Re: [R] scaling of parameter errors in a weighted regression using nls

2012-06-01 Thread Oliver Ruebenacker
Hello Florian, The best fit only depends on the relative statistical errors. The estimated parameter error is a purely statistical error and can be estimated from the sample. Systematic parameter errors are not estimated. Yes, parameter errors grow with measurement errors. Take care

[R] scaling of parameter errors in a weighted regression using nls

2012-06-01 Thread Hengstberger Florian
I noticed that nls treats weights as relative and that the absolute size of the weights w in the following script has therefore no influence on the errors of the parameters reported in the summary a<-1 b<-3 x<--100:100 y<-a*x+b yeps<-y+rnorm(length(x),sd=1) w<-rep(1,length(x)) plot(x,yeps) lin