Class: NonLinearModel
Confidence intervals of coefficient estimates of nonlinear regression model
ci = coefCI(mdl)
ci = coefCI(mdl,alpha)
returns
confidence intervals for the coefficients in ci
= coefCI(mdl
)mdl
.
returns
confidence intervals with confidence level ci
= coefCI(mdl
,alpha
)1  alpha
.

Nonlinear regression model, constructed by 

Scalar from 0 to 1, the probability that the confidence interval does not contain the true value. Default: 0.05 


Assume that model assumptions hold (the data comes from a model
represented by the formula mdl
.Formula
,
with independent normally distributed errors). Then row j
of
the confidence interval matrix ci
gives a confidence
interval [ci(j,1),ci(j,2)]
that contains
coefficient j
with probability 1  alpha
.
You can create the intervals from the model coefficients in mdl
.Coefficients.Estimate
and
an appropriate multiplier of the standard errors sqrt(diag(
.
The multiplier is mdl
.CoefficientCovariance))tinv(1alpha/2,dof)
, where level
is
the confidence level, and dof
is the degrees of
freedom (number of data points minus the number of coefficients).