[SciPy-user] non-linear model coefficient standard error estimates

zunzun at zunzun.com zunzun at zunzun.com
Thu Jan 25 11:57:12 EST 2007


I can easily calculate coefficient standard errors for
linear models such as this cubic polynomial:

y = ax^0 + bx^1 + cx^2 + dx^3

using the scipy Cookbook code referenced at

http://scipy.org/Cookbook/OLS

I do not know how to estimate coefficient standard errors
for non-linear models such as

y = exp(ax - b)

Can anyone point me at a reference?  I'll add it to
the Python Equations project as soon as I can.

     James




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