standard errors

How do I estimate the standard errors of the parameter estimates in a quadratic fit? This page list the estimate for a linear fit: http://en.wikipedia.org/wiki/Regression_analysis. But I would like to calculate them for the three parameters in a quadratic fit.

Answer 1

[TED MOSBY]

Hi,

You can use MATLAB's Statistics and Machine Learning Toolbox. It offers a function "fitlm" which you can use as a linear model.

% Fit using fitlm:
% Here X will be quadratic in your case
mdl = fitlm(X,y);
% mdl.Coefficients is a table with columns Estimate, SE, tStat, pValue
% Rows correspond to the terms (Intercept, x, x^2)
disp(mdl.Coefficients);

Please refer to the documentation of "fitlm" for more information:

https://www.mathworks.com/help/stats/fitlm.html?s_tid=srchtitle_support_results_1_fitlm

Hope this helps!