...
>
> 'fit' will report the same data errors, both in the printed output and
> in the saved *_err variables.  Only the chisq and STDFIT will have
> shrinked by a factor of 20.
>
> People thinking I made a bad decision here say that the errors on the
> parameters should become 20 times as large in the second case.

Well, this is certainly a valid approach.  Often some statistical or 
algebraic quantity is independent of scale to reflect is quality or 
fundamental nature.  Could we create an additional set of variables 
"_res" that is scaled as others might want (i.e., residuals)?

Dan