Re: [Gnuplot-info] =?iso-8859-1?q?Fiting_and_R=B2?=

[SB <ste...@gm...>]

Hello again,
Sorry, I have to ask the same question again. 

After half a day on the web I learned a little about statistics, but I
couldn't find out how to interpret the correlation matrix. Also I am
still without ideas how to transform it to receive R². 

Is there an easy explanation available for someone without prior
statistical knoledge how to do this?

And one more question:
My correlation Matrix looks like this:

               a      b
a               1.000
b              -0.684  1.000

I did several fits to different data, and almost all fits to a line
(i.e. g(x) = a* x + b ; fit g(x) ... via a,b).
For some reason the bottom left value (in this case -0.684) seems to
depend only on the number of points that are fitted. 

Confused,

Stephan

end part of one fitting log (g(x) fitted to 6 data points):



Iteration 5
WSSR        : 16.6406           delta(WSSR)/WSSR   : -5.61239e-12
delta(WSSR) : -9.33937e-11      limit for stopping : 1e-05
lambda    : 0.000319372

resultant parameter values

a               = 0.451348
b               = 1.72651

After 5 iterations the fit converged.
final sum of squares of residuals : 16.6406
rel. change during last iteration : -5.61239e-12

degrees of freedom (ndf) : 4
rms of residuals      (stdfit) = sqrt(WSSR/ndf)      : 2.03965
variance of residuals (reduced chisquare) = WSSR/ndf : 4.16016

Final set of parameters            Asymptotic Standard Error
=======================            ==========================

a               = 0.451348         +/- 0.02527      (5.599%)
b               = 1.72651          +/- 1.141        (66.09%)


correlation matrix of the fit parameters:

               a      b
a               1.000
b              -0.684  1.000


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