[SciPy-User] confidence interval for leastsq fit

[Till Stensitzki]

> If you can estimate this fixed parameter, then you really need to 
> include in your model. That type of 'messing about' does not provide the 
> correct values so of course your confidence intervals will be 'wrong'. 
> Wrong because the variances and covariances are *conditional* on the 
> fixed value and do not account for the uncertainty in estimating the 
> 'fixed' parameter.

Please read the reference, its only half a page long, maybe my explanation
weren't clear enough. The principal of method is, that as long the chi^2 
values of a parameter set are not significantly different from the 
chi^2 value of the optimal set (in a statistical sense, can be 
estimated by using the fisher-distribution.) the parameters are "valid".