How do I find the errors for fitting parameters in lsqnonlin

How do I get fitting parameters along with their errors when using lsqnonlin for my fittings? What I mean is that I want parameters' errors after fitting.

Thanks in advance

Answer 1

[Star Strider]

If you have the Statistics Toolbox, see ‘nlparci’. If you don't, then I refer you to http://www.bsos.umd.edu/socy/alan/stats/socy602_handouts/kut86916_ch13.pdf, specifically to Equations 13.31 and 13.32. Those allow you to calculate the variance-covariance matrix for the parameters. From those you can calculate the standard errors, and from there the conficence intervals. The ‘D’ matrix in Equation 13.32b is the Jacobian. You want to end up with a square matrix of size [P x P] where P is the number of your parameters, so you may have to experiment a bit.